Gas Market Data Study
to support litigation procedures
Context & Objectives
Our client is a large energy wholesale player, facing a litigation formal procedure.
The project objective is to provide an expert report on market behaviors by analyzing order book time series data in order to highlight market.
Outcome
Formalization of an independent expert report.
Monitoring tools to be used by controlling/compliance functions.
Our approach
We mobilized a team mixing energy market experts and time series experts in order to :
- Process and clean all the transactions, bid and ask data,
- Characterize price discovery behaviors,
- Analyze lagged correlations and perform causality tests (inlc. lead-lag ratio computations),
- Build a tool to analyze market players behaviors for future monitoring needs.
Our experts
Related Capabilities
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