Subject: Re: implementing clustering and jumps for power
From: [email-masked]
To: [email-masked]
Cc: [email-masked], [email-masked], [email-masked], [email-masked], [email-masked]
Date: Thu, 29 Mar 2001 05:49:00 -0800 (PST)

Frank,
our VAR team has been looking at different ways to implement clustering and 
jumps for power prices simulation
in VAR.
I attached the suggestion we came up with and the results of clustering and 
jump parameters estimation.
Would you like to discuss this methodology? We need your input.

Please, let me know,

Thank you,

Tanya.