implementing term structure correlations power tanya seasonal correlations power especially np 15 sp 15 region term structure correlations input however correlation structure similar periodicity may hold np 15 say rlb neepool though one would imagine relationship would still seasonal summer winter greater noise even correlational term structure done power different rules would inputted different regions naveen tanya tamarchenko ect 10 05 2000 10 42 vladimir gorny hou ect ect naveen andrews corp enron enron cc kirstee hewitt lon ect ect debbie r brackett hou ect ect wenyao jia hou ect ect vince j kaminski hou ect ect subject implementing term structure correlations power vlady 2 correlations periodic period 1 year means use 12 correlation matrices calculated first 12 forward contracts apply matrices forward months 3 using decay factor makes curves little smoother implementation multiple correlation matrices affect speed calculations var model significantly please give response thanks tanya