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  ASSUMPTIONS & MODEL INPUTS      
  All blue values are user-editable inputs        
           
  GENERAL MARKET PARAMETERS Value Unit Notes  
  Market Region Nordpool NO2   Nordic power area (change as needed: SE3, FI, DK1, etc.)  
  Base Currency EUR   Euro-denominated market  
  Price Unit EUR/MWh   Standard European power price unit  
  Historical Start Year 2021 Year Start of historical data window  
  Historical End Year 2025 Year End of historical data window  
  Forward Start Year 2026 Year Start of forward curve projection  
  Forward End Year 2030 Year End of forward curve projection  
  Peak Hours Definition 08:00-20:00 Mon-Fri   Standard European peak hours definition  
  Trading Days per Year 252 Days Standard for annualization of volatility  
           
  SPOT PRICE PARAMETERS Value Unit Notes  
  Current Spot Price (Base) 48.5 EUR/MWh Latest available base load spot price  
  Current Spot Price (Peak) 56.2 EUR/MWh Latest peak load spot price  
  Current Spot Price (Off-Peak) 38.1 EUR/MWh Latest off-peak spot price  
  Peak/Off-Peak Ratio 1.48x x Calculated from peak and off-peak inputs  
  Long-run Equilibrium Price (Base) 52.0 EUR/MWh Mean-reversion target for base load  
  Mean Reversion Speed 0.15   Annual rate of mean reversion (kappa)  
  Seasonal Amplitude 12.0 EUR/MWh Amplitude of seasonal price swing  
  Seasonal Peak Month 1 Month # Month with highest seasonal component (1=Jan)  
           
  VOLATILITY & SIMULATION PARAMETERS Value Unit Notes  
  Historical Volatility (Annualized, Base) 35.0% % Annualized std dev of log returns (base load)  
  Historical Volatility (Annualized, Peak) 42.0% % Annualized std dev of log returns (peak)  
  Historical Volatility (Annualized, Off-Peak) 38.0% % Annualized std dev of log returns (off-peak)  
  GARCH(1,1) Omega 0.00005   GARCH constant term  
  GARCH(1,1) Alpha 0.08   ARCH coefficient (shock persistence)  
  GARCH(1,1) Beta 0.88   GARCH coefficient (volatility persistence)  
  Alpha + Beta Check 0.96   Must be < 1 for stationarity (see Error Checks)  
  Number of Simulation Paths 1,000 Paths Monte Carlo paths (increase for precision; 1000-10000 typical)  
  Simulation Time Steps 60 Months Number of monthly steps (= Forward End Year - Forward Start Year) x 12  
  Random Seed 42   For reproducibility of Monte Carlo simulation  
           
  FORWARD CURVE PARAMETERS Value Unit Notes  
  Year 1 Forward (Cal-26 Base) 50.0 EUR/MWh Calendar 2026 baseload forward quote  
  Year 2 Forward (Cal-27 Base) 52.5 EUR/MWh Calendar 2027 baseload forward quote  
  Year 3 Forward (Cal-28 Base) 54.0 EUR/MWh Calendar 2028 baseload forward quote  
  Year 4 Forward (Cal-29 Base) 55.0 EUR/MWh Calendar 2029 baseload forward quote  
  Year 5 Forward (Cal-30 Base) 56.0 EUR/MWh Calendar 2030 baseload forward quote  
  Peak Premium Assumption 18.0% % % premium of peak over baseload forward  
  Off-Peak Discount Assumption 20.0% % % discount of off-peak below baseload forward  
  Interpolation Method Cubic Spline   Method for monthly interpolation of annual forwards  
           
  SCENARIO PARAMETERS Value Unit Notes  
  Base Case Probability 50.0% % Probability weight for base scenario  
  Bull Case Probability 20.0% % Probability weight for bull scenario  
  Bear Case Probability 20.0% % Probability weight for bear scenario  
  Stress Case Probability 10.0% % Probability weight for extreme stress scenario  
  Probability Sum Check 100.0%   Must equal 100% (see Error Checks)  
  Bull Price Multiplier 1.25x x Multiplier applied to forward curve for bull case  
  Bear Price Multiplier 0.75x x Multiplier applied to forward curve for bear case  
  Stress Price Multiplier 1.80x x Multiplier for extreme stress (e.g., supply crisis)  
           
  Note: All sample values are placeholders. Replace with actual market data from authorized data providers before use.