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Valuation & pricing

Carbon market intelligence for valuation and pricing teams

Set defensible carbon price assumptions, test valuation sensitivity, and quantify policy-driven price risk across global carbon markets.

Veyt combines carbon market data, proprietary models, and analyst interpretation to help valuation and pricing teams move from isolated price inputs to traceable assumptions grounded in market balance, policy pathways, and emissions fundamentals.

In-depth coverage of
  • EU ETS
  • EU ETS2
  • North American Carbon
  • Global Carbon Credits
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Manage exposure and hedge risk across net-zero markets

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Insight to guide strategy, investment and growth

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Price intelligence for accurate market valuation

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Policy insight to support market positioning

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What valuation and pricing teams monitor with Veyt

Carbon price assumptions need to hold up across investment committees, valuation models, transaction processes, and internal risk reviews. Veyt helps teams connect market pricing, modelled forecasts, policy scenarios, and underlying fundamentals into a consistent valuation view.

Carbon price assumptions

  • Build carbon price assumptions across short-, medium-, and long-term horizons
  • Compare internal assumptions with Veyt forecasts and market data
  • Apply consistent carbon pricing inputs across assets, portfolios, and regions

Policy and regulatory scenarios

  • Assess how policy design affects future carbon price trajectories
  • Test valuation assumptions against alternative regulatory outcomes
  • Monitor policy developments that may change long-term pricing expectations

Supply–demand balance

  • Use fundamental models to assess market balance structural price trajectories
  • Track allocation, auctions, emissions, and compliance demand
  • Link price assumptions to the underlying drivers of market tightness or surplus

Emissions and carbon cost exposure

  • Assess how emissions exposure affects asset value and project economics
  • Apply carbon cost assumptions across financial models and investment cases
  • Monitor sector-level developments affecting future compliance exposure

Cross-market assumptions

  • Link carbon price trajectorieswith power, fuel, and emissions market dynamics
  • Assess how energy market developments affect carbon price trajectories
  • Align carbon pricing inputs with wider market assumptions used in valuation

Valuation inputs and assumptions teams need

These are the inputs valuation and pricing teams use to build carbon price assumptions that are transparent, consistent, and testable.
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Carbon price forecasts
  • Short-, medium-, and long-term forecasts support valuation assumptions across horizons
  • Forecast ranges help reflect uncertainty rather than a single fixed price view
  • Modelled price trajectories provide a basis for internal pricing assumptions
Market pricing and historical data
  • Historical prices provide context for current and future assumptions
  • Observable market pricing supports near-term benchmarking
  • Differences between market prices and modelled forecasts highlight assumption risk
Policy scenarios
  • Policy scenarios show how regulatory design choices affect price outcomes
  • Alternative market design assumptions create different valuation ranges
  • Scenario outputs support sensitivity analysis across investment cases
Market balance outlook
  • Supply–demand balance helps explain long-term price direction
  • Structural surplus or tightness affects future carbon price assumptions
  • Balance shifts provide context for changes in forecast trajectories
Emissions, allocation, and auction data
  • Emissions data supports exposure and compliance cost assumptions
  • Allocation and auction data affect expected supply and market balance
  • Underlying datasets make valuation assumptions easier to trace and review
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
Market prices do not answer long-term valuation questions
  • Current prices reflect near-term expectations, positioning, and liquidity
  • Long-term valuation requires assumptions about policy, abatement, emission trajectories and market participant behaviour
  • Market pricing alone does not explain the drivers behind future carbon prices
Policy outcomes can materially change valuation
  • Regulatory design affects supply, demand, and compliance obligations
  • Policy changes can alter price trajectories across the valuation horizon
  • Valuation teams need to test assumptions against alternative policy outcomes
Market balance is modelled, not directly observable
  • Supply–demand balance must be built from emissions, and allocation
  • Balance assumptions directly affect long-term price expectations
  • Weak or inconsistent assumptions undermine valuation comparability
Carbon exposure differs by asset, sector, and region
  • Carbon price exposure varies across industrial assets, power generation, and portfolios
  • Regional carbon markets follow different policy ambition, designs and pricing dynamics
  • Valuation models need assumptions that reflect the exposure being priced
Internal assumptions often lack consistency
  • Different teams may apply different carbon price inputs across models
  • Inconsistent assumptions make portfolio comparisons harder to defend
  • A structured market view helps align pricing inputs across workflows

Why carbon price assumptions are difficult to defend

Carbon price assumptions are often challenged because they depend on future policy design, market balance, emissions behaviour, and energy market assumptions. A single price input rarely explains enough.

