Date and time: Wednesday, 1 July, 14:00–15:00 CEST

Volatile power markets are making PPA valuation and risk management more complex. Capture price developments, weather exposure, shifting demand, geopolitical uncertainty, and policy changes are all influencing how market participants assess both active contracts and new PPA structures.

In this joint webinar, enmacc and Veyt will examine how developers, corporate buyers, and portfolio managers can better understand, price, and manage PPA risk. The session will combine Veyt’s PPA fair value modelling and market outlook with enmacc’s perspective on short-term wholesale PPAs and hedging tools.

What we will cover

• Managing risk in active PPAs
  How existing hedging tools and short-term wholesale PPAs can support risk management for active contracts.
• Valuing new PPAs, hybrid PPAs, and portfolios
  Practical approaches to reducing risk exposure when assessing new contracts and portfolio structures.
• Market background and trends
  How geopolitics, capture rate developments, shifts in demand between utilities and corporates, and policy drivers such as Italy’s Energy Release 2.0 are shaping PPA markets.
• Volumetric and weather risk
  How different weather years can affect a 10-year German solar pay-as-produced PPA across different P-values.
• Price developments and outlook
  What Veyt’s PPA Index shows about Spain and Italy, and what current developments may mean for future market activity, deal counts, and cannibalisation risk.

Speakers

Julius Ahrens
Renewable Energy Analyst, Veyt

Thom Homsma
Lead Business Developer Structured Power Trading, enmacc

Lisa Zafoschnig
Team Lead PPA Analysis, Veyt