ICIS Price Forward Curves for individual European gas and power markets are based on ICIS price assessment values at the market close.

These inform additional calculated prices for daily and monthly delivery periods, based on mathematical modelling. These calculations have been developed in line with industry norms and best practices.

The ICIS Price Forward Curves service is designed to help management of risk exposure and volatility in European markets. The service can be used as a primary source of forward prices by those who do not calculate their own forward curves, or as a secondary reference. The service can also be used as a validation tool.

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ICIS Price Forward Curves Methodology – 1 December 2015

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Methodology

ICIS Price Forward Curves for individual European gas and power markets are based on ICIS price assessment values at the market close. These inform additional calculated prices for daily and monthly delivery periods, based on mathematical modelling. These calculations have been developed in line with industry norms and best practices. The ICIS Price Forward Curves […]