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Enron Mail |
Aziz,
Please, contact me before or after the presentation and we can find a time slot to chat later on Friday. Vince al3v <al3v@andrew.cmu.edu< on 10/31/2000 01:59:11 PM To: Vince.J.Kaminski@enron.com cc: Subject: meet during CMU visit? Dr. Kaminski: I am a Ph.D. student here at Carnegie Mellon who has a long-standing interest in the energy industry. I have recently developed the framework of a simple model for electricity prices that I would like your opinion on. Could you please chalk out some time for me during your CMU visit this Friday? Unlike traditional electricty pricing models, which assume that the log-price is a sum of a couple of stochastic factors, I assume that some fundamentals of the electricity market are driven by stochastic factors. Next, given the current values of these factors, price is determined by economic forces of profit maximization by price setting electricity generators. Unlike typical factor models, the factors in my model are potentially observable. Thank You, Aziz A. Lookman Graduate School of Industrial Administration 5000 Forbes Avenue Carnegie Mellon University Pittsburgh, PA 15213 Tel: 412-268-3681 Fax: 412-268-6837 (pls. mark the fax c/o Jackie Cavendish)
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