Re: clustering for gas and power

Frank,
following up on our discussions,
can you please send us the list of ENRON's curves by geographical region
separately for gas and power.

Appreciate it,

Tanya.

Tanya Tamarchenko
04/16/2001 09:16 AM
To: Jaesoo Lew/NA/Enron@ENRON
cc: Vladimir Gorny/Enron@EnronXGate, Winston Jia/ENRON@enronXgate, Vince J
Kaminski/HOU/ECT@ECT
Subject: Re: clustering for power

Jaesoo,
as we discussed last week on Wednesday meeting can you, please,
implement clustering for power curves by geographical region. This involves
the following:

1. Deciding together with Risk Control how many geographical regions we want
to use
and which Enron's curves belong to each region.
2. Deciding together with Risk Control how to choose core curves for each
region. This decision can
be maid based on the a) position size; b) statistical analysis. There might
be other considerations.
3. Doing regression analysis for each curve versus the corresponding core
curve.

Winston,
can is it possible to run VAR for the clustering results obtained by Jaesoo
with clustering done by SAS?
Should we wait for the stage re-fresh and what is the status on this?

Tanya.