re : meet during cmu visit ? aziz ,
please , contact me before or after the presentation and we can find
a time slot to chat later on friday .
vince
al 3 v on 10 / 31 / 2000 01 : 59 : 11 pm
to : vince . j . kaminski @ enron . com
cc :
subject : meet during cmu visit ?
dr . kaminski :
i am a ph . d . student here at carnegie mellon who has a long - standing
interest in the energy industry .
i have recently developed the framework of a simple model for electricity
prices that i would like your opinion on . could you please chalk out some
time for me during your cmu visit this friday ?
unlike traditional electricty pricing models , which assume that the
log - price is a sum of a couple of stochastic factors , i assume that some
fundamentals of the electricity market are driven by stochastic factors .
next , given the current values of these factors , price is determined by
economic forces of profit maximization by price setting electricity
generators . unlike typical factor models , the factors in my model are
potentially observable .
thank you ,
aziz a . lookman
graduate school of industrial administration
5000 forbes avenue
carnegie mellon university
pittsburgh , pa 15213
tel : 412 - 268 - 3681
fax : 412 - 268 - 6837
( pls . mark the fax c / o jackie cavendish )
re : meet during cmu visit ?
aziz ,
please , contact me before or after the presentation and we can find
a time slot to chat later on friday .
vince
al 3 v on 10 / 31 / 2000 01 : 59 : 11 pm
to : vince . j . kaminski @ enron . com
cc :
subject : meet during cmu visit ?
dr . kaminski :
i am a ph . d . student here at carnegie mellon who has a long - standing
interest in the energy industry .
i have recently developed the framework of a simple model for electricity
prices that i would like your opinion on . could you please chalk out some
time for me during your cmu visit this friday ?
unlike traditional electricty pricing models , which assume that the
log - price is a sum of a couple of stochastic factors , i assume that some
fundamentals of the electricity market are driven by stochastic factors .
next , given the current values of these factors , price is determined by
economic forces of profit maximization by price setting electricity
generators . unlike typical factor models , the factors in my model are
potentially observable .
thank you ,
aziz a . lookman
graduate school of industrial administration
5000 forbes avenue
carnegie mellon university
pittsburgh , pa 15213
tel : 412 - 268 - 3681
fax : 412 - 268 - 6837
( pls . mark the fax c / o jackie cavendish )