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Day-Ahead Price and FBMC Forecasts for Every MTU

Get continuously updated price and cross-border exchange forecasts for European and Japanese day-ahead markets at every market's time unit resolution, with full Flow-Based Market Coupling support.

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Fundamentals-Grounded Price and Exchange Forecasts for Day-Ahead Markets. 

Volue Day-Ahead Insights delivers continuously refreshed price and cross-border exchange forecasts across the European Single Day-Ahead Coupling (SDAC) perimeter, the non-SDAC markets (UK, Switzerland, Serbia, Turkey) and Japan, at the resolution each market clears in: 15-minute SDAC, 30-minute Japan, hourly elsewhere. Volue’s model mirrors the Euphemia clearing engine and incorporates the Flow-Based Market Coupling algorithm in both CORE and Nordic regions.

This gives traders, quant teams and asset operators a robust market-leading forecast with full coverage across multiple MTUs, bidding zones, and cross-border pricing mechanisms, including FBMC forecasts and weather-driven scenarios.

KEY FEATURES

Deterministic forecasts update every 15 minutes, while ensemble forecasts refresh every 30 to 60 minutes, incorporating the latest transfer capacities, unplanned outages and fundamental market shifts, ensuring every forecast instance reflects current market conditions. The underlying model is retrained twice daily on the most recent available data. Continuous model improvements are documented in the Product changelog. 

Forecasts are delivered in each market’s clearing MTU: 15-minute across the SDAC perimeter, 30-minute across the nine covered JEPX regions in Japan, and hourly across the non-SDAC markets (UK, Switzerland, Serbia, Turkey). 

Native machine-learning models for the CORE domain (12 zones, including ALEGrO virtual zones plus Switzerland as a Technical Counterpart and Advanced Hybrid Coupling) and the Nordic domain (12 real plus 19 virtual HVDC zones). PTDF, RAM, net positions, max/min net positions, and Nordic AAF forecasts make this a unique product in the market and a key differentiator of Volue’s FBMC offering. 

Weekly market-expert report decoding which critical network constraints drove the price differences across CORE in the recent period. The analysis links complex FBMC data to market fundamentals, helping market participants understand price formation, anticipate congestion, reduce risk, and stay ahead in a fast-moving day-ahead market. Available as an add-on or stand-alone offering. 

Use forecasts built on multiple weather models and scenarios to capture uncertainty and stress-test strategies under varying market conditions. This gives users a clearer picture of potential price swings and volume risks.

One product covers European SDAC bidding zones, non-SDAC markets (UK, Switzerland, Serbia, Turkey), and the nine JEPX regions in Japan including the System Price, with a 90-day horizon for European markets and 45-day horizon for Japan. Consistent data delivery through the App, and API (via Excel or Python).  

Deterministic forecasts update every 15 minutes, while ensemble forecasts refresh every 30 to 60 minutes, incorporating the latest transfer capacities, unplanned outages and fundamental market shifts, ensuring every forecast instance reflects current market conditions. The underlying model is retrained twice daily on the most recent available data. Continuous model improvements are documented in the Product changelog. 

BENEFITS

Day-Ahead Forecasts at Native Resolution

Actuals and forecasts at every market’s clearing MTU, including the post-October 2025 sub-hourly sawtooth in SDAC.

Smarter Cross-Border Spread Decisions

NTC, cross-border flows, PTDF/RAM, net positions and AAF forecasts let trading desks anticipate congestion before it binds.

Multiple Weather Models and Scenarios

Multiple weather-driven scenarios empower users to make more confident trading decisions, whether optimizing a renewable portfolio or hedging against unexpected market moves.

Independent Second Opinion

Replace fragile internal pipelines with a market-leading forecast that already absorbs various data sources and weather feeds.

Built for Changing Market Structure

Already supporting 15-minute MTU, CORE, Nordic FBMC, the Switzerland TCP and AHC, proven through rapid integrations of new market changes.

USE CASES

Day-ahead traders and bid managers use SpotEx and SpotEx15 to construct bids at the resolution each market clears in: 15-minute across the SDAC bidding zones, hourly across the UK, Switzerland, Serbia and Turkey, and 30-minute across the nine covered JEPX regions in Japan. Forecasts refresh continuously throughout the day, reflecting the latest fundamentals, transfer capacities, outages, and weather data.

Cross-border traders and FBMC specialists use net positions, max net positions, PTDF and RAM forecasts to evaluate spreads across both CORE and Nordic regions. Forecasts are continuously updated as the D-2 preliminary and D-1 final flow-based domains evolve, so desks can anticipate congestion, position ahead of binding constraints, and act on price differences with a fully FBMC-aware view of the system. 

Heads of Trading and quantitative teams use Day-Ahead Insights as an independent benchmark against in-house and third-party forecasts. They use deterministic ECMWF and GFS runs, the 51-path ECMWF ensemble, and the merged "best bet" curve to capture uncertainty and stress-test strategies under varying market conditions and horizons. 

Quantitative analysts and data scientists feed 15-minute actuals and forecasts - prices, cross-border flows, capacities and the downscaled 15-minute fundamentals for wind and solar PV - directly into proprietary pricing and risk models. The Data & Forecasts’ API gives users the ability to train, backtest and run models against the same harmonized dataset that powers Volue's own forecasts, removing the cost of stitching multiple data and weather sources internally. 

FBMC specialists and cross-border desks use the weekly CNEC FBMC report to decode which constraints drove price differences across CORE bidding zones. The report attributes shadow prices to specific Critical Network Elements with Contingencies, maps each CNEC to its TSO, and breaks down spreads between different bidding zones line by line, turning a complex post-auction picture into a clear, actionable view. Optional FBMC consultancies and webinars extend the analysis for a deeper understanding. 

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