Zimin,

There was an interesting article on gas storage modeling
by people from Camminus in the March issue
of Energy and Power Risk Management.
Please, see if you can get this article.

Vince






Zimin Lu
05/30/2000 04:59 AM
To: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT
cc: Anjam Ahmad/LON/ECT@ECT 
Subject: hello from london


Vince and Stinson,

I am in the London office this week. Things are quite nice here.  My host 
Anjam arranged a full itinerary for me.
Tuesday is reserved for Anjam to talk about various subjects including 
inflation modeling, power vol curve,
mean reverting price & vol model, and I will talk about the spot and 
multi-factor models, XLL. Wednesday, I
will concentrate on the gas storage model with  Natasha Danilochkina. 
Thursday and Friday I will talk to 
Haakan Olafsson, Mark Jones, Anjam, and Natasha about UK gas forward curve 
simulation, gas swing model,
and implementation issues of UK virtural storage model.   I will give you a 
full report when I get back.

It is cold and rainy here in London. It makes me feel sunny and hot Houston 
actually is not that bad.


Zimin