Key carbon market drivers valuation teams monitor

Valuation and pricing teams monitor the drivers that shape long-term carbon price assumptions, not only short-term price movements.
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 affects long-term carbon cost assumptions
Market balance changes explain shifts in forecast trajectories
Power and fuel prices influence emissions and allowance demand
Fuel switching affects marginal carbon demand and abatement incentives
Energy market 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 allowance demand
Sector decarbonisation pathways change future compliance exposure
Market positioning can affect current pricing and benchmark assumptions
Liquidity conditions influence observed prices and near-term valuation inputs
Divergence between market pricing and fundamentals highlights assumption risk

How valuation and pricing teams use Veyt

Veyt helps valuation teams move from static carbon price inputs to structured assumptions that can be tested, compared, and explained.

Price assumption setting
  • Build carbon price assumptions using forecasts, market data, and scenario outputs
  • Align assumptions with market balance, policy pathways, and emissions fundamentals
  • Apply consistent price inputs across assets, portfolios, and valuation models
Valuation sensitivity analysis
  • Test asset values against alternative carbon price trajectories
  • Quantify sensitivity to policy, market balance, and emissions assumptions
  • Assess downside and upside valuation impacts across scenarios
Benchmarking and validation
  • Compare internal carbon price assumptions against Veyt forecasts and market data
  • Identify where internal assumptions diverge from market pricing or modelled outcomes
  • Use structured datasets to support review, governance, and auditability
Policy scenario testing
  • Assess how regulatory outcomes affect future carbon price levels
  • Translate policy design options into market balance and price implications
  • Support valuation work where policy uncertainty is a material input
Cross-market valuation support
  • Link carbon price assumptions with power, fuel, and emissions market drivers
  • Align carbon pricing inputs with wider energy market assumptions
  • Evaluate exposure across EU ETS, EU ETS2, North American Carbon, and Global Carbon Credits
Price input
  • Current market price
  • Historical price data
  • Forecast trajectory
  • Scenario price path
  • Internal model assumption
Assumption review
  • What policy pathway does it reflect?
  • What market balance does it assume?
  • Which emissions and allocation inputs support it?
  • How does it compare with market pricing?
  • How sensitive is the valuation to this input?
Valuation output
  • Defensible carbon price assumption
  • Scenario-based valuation range
  • Carbon cost sensitivity view
  • Policy-adjusted valuation case
  • Consistent pricing input across models

Carbon valuation workflow

From price input to defensible assumption

Veyt supports the workflow from selecting a carbon price input to testing and defending the assumptions behind it.

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Customisable views for valuation and pricing workflows

Different valuation teams need different levels of detail depending on asset exposure, investment horizon, and internal governance requirements.
Valuation and financial modelling teams
  • Integrate carbon price forecasts into valuation models
  • Apply scenario-based carbon pricing across investment horizons
  • Test valuation sensitivity to policy and market assumptions
Investment and strategy teams
  • Assess long-term carbon cost exposure across assets and portfolios
  • Evaluate investment cases under alternative carbon market scenarios
  • Link carbon pricing assumptions to decarbonisation and capital allocation decisions
Risk and scenario teams
  • Quantify downside risk from carbon price and policy uncertainty
  • Compare valuation outcomes across alternative market balance assumptions
  • Stress-test exposure under different regulatory pathways
Corporate finance and transaction teams
  • Apply consistent carbon price assumptions in transaction and investment cases
  • Benchmark assumptions used in due diligence and asset valuation
  • Assess how carbon costs affect project economics and future cash flows
Quantitative and modelling teams
  • Integrate structured carbon datasets into internal valuation frameworks
  • Use Veyt forecasts and scenarios to test internal pricing assumptions
  • Trace assumptions back to emissions, allocation, auction, and market balance data

Carbon valuation platform — at a glance

The Veyt platform gives valuation and pricing teams access to carbon forecasts, market balance models, policy scenarios, structured datasets, and analyst commentary.
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Carbon price forecasts
Compliance market balance
Policy scenario analysis
Historical price and activity data
Emissions and allocation datasets
Cross-market carbon insights

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 valuation sensitivity analysis
  • Historical carbon price data supporting benchmarking and assumption review
  • 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 valuation and pricing models

Who this is for

  • Valuation and pricing teams setting carbon price assumptions
  • Investment teams assessing carbon cost exposure in asset valuation
  • Financial modelling teams integrating carbon prices into internal models
Additional users
  • Corporate finance teams
  • Transaction and due diligence teams
  • Risk and scenario teams
  • Strategy teams assessing long-term carbon exposure

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