The Risk Management Module is the core system used for trading and risk management. The Power Scheduling Module is to schedule electricity, and the Gas Scheduling Module is a physical gas management solution. It supports trade capture, processing and risk management of physical and financial energy commodities. Designed to capture the complex reality of deregulated price behavior, PowerSuite modules support forward pricing, volatilities, options, hedging, and proper risk management.
Stacker also provides integrated risk management of physical and financial assets.
Electricity do not assume that electricity is just like every other asset. Instead, the models are based on the fundamental concept that electricity is not storable, so the forward price curve is treated much differently than in any other market. These models all include mean reversion, which is of paramount importance in this market. Univol provides the user with the choice between flat, caplet and three-dimensional discrete volatilities. Super Computer Consulting Inc. WeatherBox is a set of spreadsheet-based weather derivative pricing models.