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Quant Systems Lab · Control Systems for Quantitative Finance

Power Forward Seasonality and Shape

Power forward curves are not flat lines: they reflect seasonal demand patterns and shaped delivery blocks.

Explanation

Power forwards are prices for delivery over periods (days, months, seasons), not single instants.

Seasonality makes winter and summer blocks trade at different levels, even with identical average spot risk.

Shape refers to how prices differ across blocks (base vs peak vs off-peak) and drives both valuation and risk.


powerforward curveseasonalityshape
Interactive visualisation

This chart shows a stylised power forward curve over 12 months, with base, peak, and off-peak prices. Use the controls to change seasonality strength and shape premia and see how the average price of a block (calendar, winter, summer) moves.

Calendar year: base ≈ 60.0 €/MWh · peak ≈ 75.0 €/MWh · off-peak ≈ 52.0 €/MWh
Delivery monthForward price (€/MWh)205080110140JanFebMarAprMayJunJulAugSepOctNovDecBase block curvePeak block curveOff-peak curveShaded months belong to the selected delivery block.
Numbers
Calendar base ≈ 60.0 €/MWh · peak ≈ 75.0 €/MWh · off-peak ≈ 52.0 €/MWh
Calendar year: base ≈ 60.0 €/MWh · peak ≈ 75.0 €/MWh · off-peak ≈ 52.0 €/MWh
Interpretation

Power forwards are delivery-period contracts, so their prices reflect both level and shape: which months and which hours are inside the block.

Seasonality shifts winter and summer levels, while shape premia move peak and off-peak away from base. The mental model: every forward is an average of an hourly forward surface over a delivery set, and seasonality and shape tell you which averages are expensive.