Weather-Driven Energy Intelligence
Navigate Climate Volatility in Power and Gas Markets
Climate change is reshaping energy markets. Renewable overcapacity disconnects power prices from traditional SRMC. Gas and LNG demand increasingly follows weather extremes. Our meteorological expertise reveals risks that conventional models miss.
Energy Markets Are Increasingly Weather-Driven
From power to gas to LNG—weather now dominates price formation across the energy complex. Traditional fundamental models struggle to capture this new reality.
Power: The SRMC Disconnect
Renewable overcapacity has broken traditional marginal cost pricing. Weather regimes now determine whether prices collapse to negative or spike to extreme levels—independent of thermal generation costs.
Gas: Heating and Cooling Swings
European gas demand follows temperature extremes in both directions. Winter cold spells and summer heat waves create demand surges that overwhelm storage and supply flexibility.
LNG: Global Weather Correlation
Simultaneous weather extremes across regions—US heat domes, Asian cold snaps, European winter—compete for flexible LNG supply, creating correlated stress across markets.
Climate Change Is Transforming Weather Risk
Not just averages—the distribution of extremes is shifting. Both summer and winter patterns are becoming more volatile and persistent.
Winter Extremes
Polar vortex disruptions and blocking patterns create prolonged cold spells. Calm, cold conditions persist longer, stressing both power and gas supply when demand peaks.
Summer Extremes
Heat domes and persistent high-pressure systems extend drought periods. Reduced hydro and wind output coincides with surging cooling demand across Southern Europe.
Regime Transitions
Rapid shifts between weather states create the highest volatility. The transitions themselves—not just the extremes—generate outsized risk exposure across power and gas.
Market Coverage
Deep expertise in interconnected European power and gas markets, where weather-driven dynamics create cross-border opportunities and risks.
Core Markets
Nordic Power
Hydro-dominated system where precipitation, temperature, and wind regimes determine seasonal supply-demand balance. Increasing interconnection with Continental weather dynamics.
Core Markets
German Power and Gas
Europe’s largest market, where renewable penetration creates extreme weather sensitivity. Wind droughts and solar gaps drive Continental price spikes and gas-for-power demand.
Core Markets
French Power
Nuclear-heavy system increasingly exposed to summer heat stress and winter demand peaks. River temperatures and drought conditions affect generation capacity.
Expanding Coverage
Spanish Power and Gas
Iberian market with unique weather dynamics—Mediterranean heat extremes, Atlantic storm exposure, and growing solar penetration. Building analytical capabilities.
Our Analytical Edge
We identify weather-driven risks that traditional models systematically miss.
Climate Patterns vs Averages
While others focus on mean warming, we track blocking frequency, jet stream behavior, and weather regime persistence—the drivers of market-moving events in both power and gas.
Cross-Commodity Weather Links
Wind droughts affect both power prices and gas-for-power demand. Cold snaps stress gas supply while boosting heating load. We map the interconnections across markets.
Seasonal Pattern Shifts
Summer and winter risk profiles are changing. We quantify how climate shifts alter both the probability and intensity of extreme weather windows across seasons.
Risk Multiplication
Standard models add risks linearly. We identify how weather extremes, supply constraints, and cross-border flows compound—creating tail events consensus dismisses.
Weather Risk Management Capabilities
Built and validated for volatile, weather-dominated power and gas markets.
Weather Regime Model
Proprietary system identifying regime transitions 1–45 days ahead. Captures blocking patterns and polar vortex signals.
Seasonal Forecasting
Winter cold risk and summer heat probability. Tailored outlooks for power and gas hedging.
Extreme Event Analysis
Identify weather conditions creating supply-demand stress across power, gas, and LNG simultaneously.
Cross-Border Dynamics
How weather in one region affects prices in another. Nordic-German-French interconnection flows.
Climate Trend Analysis
Long-term shifts in blocking frequency, storm tracks, and seasonal patterns for strategic planning.
Real-Time Alerts
Regime transition warnings and extreme weather triggers for power and gas markets.
Leadership
Meteorological science meets institutional energy trading experience.
Dr. Ivan Føre Svegaarden
PhD in Meteorology with trading and portfolio management experience. Developed the Weather Regime Model for identifying regime transitions in the 1–45 day window for European power and gas markets.
Jan Erik Pedersen
20+ years commodity trading. MSc Finance (NHH). Senior positions at European energy firms. Fund founder and manager. Deep expertise in Nordic, German, and French power markets, plus gas, emissions, and cross-commodity trading.
Partner With Us
Weather intelligence for power and gas markets navigating climate volatility.
Weather Intelligence
Full WRM access. Regime transition alerts. Seasonal outlooks for power and gas.
Risk Advisory
Extreme weather positioning. Cross-commodity analysis. Scenario planning.
Analysis Partnership
Custom weather risk integration for trading and hedging operations.