Message-ID: <30304480.1075856489756.JavaMail.evans@thyme> Date: Tue, 8 Aug 2000 02:29:00 -0700 (PDT) From: vince.kaminski@enron.com To: vasant.shanbhogue@enron.com Subject: Re: Need info on fundamental modeling of prices Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Vince J Kaminski X-To: Vasant Shanbhogue X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_3\Notes Folders\Sent X-Origin: Kaminski-V X-FileName: vkamins.nsf Vasant, Good enough. The last edition includes the discussion of price processes. Vince Vasant Shanbhogue 08/01/2000 01:56 PM To: Stinson Gibner/HOU/ECT@ECT, Pinnamaneni Krishnarao/HOU/ECT@ECT, Grant Masson/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT cc: Subject: Need info on fundamental modeling of prices One guy, John Neslage, from Corporate/Regulatory Affairs is putting together a talk for state regulators and wants to talk about fundamental modeling of energy prices. He was wondering if our group could shed some light on major fundamental variables, possibly even for new commodity markets. I am not sure if we have done much fundamental analysis, since we focus mostly on option valuation. Also, since market power is an important variable, marginal cost analysis is not sufficient, but if anybody has any info, please let me know. I have referred him to the "Managing Energy Price Risk" book. Thanks, Vasant