Quantitative Energy Models

Integrated models of storage, swing, and imbalance


  • Modeling expected distribution of imbalance costs
  • Simultaneous handling of price and volume distributions
  • Optimal trading and hedging of gas in storage
  • Incremental trade analysis for injection, release, and storage space
  • Day-to-day draw-down decisions for swing contracts
  • Resolutions down as little as five-minute intervals


Probability weighted product of price and quantity distributions
Quantitative Energy Models (QEM) provides fast and accurate methods of modeling energy market imbalance costs, storage assets, and swing assets. QEM brings together stochastic price and quantity simulation engines, sophisticated convolution techniques for combining probability distributions, and stochastic optimization using Stochastic Dual Dynamic Programming (SDDP), all in a single consistent framework.

QEM is a tool for traders and risk analysts in the energy sector that provides detailed, accurate information using up-to-date information for trading and hedging. It is equally well suited to long-term expansion and investment studies, and for design of storage facilities and swing contracts. QEM is written entirely with MATLAB®, has a powerful and flexible user interface, and takes advantage of the advanced MATLAB graphics capabilities.

Tristram Scott

44 Montague Rd
Cambridge, Cambridgeshire CB4 1BX
Tel: +44 1223 526255

Required Products


  • Linux
  • Macintosh
  • UNIX
  • Windows


  • Consulting
  • E-mail
  • On-site assistance
  • Telephone
  • Training

Product Type

  • Modeling and Simulation Tools


  • Data Analysis and Statistics
  • System Modeling and Simulation
  • Risk management and market analysis


  • Financial Services
  • Utilities and Energy