re : invitation to speak at infocast ' s upcoming " market price volatility " program
vince ,
ok . i appreciate your keeping us in mind .
thanks ,
ron
- - - - - original message - - - - -
from : vince j kaminski [ mailto : vkamins @ ect . enron . com ]
sent : wednesday , january 12 , 2000 8 : 27 am
to : ronh @ . com
cc : vince j kaminski
subject : re : invitation to speak at infocast ' s upcoming " market price
volatility " program
ron ,
we are really swamped and i would like to keep our involvement in
conferences to a reasonable minimum . i can promise that we shall help you
with a future conference if it happens to be in houston .
vince
" ron henderson " on 01 / 11 / 2000 03 : 13 : 56 pm
please respond to ronh @ . com
to : vince j kaminski / hou / ect @ ect
cc :
subject : re : invitation to speak at infocast ' s upcoming " market price
volatility " program
vince ,
i am sorry you can ' t join us . is there someone on your staff who might be
able to do the presentation " a real options approach to asset valuation , "
scheduled for thursday , may 11 th , from 10 : 30 am to 12 : 00 pm . ?
ron
- - - - - original message - - - - -
from : vince j kaminski [ mailto : vkamins @ ect . enron . com ]
sent : monday , january 10 , 2000 10 : 53 am
to : ronh @ . com
cc : vince j kaminski ; shirley crenshaw
subject : re : invitation to speak at infocast ' s upcoming " market price
volatility " program
>
ron ,
i am sorry to inform you that due to a scheduling conflict i cannot speak at
this conference .
i want to thank you for considering me as a speaker .
vince kaminski
" ron henderson " on 12 / 30 / 99 06 : 57 : 05 pm
please respond to ronh @ . com
to : vince j kaminski / hou / ect @ ect
cc :
subject : invitation to speak at infocast ' s upcoming " market price
volatility "
program
hi vince ,
i would like to invite you , or one of your staff , to be a speaker at
infocast ' s upcoming conference " market price volatility : how to model ,
assess , and manage price volatility in today ' s power markets , " scheduled for
may 10 - 12 , 2000 , in chicago . i am attaching a copy of the draft program
agenda for your review . as you may note , we wish to take our recent houston
meeting a step farther by making this next session a more
technically - oriented meeting .
there are two spots you may wish to consider :
1 . the session entitled " case study in modeling volatility , " scheduled for
wednesday , may 10 th , from 3 : 30 to 5 : 00 pm . you will note below , what we had
in mind for the case study .
2 . the talk " a real options approach to asset valuation , " scheduled for
thursday , may 11 th , from 10 : 30 am to 12 : 00 pm .
i am running behind schedule in finalizing this program , so i will give you
a call shortly to follow up with you . if you wish , please feel free to call
me at 818 - 888 - 4445 ext . 28 .
i hope you can join us .
ron henderson
infocast
818 - 888 - 4445 ext . 28
ronh @ . com
case study guidelines
1 . model should be for a particular market . examples : pjm , chicago , ecar ,
southern california . lb ( optional ) . model should be for a particular purpose . examples : valuing a
new combustion turbine at the florida / georgia border , bidding on a portfolio
of power plants up for sale in nepool , valuing a retail portfolio in
pennsylvania .
2 . model should be estimated on a particular data set . examples : daily
nymex
close prices for palo verde , pjm hourly spot prices for 1998 - 1999 .
3 . case study should describe several candidate models , for volatility
and / or market price , that were considered . case study should discuss why
these models were considered . candidate models should be described
mathematically and verbally .
4 . evaluation criteria for choosing among the models should be explicitly
identified , and quantified to the extent possible . examples of evaluation
criteria : residuals that are not autorcorrelated , stationarity , r - squared ,
akaike information criterion .
5 . parameter estimates for each candidate model should be displayed . the
estimation procedure employed should be briefly described .
6 . some diagnostics of model fit ( vis - a - vis data set ) should be presented .
