Electricity Markets and Power Trading: Market Design, Wholesale Pricing and Energy Risk – London, 19–23 Apr 2027
Electricity Markets and Power Trading: Market Design, Wholesale Pricing and Energy Risk runs in London from Monday 19 April to Friday 23 April 2027 (1 Week). The fee is 23,000 SAR per participant. The same programme is also scheduled in 7 other cities.
- Dates
- Length
- 1 Week
- Fee per participant
- 23,000 SAR
- Format
- In person, London
- Venue
- Central London four-star
- Status
- Open for registration
- Week
- 16 of 2027
- Reference
- 369_13229
This session
19–23 Apr 2027
This Electricity Markets and Power Trading: Market Design, Wholesale Pricing and Energy Risk session in London runs from Monday 19 April to Friday 23 April 2027 (week 16, Q2 2027). It is the 1st of 2 dates in London in 2027, at a fee of 23,000 SAR, the same for each of them. Registration is open for this date. It is held in person at Central London four-star.
When else does it run in London?
- 19 – 23 April 2027 This date 23,000 SAR
- 21 – 25 June 2027 23,000 SAR
How do I book this date?
Register online to request your place, or send us a question about this date first.
Reference for this date: 369_13229. Quote it when you contact us.
Before you book, read our cancellation policy.
Let’s talk about your next step.
Questions about this date
When does Electricity Markets and Power Trading: Market Design, Wholesale Pricing and Energy Risk in London start and finish?
It starts on Monday 19 April and finishes on Friday 23 April 2027: 1 Week.
How much does Electricity Markets and Power Trading: Market Design, Wholesale Pricing and Energy Risk in London cost?
The fee for this date is 23,000 SAR per participant. Please read our cancellation policy before you book.
Is this date held in person or online?
It is held in person in London, at Central London four-star.
What does this programme cover?
Electricity markets and power trading expose utilities, independent power producers and market bodies to price spikes, imbalance charges and counterparty losses when market rules, clearing prices and hedge positions are poorly understood. This Core Concept course explains how vertically integrated, single buyer, wholesale pool and bilateral market designs form wholesale prices through the merit order and marginal pricing, how capacity and ancillary services are paid, and how forwards, futures and contracts for differences hedge generation and retail load. Participants build a Power Portfolio Hedging and Market Risk Plan.
The programme outline covers:
- Introduction
- Course Objectives
- Target Audience
- Course Outline
- Day 1: Electricity Market Structures and the Physics Behind Power Prices
- Day 2: Merit Order, Marginal Pricing and Market Design Mechanisms
- Day 3: Power Trading Instruments and Hedging Generation and Retail Positions
- Day 4: Energy Risk Metrics, Regional Interconnection and Market Monitoring
- Day 5: Modelling Build: Power Portfolio Hedging and Market Risk Plan
- Skills You Will Gain
- Why Attend This Course
- Conclusion
Where else does this programme run?
Also scheduled in 7 other cities.
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