Dear Mr Kaminski

Thank you very much for your prompt reply and for the  information you sent 
me. I have incorporated this information in the program and  am sending you 
it again for one last confirmation. (In particular, I hope that I  have your 
job title and organization name correct?).

Measuring Energy Risk ) Tackling Price Volatility, Adapting VaR,  Scenario 
Modelling and Regulatory Requirements

The challenge of modeling price dynamics in the energy markets. 
-  seasonality
- fat tails
- jumps
- mean (or floor) reversion
Price volatility in the energy markets: definition and estimation
Adapting value-at-risk for the energy markets:
- combination of  physical and financial contracts
- correct representation of price dynamics  and inter-market price 
relationships
- capturing complexity of energy  contracts
Historical vs. Monte Carlo simulation vs. scenario analysis. Pros and cons  
of different approaches
Regulatory uncertainty and value-at-risk

 

Vince Kaminski, Managing Director, Research, Enron  Corp.

If there are no alterations required I will assume  that everything is fine 
as it is and will proceed to the printers in due course.  I also look forward 
to receiving a short biography of about fifty words in due  course.
?
If you have any queries please do not hesitate to  contact me, otherwise I 
look forward to seeing you in New York in  February.
?
Kind regards
?
Andreas

____________________________
Andreas  Simou
GARP 2001 - Conference Producer
Tel? +44 (0) 20 7626  9301
Fax +44 (0) 20 7626 9900