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Platts Forward Curves

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Databricks2024-05-09 收录
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https://marketplace.databricks.com/details/ba19fee2-c1be-4f79-8935-d8b0433a05da/S-P-Global-Energy_Platts-Forward-Curves
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**Overview** In a market environment that generates plenty of uncertainties, Platts Forward Curves (PFC) offer an independent, verifiable source to help validate models and asset valuations, project future revenues and expenses, and better align risk tolerance with business strategy. PFC are generally utilized across multiple levels of an organization ensuring benefits far outweigh costs. Dataset overview: - Commodity Risk Solutions delivers editorially assessed and quantitative forward curves for the following markets: Crude Oil and Refined Products, LNG, Petrochemicals, Natural Gas & Electric Power (including NGL), Energy Transition and Agriculture  - Editorially observed and assessed Platts Forward Curves (PFC) that are produced by global teams of correspondents dedicated to reporting on the energy markets. - Quantitatively derived forward curves for illiquid markets (M2M) - Americas natural gas and power forward curves (M2MS-Gas and M2MS-Power) that are produced by leveraging end of day data from Intercontinental Exchange, Inc (ICE) - Daily assessments of most of the forward curves at a monthly granularity **Use cases** - Asset Valuation - Confidently assess the market values of assets and liabilities to support corporate strategies - Market Analysis - Compare current market conditions to historical time periods to analyze trends - Quantitative Analysis - Validate internally derived forward curves - Risk Analysis - Calculate key risk metrics such as Value-at-Risk and manage counterparty credit exposure and collateral requirements and mark-to-market to determine portfolio profit and loss **Product details** Sample Tables: A ) FORWARDCURVES_MARKETDATA B ) REF_DATA_FORWARDCURVES Sample Fields: A ) FORWARDCURVES_MARKETDATA SYMBOL ASSESSDATE CURVE_CODE CURVE_NAME ROLL_DATE EXPIRY_DATE BATE VALUE MODIFIEDDATETIME B ) REF_DATA_FORWARDCURVES COMMODITY MDC CONTRACT_TYPE CURVE_NAME CURVE_TYPE CURVE_CODE UOM DELIVERY_REGION HOLIDAY_SCHEDULE View Descriptions: - FORWARDCURVES_MARKETDATA - Get the latest and historical values for Forward Curves - REF_DATA_FORWARDCURVES - Get additional reference data for Symbols - FORWARDCURVES_DICTIONARY - Contains descriptions and examples of each of the columns in the above views for a better understanding of the dataset

概述 在充满不确定性的市场环境中,普氏远期曲线(Platts Forward Curves, PFC)提供了独立且可验证的数据源,可用于验证模型与资产估值、预测未来收支,并将风险承受能力与企业战略更好地对齐。PFC在企业各层级广泛应用,其收益远高于投入成本。 ## 数据集概览 - 普氏商品风险解决方案(Commodity Risk Solutions)为以下市场提供经编辑审核与量化生成的远期曲线:原油及成品油、液化天然气(LNG)、石化产品、天然气与电力(含天然凝析液NGL)、能源转型领域及农业 - 经编辑观测与审核的普氏远期曲线(PFC),由致力于能源市场报道的全球记者团队编制生成 - 为非流动性市场提供量化衍生的远期曲线(M2M) - 美洲天然气与电力远期曲线(M2MS-Gas及M2MS-Power),依托洲际交易所(Intercontinental Exchange, Inc, ICE)的日终数据编制生成 - 按月度粒度对绝大多数远期曲线开展每日评估 ## 应用场景 - 资产估值:精准评估资产与负债的市场价值,为企业战略提供支撑 - 市场分析:将当前市场状况与历史时段对比,以分析市场趋势 - 量化分析:验证内部生成的远期曲线 - 风险分析:计算风险价值(Value-at-Risk, VaR)等关键风险指标,管理交易对手信用敞口、保证金要求,并通过逐日盯市确定投资组合损益 ## 产品详情 ### 示例数据表 A)FORWARDCURVES_MARKETDATA B)REF_DATA_FORWARDCURVES ### 示例字段 A)FORWARDCURVES_MARKETDATA SYMBOL ASSESSDATE CURVE_CODE CURVE_NAME ROLL_DATE EXPIRY_DATE BATE VALUE MODIFIEDDATETIME B)REF_DATA_FORWARDCURVES COMMODITY MDC CONTRACT_TYPE CURVE_NAME CURVE_TYPE CURVE_CODE UOM DELIVERY_REGION HOLIDAY_SCHEDULE ### 视图说明 - FORWARDCURVES_MARKETDATA:获取远期曲线的最新及历史数据 - REF_DATA_FORWARDCURVES:获取合约代码的补充参考数据 - FORWARDCURVES_DICTIONARY:包含上述各视图的所有字段说明与示例,便于更好地理解本数据集
提供机构:
S&P Global Energy
搜集汇总
数据集介绍
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背景与挑战
背景概述
Platts Forward Curves数据集由S&P Global Energy提供,是一个全球性的前瞻曲线数据集,覆盖能源和农业等多个市场,包括编辑评估和定量推导的曲线。该数据集每日更新,按月粒度提供前瞻数据,主要用于资产估值、市场分析、定量验证和风险管理等商业场景。
以上内容由遇见数据集搜集并总结生成
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