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Carbon market intelligence for strategy and investment teams

Evaluate carbon market scenarios, long-term price trajectories, and policy-driven risks across global carbon markets.

Veyt combines carbon market data, proprietary models, and analyst interpretation to help strategy and investment teams assess carbon cost exposure, test market scenarios, and make better-informed capital allocation decisions.

In-depth coverage of
  • EU ETS
  • EU ETS2
  • North American Carbon
  • Global Carbon Credits
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Carbon

EU ETS1, EU ETS2, North American Carbon, GCC

Energy Attribute Certificates

GOs, REGOs, Global Certificates

Power Purchase Agreements

Asset valuation, Deal flow, Market prices

Fuels

Biomethane, Transport fuels

Data API

Integrations

Modern market intelligence platform with API and Excel integration

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Articles
Webinar recordings
Case studies
Press releases

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Industry

Trading & analytics

Market data and insight for better trading decisions

Risk management & hedging

Manage exposure and hedge risk across net-zero markets

Strategy & investment

Insight to guide strategy, investment and growth

Valuation & pricing

Price intelligence for accurate market valuation

Policy advocacy

Policy insight to support market positioning

Net zero market solutions

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See how market intelligence supports trading, investments, risk management and other business objectives

What strategy and investment teams monitor with Veyt

Carbon markets affect investment cases through future compliance costs, asset exposure, policy uncertainty, and decarbonisation pathways. Veyt helps teams connect carbon price forecasts, market balance, policy scenarios, and emissions fundamentals into a structured view of long-term market risk and opportunity.

Carbon price exposure

  • Track carbon price movements across compliance and voluntary markets
  • Monitor exposure across assets, portfolios, compliance periods, and regions
  • Compare current pricing with forecasts and evaluate against scenario-based price ranges

Policy and regulatory risk

  • Track regulatory developments that may change future carbon costs
  • Assess how policy design affects supply, demand, and market balance
  • Monitor reform timelines and policy uncertainty affecting hedging decisions

Supply–demand balance

  • Use fundamental models to assess market structural tightness or surplus
  • Track allocation, auctions, emissions, and compliance demand
  • Understand how balance shifts affect long-term carbon cost exposure

Energy and emissions exposure

  • Monitor how power, gas, and fuel markets affect emissions and carbon allowance demand
  • Track energy market movements that may change compliance exposure
  • Assess weather-driven changes in generation, consumption, and emissions

Market volatility and liquidity

  • Monitor volatility, spreads, liquidity, and market behaviour
  • Assess how liquidity conditions may affect hedge execution
  • Identify when price moves are driven by fundamentals, policy, or positioning

Risk signals and metrics teams track

These are the signals risk and hedging teams use to assess exposure, hedge requirements, and scenario risk.
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Carbon prices and forecast ranges
  • Carbon prices define current exposure and future cost
  • Forecast ranges support hedge planning across different time horizons
  • Scenario-based price paths help quantify upside and downside risk
Forward-looking market balance
  • Supply–demand balance shows whether carbon cost pressure is rising or easing
  • Structural surplus or deficit affects long-term exposure
  • Balance changes help explain shifts in future price expectations
Policy scenarios
  • Regulatory design affects future supply, demand, and compliance obligations
  • Scenario analysis shows how policy outcomes affect carbon price trajectories and future cost exposures
  • Policy uncertainty creates exposure that cannot be captured by a single price path
Auction and supply signals
  • Auction volumes and schedules affect near-term supply
  • Auction clearing prices and participation indicate market tightness
  • Allocation changes influence compliance exposure and hedging requirements
Energy market signals
  • Power and fuel prices influence emissions and allowance demand
  • Fuel switching affects carbon exposure in the power sector
  • Energy market volatility can change hedging requirements quickly
Volatility and liquidity indicators
  • Volatility affects hedge timing, execution, and downside protection
  • Liquidity conditions influence spreads and execution risk
  • Market positioning can amplify short-term price movements
Drivers
Tracking short- and long-term market trends to clarify current and potential impacts from disparate drivers
Market behaviour
Analysing participant behaviour and market sentiment while commenting on price drivers. An in-depth focus on industry sectors by understanding their marginal abatement costs and trade behaviour allows for informed decision-making. Our pan-European power market modelling is the backbone for our granular utility-sector insights and hedging strategy analysis
Policy developments
Following relevant European carbon and energy market legislation, providing foresight on political outcomes, and assessing market impacts
Supply & demand forecasts
Generating insights on how policy ambition and regulatory change shape short- and long-term supply dynamics. Addressing sensitivities of key assumptions for EU ETS market participants. Following sector-specific trends, production data, and decarbonisation pathways to track and forecast demand for carbon European Union allowances (EUAs)
Technical analysis
Identifying key trends in the market, spotting relevant support/resistance levels, and technical patterns
Market data
Key market data for the EU ETS and the wider energy complex. Prices, volume, open interest, seasonality charts to assess liquidity, and participant behaviour
Policy design can change investment economics
  • Regulatory changes can shift carbon costs across sectors and assets
  • Policy timelines affect investment risk before rules are fully implemented
  • Strategic planning must account for multiple plausible policy outcomes
Long-term market balance is uncertain
  • Supply, demand, and abatement must be modelled over long horizons
  • Allocation, emissions, and auction assumptions affect future carbon costs
  • Small changes in balance assumptions can materially affect investment cases
Carbon exposure differs across assets and sectors
  • Carbon cost sensitivity varies by asset, region, and business model
  • Industrial, power, transport, and fuel exposures follow different dynamics
  • Strategy teams need assumptions that reflect the exposure being evaluated
Decarbonisation pathways change market structure
  • Technology deployment affects long-term allowance demand
  • Abatement costs influence future price levels and compliance behaviour
  • Sector transitions reshape carbon market fundamentals over time
Investment decisions require scenario-based assumptions
  • Central forecasts are not enough for long-term capital allocation
  • Downside and upside cases need to reflect policy and market uncertainty
  • Scenario ranges help test resilience across different market outcomes

Why carbon market strategy is difficult to plan

Carbon market strategy is difficult because long-term outcomes depend on policy design, market balance, abatement costs, and sector behaviour. Strategic decisions need assumptions that can be tested, not static views.

