1997 risk paper pricing electricity derivatives bernard forwarding message assistant mail reprint would glad take look dissertation available publication working paper vince murphy bernard 03 01 2001 02 17 39 vince j kaminski enron com cc subject 1997 risk paper pricing electricity derivatives hello vince name bernard murphy received e mail address les clewlow phd supervisor financia options research centre warwick business school finished phd electricity price jump diffusions theoretical empirical study incomplete markets hence interest electricity price modelling derivative pricing looking get hold copy 1997 paper recently come attention challenge pricing risk managing electricity derivatives us power market risk publications pp 149 171 les suggested contact directly les travelling present electronic copy available request e copy incidentally lecturer finance financial mathematics university limerick ireland taken year work caminus uk working introducing developing markets based approach spark spread real asset valuations uk power industry thanks advancve bernard murphy