Gas risk management, valuation and optimisation

  1. Global gas markets
  2. Interconnected gas networks
  3. Complex operational constraints of gas storage facilities and pipelines
  4. Diverse physical asset and financial contracts
  5. Complex seasonality in gas prices

... present great challenges to the risk analysis and valuation of gas contracts and assets.

Be confident that you are working with specialists that understand your gas market challenges. With many years experience we see your gas risk and valuation concerns from a practical, real-world perspective. Our software and consulting services draw on the gas-specific models and methodologies developed by Lacima’s founders through their acclaimed research and published works.

Our solutions help you to value and optimise gas portfolios that include storage and swing contracts with physical assets, negotiate the best long-term supply agreements and operate power plants taking into consideration gas network constraints.

We can help you with the gas risk management and valuation challenges you face:

  • Assess the relevant risk metrics for players with physical gas assets as well as complex gas contracts
  • Design hedging strategies to best manage your gas exposure
  • Understand the most relevant models to capture the unique characteristics of gas prices
  • Assess valuation frameworks that accurately value long-term gas contracts which involve indexation, depletion, carry-forward and make-up so that you don’t leave profit on the table
  • Capture complex constraints in gas supply and purchase contracts
  • Optimise gas portfolio networks
  • Value and optimise the flexibility of shipping LNG
  • Analyse large books of gas derivative deals
  • Optimise, value and analyse gas storage facilities
  • Optimise, value and analyse gas pipelines
  • Report company-wide risks across your assets and trading books
Gas Industry Reference Resources
White Papers & Articles