Enron Mail

From:info@pmaconference.com
To:lindy.donoho@enron.com
Subject:Market Price Volatility May 1-3 Houston
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Date:Thu, 21 Mar 2002 18:31:59 -0800 (PST)

Market Price Volatility
May 1-3, 2002 o Houston, TX

Click Here To Download A Complete Conference Brochure
http://www.pmaconference.com/mpv5_pma.pdf

THIS IN-DEPTH TECHNICAL PROGRAM WILL SHOW YOU HOW TO:

o How to Measure, Model, and Estimate Volatility
o How to Model Price Volatility Using Financial Models
o How to Use Blended Models Incorporating Fundamental Drivers
o How to Apply Volatility Modeling to Today's Market Conditions: Full Requirements Contracts, Operating Performance of Generation Portfolios, Impacts of ISO Market Mitigation


Infocast's highly regarded Market Price Volatility is a tightly-focused program specifically designed to attack the problems of modeling volatility in today's energy markets. It will provide you with the tools and insights you'll need to get and maintain an edge in assessing and managing volatility. The program will first provide you with an in-depth examination of sound market-based analytical processes and modeling techniques to accurately represent volatility, then will show you how these techniques are being applied to solving advanced energy market problems.


TOPICS AND SPEAKERS INCLUDE:

Estimating and Modeling Electricity and Fuel Price Volatility: A Comparison of Approaches
Richard L. Carlson, Ph.D., Consulting Project Manager, Henwood Energy Services, Inc.

Modeling Volatility Using Multi-Factor Models: A Practitioner's Approach
Ionel Birgean, Director, Quantitative Analysis, Risk Management, PG&E National Energy Group

Market-Based Price Forecasts: Integrating Fundamental and Market Components
Sandra L. Ringelstetter Ennis, Executive Vice President, e-Acumen Advisory Services

Are Price Spikes in Electricity Markets Predictable?
Yumei Ning, Manager, Quantitative Analysis, Calpine Corporation


Working Towards a Realistic Model to Price Generation Assets and Electricity Derivatives
Michael Pierce, Ph.D., Financial Engineer, FEA


Modeling Volatility: Mirant's Approaches
Vance C. Mullis, Director of Market Evaluation Tools, Mirant Americas


Summer 2001 Price Volatility in New England: Market Rules and Remedies
Robert Ethier, Manager, Market Monitoring and Mitigation, ISO New England, Inc.


An Integrated Approach to Modeling Price Uncertainty
Mike King, Managing Partner, PA Consulting GROUP



PRECONFERENCE WORKSHOP:

Measuring, Modeling and Estimating Price Volatility
Wednesday, May 1, 2002 o 8:00 AM-5:00 PM

-Defining and Measuring Volatility
-Modeling Volatility
-Estimating Volatility
-Issues in Modeling Volatility
-Roundtable on Volatility

Click Here To Download A Complete Conference Brochure
http://www.pmaconference.com/mpv5_pma.pdf


Presented By Infocast




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