garp 2001 convention dear mr kaminski thank much prompt reply information sent incorporated information program sending one last confirmation particular hope job title organization name correct measuring energy risk tackling price volatility adapting var scenario modelling regulatory requirements challenge modeling price dynamics energy markets seasonality fat tails jumps mean floor reversion price volatility energy markets definition estimation adapting value risk energy markets combination physical financial contracts correct representation price dynamics inter market price relationships capturing complexity energy contracts historical vs monte carlo simulation vs scenario analysis pros cons different approaches regulatory uncertainty value risk vince kaminski managing director research enron corp alterations required assume everything fine proceed printers due course also look forward receiving short biography fifty words due course queries please hesitate contact otherwise look forward seeing new york february kind regards andreas _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ andreas simou garp 2001 conference producer tel 44 0 20 7626 9301 fax 44 0 20 7626 9900