A repeatable monitor that transforms public European gas and carbon fundamentals into a clear trading narrative for European power.
Filippo Grandoni
Email: filippo@grandoni.it
This project was built as a case study around the theme:
European Cross-Commodity Risk Pack: Gas + Carbon → Power Curve Implications
The goal is to automate a daily workflow that:
- ingests public gas, carbon, and power inputs,
- computes desk-usable monitor metrics,
- generates charts,
- produces a short daily brief,
- structures unstructured market inputs through a code-integrated AI/LLM-style layer.
The output is designed to answer three practical questions:
- Are gas and carbon increasing or easing European power cost pressure?
- Is the risk concentrated in the prompt or extending into the curve?
- Is the dominant driver gas, carbon, or both?
The pipeline:
- loads raw data from standardized input files,
- cleans and merges the series,
- computes daily monitor metrics,
- generates chart outputs,
- writes a daily desk brief,
- classifies headlines into structured JSON using a prompt-driven AI workflow.
This is intended to simulate a lightweight desk-ready recurring process rather than a one-off note.
The repository includes explicit source-preparation scripts so that each dataset is traceable:
scripts/convert_agsi.pyscripts/prepare_power_de.pyscripts/prepare_ttf.pyscripts/create_placeholder_eua.py
These scripts document how public-source inputs are transformed into the standardized files consumed by the monitor.
- Storage, power, and TTF are integrated as real public inputs.
- The carbon leg is included as a public proxy series rather than a licensed exchange-grade feed.
- The workflow is designed so that the raw data layer can be upgraded without changing the reporting logic.
The repository includes a programmatic public API pull for EU gas storage via GIE AGSI.
Run the full sequence from the repository root:
python scripts/fetch_agsi.py
python scripts/build_raw_inputs.py
PYTHONPATH=. python scripts/run_monitor.pyThe monitor currently computes:
- Gas Tightness Score
- Carbon Pressure Score
- Cross-Commodity Cost Pressure
- Power Pass-Through Monitor
- Prompt vs Curve Stress Indicator
- TTF 5D Momentum
- EUA 5D Momentum
- Event Risk Flags
These metrics are designed to map directly to power pricing risk rather than just describe raw market moves.
cobblestone-cross-commodity-monitor/
├── config/
├── data/
│ ├── raw/
│ └── processed/
├── outputs/
│ ├── briefs/
│ └── charts/
├── prompts/
├── scripts/
└── src/