re : weather and energy price data mulong wang on 04 / 24 / 2001 10 : 58 : 43 am
to :
cc :
subject : re : weather and energy price data
hello , elena :
thank you very much for your data . i sent an email to ft but had no
response so far . as soon as i got their permission i will let you know .
have a great day !
mulong
on thu , 19 apr 2001 elena . chilkina @ enron . com wrote :
>
> mulong ,
>
> please find attached a file with henry hub natural gas prices . the data
> starts from 1995 and given on the daily basis , please let us know when we
> can proceed with electricity prices .
>
> sincerely ,
> elena chilkina
>
> ( see attached file : henryhub . xls )
>
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> vince j kaminski @ ect
> 04 / 16 / 2001 08 : 19 am
>
> to : mulong wang @ enron
> cc : vince j kaminski / hou / ect @ ect , elena chilkina / corp / enron @ enron ,
> macminnr @ uts . cc . utexas . edu
>
> subject : re : weather and energy price data ( document link : elena
> chilkina )
>
> mulong ,
>
> we shall send you natural gas henry hub prices right away .
> please look at the last winter and the winter of
> 95 / 96 .
>
> we shall prepare for you the electricity price
> information ( cinergy , cobb and palo verde ) but
> you have to approach ft ( the publishers of
> megawatts daily , a newsletter that produces the price
> index we recommend using ) and request the permision
> to use the data . we are not allowed to distribute
> this information .
>
> please , explain that this is for academic research and that
> we can produce the time series for you ,
> conditional on the permission from the publishers
> of megawatts daily .
>
> vince kaminski
>
>
>
> mulong wang on 04 / 15 / 2001 03 : 43 : 26 am
>
> to : vkamins @ ect . enron . com
> cc : richard macminn
> subject : weather and energy price data
>
>
> dear dr . kaminski :
>
> i am a phd candidate under the supervision of drs . richard macminn and
> patrick brockett . i am now working on my dissertation which is focused on
> the weather derivatives and credit derivatives .
>
> could you kindly please offer me some real weather data information about
> the price peak or plummet because of the weather conditions ?
>
> the past winter of 2000 was very cold nationwide , and there may be a
> significant price jump for natural gas or electricity . could you
> please offer me some energy price data during that time period ?
>
> your kind assistance will be highly appreciated and have a great day !
>
> mulong
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