Energy companies have multiplied their types of offers to customers, with an increase in fixed price options, index-linked offers based on specific customer needs or offers as a discount on authority tariff. These actions have resulted in a growing asymmetry between formulas used in the sales portfolio and those used in the purchase one. The awareness of the price risk financial exposure, which was already growing in the market due to the competitive context, is now very topical.
The volatility of commodity quotations has coincided with the volatility of the prices of the European market. This has strengthened the demand for tools and technologies that can measure the price risk in a broad sense, cover it and safeguard the margins.