Forecasts of the power market prices before the day-ahead market closure time are prone to significant error. I predict whether the day ahead (PTF in Turkish) or balancing (standard marginal price (SMF in Turkish)) will be higher at a given hour next day. It creates decisive forecasts for reducing the balancing cost.

Five-layer quantitative analytics platform for European gas and power markets. Covers cointegration scanning, forward curve PCA (TTF M+1 to M+18), Nordic price decomposition, ML regime detection (LSTM/HMM/FinBERT), VaR simulation, and BESS project finance. 21 modules, 9 live data sources.

Automated cross-commodity monitor linking European gas and carbon fundamentals to power risk, with daily metrics, charts, and AI-structured desk brief outputs.

Developer tools for European energy trading. Open source libraries for market data, bid generation, and exchange connectivity.

Nordic power trading tools (SE3/SE4): imbalance heatmaps, DA↔imbalance, spread monitor, battery-lite sim.

Co-optimization framework for Battery Energy Storage Systems between day-ahead energy arbitrage and balancing reserves. Builds a unified optimization model and evaluates revenue of multiple strategies using French market data (RTE/Ember).

Models for India Power Markets

Quantitative analysis of French Renewable Assets (Wind/Solar) & Hedging Strategies (Merchant vs PPA).

PhD Project - Dataset of energy communities in European countries, including a multidimensional analysis: Technical Characteristics, Business Model, Drivers, Legal entity, etc. This database was primarly created to adress a research question: Which energy communities are the most fitted to further participate to power markets.

Credit and liquidity exposure modelling on a DK1 PPA — Monte Carlo prototype with Streamlit front-end.