Client:

Motivation:

How to price an energy contract so that it becomes attractive for the client and it still is profitable?

Solution:

The answer can be achieved in several ways: optimization, computational intelligence, game theory... it basically must be a price between the one in which the client would invest all of its money on it and the one in which the client would invest nothing on it.

Example:

The following figure depicts the spot price behavior along time: it is the main reference for contract price formation.