Azraq MC Radar · Energy Pricing Module · Ornstein-Uhlenbeck
Energy Pricing Model
Mean-reverting simulation of the delivered power tariff, calibrated on National Grid MA's G-3 rate class. This is the reusable module — piloted on the Lynnway Park dashboard, where this derived pricing feeds the NPV/IRR/VaR calculations in place of a flat-drift assumption.
N = 20,000 pathsseed 42T0 = Aug 2026Exit = Dec 2036Calibration window: 5yr
Power tariff simulation
Ornstein-Uhlenbeck percentile band (unshaped), c/kWh — the dashed line shows the same median path after the seasonal index is applied for monthly precision.
P25–P75
P5–P95
OU median (unshaped)
Seasonally shaped median
Feasibility flat (18.1¢)
Seasonal index
Multiplicative, normalised to 1.0 annual mean — derived from history excluding the Nov 2022–Apr 2023 gas-crisis months.
Stress comparison
Standard GBM (no mean reversion) used as a ceiling stress test only — not the DCF central case.