UC-160
Combined Gas Portfolio & Hedging Optimiser
Optimises the merged gas book as one portfolio, revealing natural offsets, basis relationships and the right combined hedge size.
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The Challenge
Two hedge books, two commercial teams and two routes-to-market leave one combined exposure nobody optimises. Higher gas weighting raises the cost of getting it wrong.
How It Works
- Ingests combined volumes, contract terms, hub prices and storage and transport options.
- ML production scenarios feed an optimisation layer that sizes the merged hedge book.
- Recommends hedge size and structure with portfolio effects shown at combined level.
What It Removes
- Two hedge books blind to each other
- Natural offsets invisible when hedged apart
- Combined exposure owned by no one
Input Data RequirementsProduction forecasts both portfolios, offtake and hub price exposure (Eni-linked, NBP/TTF), hedge books, storage and transport optionality
Output FormatProbabilistic combined exposure view, recommended hedge size and structure
“Two gas businesses hedged separately leave money on the table - the combined book shows where.”