Message-ID: <5646392.1075856438769.JavaMail.evans@thyme> Date: Tue, 24 Apr 2001 10:40:00 -0700 (PDT) From: vince.kaminski@enron.com To: vkaminski@aol.com Subject: Re: Weather and energy price Data 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_3\Notes Folders\Sent X-Origin: Kaminski-V X-FileName: vkamins.nsf ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/24/2001 05:40 PM --------------------------- Enron North America Corp. From: Elena Chilkina 04/19/2001 01:49 PM To: mlwang@uts.cc.utexas.edu, Vince J Kaminski/HOU/ECT@ECT cc: Subject: Re: Weather and energy price Data Mulong, Please find attached a file with Henry Hub natural gas prices. The data starts from 1995 and given on the daily basis, please let us know when we can proceed with electricity prices. Sincerely, Elena Chilkina Vince J Kaminski@ECT 04/16/2001 08:19 AM To: mulong wang @ ENRON cc: Vince J Kaminski/HOU/ECT@ECT, Elena Chilkina/Corp/Enron@Enron, macminnr@uts.cc.utexas.edu Subject: Re: Weather and energy price Data Mulong, We shall send you natural gas Henry Hub prices right away. Please look at the last winter and the winter of 95/96. We shall prepare for you the electricity price information (Cinergy, Cobb and Palo Verde) but you have to approach FT (the publishers of Megawatts Daily, a newsletter that produces the price index we recommend using) and request the permision to use the data. We are not allowed to distribute this information. Please, explain that this is for academic research and that we can produce the time series for you, conditional on the permission from the publishers of Megawatts Daily. Vince Kaminski mulong wang on 04/15/2001 03:43:26 AM To: vkamins@ect.enron.com cc: Richard MacMinn Subject: Weather and energy price Data Dear Dr. Kaminski: I am a PhD Candidate under the supervision of Drs. Richard MacMinn and Patrick Brockett. I am now working on my dissertation which is focused on the weather derivatives and credit derivatives. Could you kindly please offer me some real weather data information about the price peak or plummet because of the weather conditions? The past winter of 2000 was very cold nationwide, and there may be a significant price jump for natural gas or electricity. Could you please offer me some energy price data during that time period? Your kind assistance will be highly appreciated and have a great day! Mulong