Key carbon market drivers risk teams monitor

Risk and hedging teams monitor the interaction between regulation, market balance, emissions exposure, and energy market conditions.
Regulatory design defines market structure and future compliance obligations
Policy reform can shift long-term supply, demand, and price expectations
Scenario analysis helps translate policy uncertainty into valuation ranges
Allocation, auctions, emissions, and compliance demand determine market tightness
Structural balance shapes long-term carbon price trajectories
Market balance changes affect future carbon cost assumptions
Power and fuel prices influence emissions and allowance demand
Fuel switching affects abatement incentives and market balance
Energy system assumptions feed into carbon price modelling
Industrial output affects emissions and compliance demand
Economic cycles influence energy consumption and carbon market balance
Sector-level activity shapes future carbon exposure across assets
Abatement costs influence long-term carbon price trajectories
Technology deployment affects structural demand for allowances
Sector decarbonisation changes future compliance exposure
Regional carbon markets evolve under different policy designs
Cross-market developments affect long-term opportunity and risk

How risk and hedging teams use Veyt

Veyt helps risk and hedging teams move from fragmented market signals to a structured view of carbon exposure, risk, and hedginge requirements.

Exposure assessment
  • Quantify carbon price exposure across assets, portfolios, and markets
  • Track exposure across compliance periods and regulatory frameworks
  • Compare current exposure against forecast and scenario-based price paths
Hedging strategy support
  • Use forecasts and market balance views to inform hedge timing
  • Assess how supply, demand, and policy developments affect hedge requirements
  • Align hedge coverage with exposure profile and market conditions
Scenario stress-testing
  • Test exposure under alternative policy and market scenarios
  • Quantify upside and downside risk across different price trajectories
  • Assess valuation and cash-flow sensitivity to carbon price outcomes
Policy risk monitoring
  • Monitor reform proposals and regulatory developments affecting exposure
  • Translate policy changes into potential market balance and price impacts
  • Track policy risk before it becomes observable in market data
Cross-market risk analysis
  • Link carbon exposure with power, gas, fuel, and emissions developments
  • Assess how adjacent markets affect allowance demand and carbon costs
  • Identify when energy market developments change hedge assumptions
Market scenario
  • Carbon price forecast
  • Policy pathway and regularory framework
  • Market balance outlook
  • Emissions trajectory
  • Abatement assumption
  • Energy market assumption
Strategic interpretation
  • What changes long-term exposure?
  • Which policy outcomes matter most?
  • How does market balance affect future cost?
  • Which assets or sectors are most sensitive?
  • What does this imply for investment timing?
Investment view
  • Carbon-adjusted investment case
  • Scenario-based capital allocation view
  • Decarbonisation cost sensitivity
  • Policy-adjusted market outlook
  • Long-term opportunity and risk assessment

Carbon strategy workflow

From market scenario to investment decision

Veyt supports the workflow from carbon market analysis to strategic planning and investment evaluation.

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Customisable views for risk and hedging workflows

Different risk and hedging teams need different views depending on exposure, compliance horizon, and hedge strategy.
Risk management teams
  • Monitor carbon price exposure across assets and portfolios
  • Track downside risk under alternative market and policy scenarios
Hedging and treasury teams
  • Use forecasts and market balance views to inform hedge timing
  • Monitor volatility, liquidity, and market conditions affecting execution
Compliance teams
  • Track allowance requirements, allocation, and compliance-related exposure
  • Monitor regulatory developments affecting future obligations
Strategy and scenario teams
  • Assess long-term exposure under alternative policy pathways
  • Quantify carbon cost implications across investment and planning horizons
Quantitative and modelling teams
  • Integrate structured carbon datasets into internal risk models
  • Use Veyt forecasts and scenarios to test internal assumptions

Carbon risk platform — at a glance

The Veyt platform gives risk and hedging teams access to carbon market data, forecasts, policy analysis, dashboards, and analyst commentary.
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Carbon price dashboards
Forecast price ranges
Compliance market balance
Policy scenario analysis
Emissions and compliance data
Volatility and auction indicators
Market activity insights
Cross-market dashboards

What the platform provides

Standard capabilities

  • Short-, medium-, and long-term carbon price forecasts
  • Market balance modelling across compliance carbon markets
  • Policy monitoring and scenario analysis for regulatory developments
  • Structured datasets covering prices, emissions, allocation, auctions, and energy market drivers

Additional capabilities

  • Scenario outputs supporting internal stress-testing workflows
  • Market behaviour and participant positioning insights
  • Technical analysis including price trends, support, and resistance levels
  • Cross-market analysis linking carbon, energy, and emissions signals
  • More than 150 structured datasets supporting internal modelling workflows
  • Analyst updates across daily, weekly, and monthly horizons
  • Event-driven commentary interpreting policy and market shocks
  • API access for integration into internal risk and hedging systems

Who this is for

  • Risk teams assessing carbon price exposure across assets and portfolios
  • Hedging and treasury teams managing carbon cost volatility
  • Compliance teams monitoring allowance obligations and regulatory risk
Additional users
  • Strategy and scenario teams
  • Quantitative and modelling teams
  • Utilities and industrial emitters
  • Financial institutions exposed to carbon price risk

Market intelligence

Consulting services

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