Case Lab 01

The Ammonia Protocol

Real-world constraints. Real-time valuation. Build financial models that survive contact with reality.

Concept

Ammonia is the invisible backbone of the hydrogen economy. Its price is linked to LNG, its trade flows are governed by CBAM, and its investment case requires real option thinking. This hackathon challenges you to build valuation models for this exact complexity.

Key Parameters

P_NH₃ = f(JCC, η, transport)

JCC-linked LNG Price

Ammonia feedstock cost is anchored to Japanese Crude Cocktail pricing. Model the pass-through.

Δcost = EUA × emission_factor

EU-ETS / CBAM

Carbon Border Adjustment Mechanism changes the arbitrage map. Integrate the regulatory surface.

V = max(S − K, 0) + option_value

Real Option Valuation

Ammonia projects have optionality: defer, expand, switch fuel. Price the flexibility.

Deliverables

01A reproducible valuation model (Python, Julia, or R) with pinned dependencies.
02Sensitivity analysis across JCC, EUA price, and discount rate scenarios.
03A one-page memo: investment thesis derived from your model output.

Timeline

In planning. Dates will be published once the schedule is confirmed. Treat this as a future case lab, not a confirmed event.

Registration OpensTBA

Kick-off & Data Package ReleaseTBA

Submission DeadlineTBA

Results & Model Registry PublicationTBA

Registration opens once the schedule is confirmed. Connect with GitHub to get notified when it is ready.

postdoc.jp/protocol