a applicable model kim ,
after yestersday ' s meeting , i ' ve come up with an idea which is applicable to
the zone ef and
seems also to be applicable to the broader area . the model assumes that if
there are positive spreads of energy
products between pairs of locations , we can always find the possibilities of
swaptions . this assumption , as
discussed with jim and sean , is a reasonable approximation . i suggest that
the prototype be built up at this
model if you think that it is rational . if you interested in the model , i
will explain it to all of you .
best regards ,
youyi
a applicable model
kim ,
after yestersday ' s meeting , i ' ve come up with an idea which is applicable to
the zone ef and
seems also to be applicable to the broader area . the model assumes that if
there are positive spreads of energy
products between pairs of locations , we can always find the possibilities of
swaptions . this assumption , as
discussed with jim and sean , is a reasonable approximation . i suggest that
the prototype be built up at this
model if you think that it is rational . if you interested in the model , i
will explain it to all of you .
best regards ,
youyi