European Energy
Price Curves,
Delivered Daily

Market-based forward curves, fundamental market curves, and Monte Carlo price simulations for European power and gas markets. Data is published shortly after market close and delivered via API, SFTP, or email to support valuation, risk management, and trading activities.

Published after market close
EUR / MWh
140 120 100 80 60 Jun '25 Aug '25 Oct '25 Dec '25 Feb '26 Apr '26 Jun '26
Our
product lines

Market price
forward curves

  • Arbitrage-free market-consistent curves
  • Power and gas across Europe & Japan
  • Hourly, daily and monthly resolutions
  • Valuation, trading, hedging, PPA analysis
Explore market curves →

Fundamental
market curves

  • Based on fundamental supply & demand
  • Forward-looking and scenario-aware
  • Perfect for long-term planning
  • Asset valuation, investment cases
Explore fundamental curves →

Monte Carlo
price simulations

  • Stochastic simulations of future prices
  • Captures volatility and correlations
  • Custom tenors and scenarios
  • Risk management, stress testing, VaR
Explore simulations →
Use cases

End-of-Day processes (valuation)

Accurate and consistent curves for mark-to-market, P&L attribution, settlement, and financial reporting across your portfolio.

Risk management (simulations)

Forward curves and simulations to measure exposure, run stress scenarios, and support hedging and limit setting.

Market coverage
Power markets
Gas markets
Power & gas markets
20+ European markets covered from Nordics to Mediterranean.

Why price forward curves?

Trusted, consistent, and timely market data supporting valuation, risk management, and trading decisions across the energy value chain.

Arbitrage-free

Fully consistent with traded market prices.

Shaping

Incorporates seasonal factors, daily profiles and quarter-hourly patterns.

Daily delivery

Published after-market closure to support valuation and risk management processes.

Why fundamental market curves?

Forward price expectations based on supply-demand balances, cross-border interconnections, and multiple weather scenarios. Designed to support forward-looking market analysis and scenario planning.

Fundamentals

Price expectations derived from underlying market fundamentals, including generation, consumption, fuel prices, and interconnector.

Weather-driven scenarios

Multiple weather scenarios to assess the impact of changing conditions on future market prices.

Forward-looking analysis

Supports scenario analysis, strategic planning, and long-term valuation across energy markets.

Why market price simulations?

High-quality stochastic scenarios contribute to more robust risk metrics, more effective hedging strategies and better-informed investment decisions.

Realistic scenarios

Market-consistent price scenarios for multiple markets generated with a simulation engine dedicated to energy products.

Spot and forward products

Get simulations for both spot markets and forward tenors, supporting a wide range of valuation and risk management use cases.

Daily delivery

Recalibrated and published after-market closure to support valuation and risk management processes.

Live curve preview: Nord Pool HPFC
MarketNord Pool
Trading date
Resolution
Start
End
EUR/MWh
Published
How it works
1

Market closes
17:00 CET

Exchange and OTC prices collected and validated across all covered markets.

2

KYOS models
run overnight

KYOS models build arbitrage-free, market-consistent curves at all tenors and resolutions.

3

Your system
receives data

Curves delivered via API, SFTP, or email. Ready before your morning process.

Delivery formats
REST API JSON
SFTP xlsx, csv
Email Scheduled delivery

Why KYOS?

Trusted by leading energy companies

20+
years delivering energy market intelligence since 2008
100+
clients, trusted by leading energy companies and institutions
Rigorous methodology
KYOS combines deep sector expertise with robust, state-of-the-art technology
Trusted by
E.ON
Centrica
EDF
TotalEnergies
Shell
FAQ
Common questions
We cover 20+ European power and gas markets including Germany, France, Netherlands, UK, Nordic, Italy, Spain, Iberia, and more. Fundamental Japanese forward curves are available via MPX partners.
Data is available via REST API (JSON), SFTP (xlsx, csv), or direct email delivery. We support automated integration into valuation and risk systems.
Curves are updated daily after market close (17:00 CET). Your systems receive the updated data automatically via your chosen delivery method.
No software installation required. You integrate via standard REST API, SFTP, or email — compatible with any existing valuation or risk management system.
Yes. You can download sample data directly from the live curve preview section above. Contact us to request a trial subscription or demo.

Integrate premium curves today

Contact our sales desk to configure a bespoke price curve package or request immediate sample files.

+31 23 5510 221
KYOS Energy Consulting BV
Nieuwe Gracht 49, 2011 ND Haarlem
The Netherlands

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