fw mtg scheduled frank regarding simulating power prices var might discuss following items show results 1 clustering power clustering based historical prices correlations geographical clustering flexibility choosing core curves based position size 2 jump diffusion process intramonth prompt month parameter estimation historical data want use working parameters jumps frequency jump size stress scenarios 3 correlations within cluster across clusters 4 changing correlations estimations using fixed contact time series 5 joint estimation factors selected regions let know think agenda meeting regards tanya frank hayden enron enronxgate 04 18 2001 03 43 pm tanya tamarchenko hou ect ect cc subject fw mtg scheduled want welcome help putting together agenda frank original message black tamara jae sent wednesday april 18 2001 3 32 pm presto kevin davis mark dana sturm fletcher herndon rogers gilbert smith doug white stacey kaminski vince andrews naveen belden tim gorny vladimir davenport lacrecia cc hayden frank subject mtg scheduled please mark calendar meeting frank hayden reg value risk april 26 th 3 4 pm rm 3125 b thanks tjae black x 35800