Message-ID: <13017928.1075855670645.JavaMail.evans@thyme> Date: Tue, 27 Jun 2000 05:33:00 -0700 (PDT) From: phillip.allen@enron.com To: kenneth.shulklapper@enron.com Subject: gas storage model Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Phillip K Allen X-To: Kenneth Shulklapper X-cc: X-bcc: X-Folder: \Phillip_Allen_Dec2000\Notes Folders\All documents X-Origin: Allen-P X-FileName: pallen.nsf ---------------------- Forwarded by Phillip K Allen/HOU/ECT on 06/27/2000 12:32 PM --------------------------- Zimin Lu 06/14/2000 07:09 AM To: Mark Breese/HOU/ECT@ECT cc: Stinson Gibner/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT, Colleen Sullivan/HOU/ECT@ECT, Hunter S Shively/HOU/ECT@ECT, Phillip K Allen/HOU/ECT@ECT, Thomas A Martin/HOU/ECT@ECT, Jim Schwieger/HOU/ECT@ECT, Scott Neal/HOU/ECT@ECT Subject: gas storage model Mark, We are currently back-testing the storage model. The enclosed version contains deltas and decision variable. You mentioned that you have resources to run the model. Please do so. This will help us to gain experience with the market vs the model. I am going to distribute an article by Caminus, an software vendor. The article illustrates the optionality associated with storage operation very well. The Enron Research storage model is a lot like that, although implementation may be different. Let me know if you have any questions. Zimin