CERA Power Source
Grid-aware decision intelligence for North American power markets
Transform localized volatility into actionable market strategy with AI-driven nodal price forecasting and participation optimization.
AI-driven nodal price forecasting that turns localized volatility into actionable market strategy
Power markets have fundamentally changed. Price formation is increasingly localized, shaped by congestion, renewable variability, extreme weather, load growth, and rapid shifts in supply and demand.
S&P Global Energy CERA Power Source (formerly known as Enertel) helps power market participants move beyond static forecasts and reactive workflows by combining grid-aware AI, probabilistic nodal price forecasting, and market participation optimization.
Built for traders, battery storage managers, asset operators, and developers, CERA Power Source helps users anticipate nodal price movements, refine bidding and dispatch strategies, increase decision confidence, and convert volatility into financial performance.
Key Benefits
Anticipate localized price movement earlier
CERA Power Source helps teams spot where price separation and volatility may emerge before conventional monitoring workflows, driven by nodal congestion, grid constraints, and renewable variability.
Move from raw signals to executable strategy
CERA Power Source is positioned as a Decision Intelligence Layer that bridges the gap between market signals and actionable trading, bidding, dispatch, and investment decisions.
Strengthen trading and asset optimization decisions
The solution helps traders, operators, and portfolio managers refine bidding and dispatch strategies to improve financial performance in wholesale electricity markets.
Improve confidence with probabilistic insight
CERA Power Source supports decision-making with probabilistic nodal price forecasting rather than relying only on single-point forecasts or historical market patterns.
Out-position the market
Optimize bidding and dispatch strategies to capture more value in volatile wholesale markets.
Our Impact, by the Numbers
Our Coverage
Short-Term Power Price Forecasting
Short-term, probabilistic forecasting for day ahead and real-time wholesale electricity markets, incorporating expected volatility and grid-constraint effects on every price node in North America.
Bidding Benchmarks
Backtested bidding strategy engine for DART spread-related participation, with fully transparent logic (inputs, assumptions, risk settings), historical performance validation, and tailored for specific risk and generation profiles.
Nodal Price Intelligence & Grid-Aware Congestion Analytics
Nodal-level price intelligence for localized congestion and price separation, including grid-aware analytics and cross-ISO comparison across nine North American ISOs.
Asset Optimization & Economic Modeling
Battery optimization for charge/discharge timing under asset constraints and risk appetite, plus economic modeling deliverables such as revenue validation and nodal congestion exposure assessment.
Product Features
CERA Power Source supports short-term power market decision-making with a focus on nodal-level price prediction, grid-aware AI, and market participation optimization.
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Short-Term Power Price Forecasting
Delivers short-term, probabilistic nodal price forecasts for day-ahead and real-time time market participation, incorporating volatility, weather, load, outages, and grid constraints to inform market timing and price-risk analysis.
- Probabilistic nodal forecasts: Provides a distribution of potential price outcomes rather than a single point-price forecast, including risk measures such as Value-at-Risk and Sharpe Ratio.
- AI grid-aware GNN modeling: AL-driven graph neural network modeling to represent the physical topology of all nine North American ISOs and forecast how grid events can drive nodal price separation.
- Sub-hourly market visibility: Delivers hourly refreshes, plus sub-hourly 5/15-minute forecasts via web interface or API for short-lived volatility events and real-time market movements.
- Event-sensitive inputs: Refreshes load, weather, and outage impacts every 60 minutes to capture sudden changes in market and grid conditions.
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Bidding Benchmarks
Supports DART spread, bid benchmarking, strategy comparison, and pre-submission validation workflows using backtested strategies, transparent assumptions, and risk-adjusted bid logic.
- Vintaged backtesting engine: Replays two years of historical price and grid signals using a high-fidelity dataset from the last 24 months.
- Asset-level historical bid benchmarks: Tests strategies against exact historical bids at the asset level rather than theoretical averages.
- Transparent strategy logic: Exposes model inputs, assumptions, risk settings, and congestion-aware rules used to generate bidding recommendations.
- Strategy comparison tooling: Compares pre-built approaches such as “High Volatility” and “Mean Reversion” under comparable market conditions.
- Performance validation metrics: Evaluates bidding strategies using Sharpe ratio, volatility, and Value-at-Risk before market submission.
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Nodal Price Intelligence & Grid-Aware Congestion Analytics
Supports congestion analysis, nodal spread monitoring, price separation investigation, and cross-ISO grid analysis workflows across nine North American ISOs.
- Grid Physics Module: Visualizes how line outages, maintenance events, and physical constraints redirect power flows across the grid.
- Topology-based price separation analysis: Models nodes as part of the full grid structure, helping explain how a constraint in one region can force price separation in another.
- Localized congestion analytics: Surfaces nodal price differences driven by transmission constraints, renewable variability, extreme weather, and load growth.
- Cross-ISO comparison: Enables grid-aware analysis across all nine North American ISOs rather than isolated node-by-node market views.
- Market-relevant grid telemetry: Translates raw grid signals into intelligence on where congestion is forming and why prices are decoupling.
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Asset Optimization & Economic Modeling
Supports battery dispatch, automated bid-string creation, state-of-charge management, revenue validation, nodal risk assessment, and congestion exposure workflows.
- Probabilistic distribution view: Shows the full range of potential price outcomes for charge/discharge timing instead of relying on a single best-guess forecast.
- Risk appetite and asset constraints: Applies conservative or aggressive risk settings alongside physical battery constraints and state-of-charge requirements.
- Automated bid string generation: Converts probabilistic forecasts into mathematically optimized charge and discharge schedules.
- Execution-ready exports: Sends optimized bid strings directly to ETRM or bidding execution systems, reducing reliance on manual spreadsheet workflows.
- Economic modeling outputs: Produces revenue validation, nodal risk assessment, congestion exposure analysis, and project economics support using grid-aware market intelligence.
Ideal For
Day-Ahead Power Traders
Replace static bid curves and gut-feel adjustments with grid-aware, backtested, risk-adjusted DART bid recommendations before the day-ahead market clears.
Real-Time Power Traders
Optimize live grid visibility in terms of weather, load, and outage signals for sub-hourly price forecasts and actionable dispatch logic before volatility spikes settle.
Battery Storage Managers
Optimize charge and discharge timing using probabilistic price forecasts, asset constraints, and risk appetite in one connected workflow.
Power Project Developers
Validate project economics with nodal price intelligence that quantifies congestion exposure, revenue potential, and location-specific market risk.
Data & Distribution
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API Solutions
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