QuantWerkbank QuantWerkbank | Blog about renewables forecasting, storage problems, algorithms and mathematical models in finance.

QuantWerkbank

Thoughts about quantitative models in finance and renewables

Fun with forecasting

Idea pool for quantitative models with applications in renewables, storage technologies and other topics of traditional financial asset classes.

Position risk

less than 1 minute read

Comparison of fixed price PPA with an OTC hedging strategy

5 minute read

Data-mining promising wind farm locations

21 minute read

Monte-Carlo optimisation of power to gas plant

11 minute read

Setup of a solid stochastic production model