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Enron Mail |
Zimin,
There was an interesting article on gas storage modeling by people from Camminus in the March issue of Energy and Power Risk Management. Please, see if you can get this article. Vince Zimin Lu 05/30/2000 04:59 AM To: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT cc: Anjam Ahmad/LON/ECT@ECT Subject: hello from london Vince and Stinson, I am in the London office this week. Things are quite nice here. My host Anjam arranged a full itinerary for me. Tuesday is reserved for Anjam to talk about various subjects including inflation modeling, power vol curve, mean reverting price & vol model, and I will talk about the spot and multi-factor models, XLL. Wednesday, I will concentrate on the gas storage model with Natasha Danilochkina. Thursday and Friday I will talk to Haakan Olafsson, Mark Jones, Anjam, and Natasha about UK gas forward curve simulation, gas swing model, and implementation issues of UK virtural storage model. I will give you a full report when I get back. It is cold and rainy here in London. It makes me feel sunny and hot Houston actually is not that bad. Zimin
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