Message-ID: <13463289.1075856541875.JavaMail.evans@thyme> Date: Mon, 30 Oct 2000 05:59:00 -0800 (PST) From: vince.kaminski@enron.com To: vkaminski@aol.com Subject: storage model Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Vince J Kaminski X-To: vkaminski@aol.com X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_4\Notes Folders\'sent mail X-Origin: Kaminski-V X-FileName: vkamins.nsf ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 10/30/2000 02:06 PM --------------------------- Zimin Lu 10/19/2000 05:20 PM To: Sanjeev Khanna/NA/Enron@Enron, John Griffith/Corp/Enron@Enron cc: Stinson Gibner/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT Subject: storage model Sanjeev and John, Thanks for your continuing interest for the storage model. The storage model is the extension to the swing model we sent you earlier, in the case of swing, you are only allowed to withdraw or hold. I will add some heading to the "log" files from the model. These files includes Curve.txt which records the price trajectories of the first 10 simulations, Op???.txt, where ??? are the numbers represent the day, these files record decisions for each gas level, each price node for the given day. All these files are C:\temp. I did a presentation about the storage valuation, which explains the basic ideas. Take a look, I am open for more discussions. Zimin