Energy Product Derivatives - France

France

The nominal value in the Energy Product Derivatives market is projected to reach €821.60bn in 2024.
It is expected to show an annual growth rate (CAGR 2024-2029) of 3.26% resulting in a projected total amount of €964.40bn by 2029.
The average price per contract in the Energy Product Derivatives market amounts to €0.32 in 2024.
From a global comparison perspective it is shown that the highest nominal value is reached in the United States (€24,960.00bn in 2024).
In the Energy Product Derivatives market, the number of contracts is expected to amount to 2.82m by 2029.

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Analyst Opinion

The Energy Product Derivatives market in France has been experiencing significant growth and development in recent years.

Customer preferences: Investors in France are increasingly turning to Energy Product Derivatives as a way to diversify their portfolios and hedge against market volatility. With the growing awareness of the importance of sustainable energy sources, there is a particular interest in derivatives linked to renewable energy products.

Trends in the market: One noticeable trend in the French Energy Product Derivatives market is the shift towards more complex derivative products. Investors are seeking innovative ways to manage risk and maximize returns, leading to the introduction of new types of derivatives tailored to the energy sector. Additionally, there is a growing trend towards electronic trading platforms, making it easier for investors to access and trade energy derivatives.

Local special circumstances: France's strong focus on nuclear energy as a primary source of power sets it apart from other countries in the region. This reliance on nuclear energy creates unique opportunities for derivative products linked to nuclear power generation. Additionally, the country's commitment to transitioning towards renewable energy sources is driving demand for derivatives linked to solar and wind energy.

Underlying macroeconomic factors: The Energy Product Derivatives market in France is influenced by various macroeconomic factors, including government policies, global energy prices, and environmental regulations. As the government continues to promote renewable energy initiatives and implement policies to reduce carbon emissions, the demand for related derivative products is expected to increase. Moreover, fluctuations in global energy prices and geopolitical events can impact the overall volatility of the energy derivatives market in France.

Methodology

Data coverage:

Figures are based on commodity derivatives, their notional value, the number of contracts traded, the open interest (outstanding contracts at the end of a year), and the average value of a contract.

Modeling approach / Market size:

Market sizes are determined by a Bottom-Up approach, based on a specific rationale for each market segment. As a basis for evaluating markets, we use market research & analysis, and data of World Bank, as well as the World Federation of Exchanges. Furthermore, we use relevant key market indicators and data from country-specific associations and national data bureaus such as GDP, wealth per capita, and the online banking penetration rate. This data helps us to estimate the market size for each country individually.

Forecasts:

In our forecasts, we apply diverse forecasting techniques. The selection of forecasting techniques is based on the behavior of the particular market. In this market, we use the HOLT-damped Trend method to forecast future development. The main drivers are GDP per capita an the online banking penetration rate.

Additional Notes:

The market is updated twice per year in case market dynamics change.