7 . if possible , predictive power of model should be assessed .
generally , the case study should include all of the items above . the case
study may include other things .
re : invitation to speak at infocast ' s upcoming " market price
volatility " program
vince ,
ok . i appreciate your keeping us in mind .
thanks ,
ron
- - - - - original message - - - - -
from : vince j kaminski [ mailto : vkamins @ ect . enron . com ]
sent : wednesday , january 12 , 2000 8 : 27 am
to : ronh @ . com
cc : vince j kaminski
subject : re : invitation to speak at infocast ' s upcoming " market price
volatility " program
ron ,
we are really swamped and i would like to keep our involvement in
conferences to a reasonable minimum . i can promise that we shall help you
with a future conference if it happens to be in houston .
vince
" ron henderson " on 01 / 11 / 2000 03 : 13 : 56 pm
please respond to ronh @ . com
to : vince j kaminski / hou / ect @ ect
cc :
subject : re : invitation to speak at infocast ' s upcoming " market price
volatility " program
vince ,
i am sorry you can ' t join us . is there someone on your staff who might be
able to do the presentation " a real options approach to asset valuation , "
scheduled for thursday , may 11 th , from 10 : 30 am to 12 : 00 pm . ?
ron
- - - - - original message - - - - -
from : vince j kaminski [ mailto : vkamins @ ect . enron . com ]
sent : monday , january 10 , 2000 10 : 53 am
to : ronh @ . com
cc : vince j kaminski ; shirley crenshaw
subject : re : invitation to speak at infocast ' s upcoming " market price
volatility " program
>
ron ,
i am sorry to inform you that due to a scheduling conflict i cannot speak at
this conference .
i want to thank you for considering me as a speaker .
vince kaminski
" ron henderson " on 12 / 30 / 99 06 : 57 : 05 pm
please respond to ronh @ . com
to : vince j kaminski / hou / ect @ ect
cc :
subject : invitation to speak at infocast ' s upcoming " market price
volatility "
program
hi vince ,
i would like to invite you , or one of your staff , to be a speaker at
infocast ' s upcoming conference " market price volatility : how to model ,
assess , and manage price volatility in today ' s power markets , " scheduled for
may 10 - 12 , 2000 , in chicago . i am attaching a copy of the draft program
agenda for your review . as you may note , we wish to take our recent houston
meeting a step farther by making this next session a more
technically - oriented meeting .
there are two spots you may wish to consider :
1 . the session entitled " case study in modeling volatility , " scheduled for
wednesday , may 10 th , from 3 : 30 to 5 : 00 pm . you will note below , what we had
in mind for the case study .
2 . the talk " a real options approach to asset valuation , " scheduled for
thursday , may 11 th , from 10 : 30 am to 12 : 00 pm .
i am running behind schedule in finalizing this program , so i will give you
a call shortly to follow up with you . if you wish , please feel free to call
me at 818 - 888 - 4445 ext . 28 .
i hope you can join us .
ron henderson
infocast
818 - 888 - 4445 ext . 28
ronh @ . com
case study guidelines
1 . model should be for a particular market . examples : pjm , chicago , ecar ,
southern california . lb ( optional ) . model should be for a particular purpose . examples : valuing a
new combustion turbine at the florida / georgia border , bidding on a portfolio
of power plants up for sale in nepool , valuing a retail portfolio in
pennsylvania .
2 . model should be estimated on a particular data set . examples : daily
nymex
close prices for palo verde , pjm hourly spot prices for 1998 - 1999 .
3 . case study should describe several candidate models , for volatility
and / or market price , that were considered . case study should discuss why
these models were considered . candidate models should be described
mathematically and verbally .
4 . evaluation criteria for choosing among the models should be explicitly
identified , and quantified to the extent possible . examples of evaluation
criteria : residuals that are not autorcorrelated , stationarity , r - squared ,
akaike information criterion .
5 . parameter estimates for each candidate model should be displayed . the
estimation procedure employed should be briefly described .
6 . some diagnostics of model fit ( vis - a - vis data set ) should be presented .
7 . if possible , predictive power of model should be assessed .
generally , the case study should include all of the items above . the case
study may include other things .