Message-ID: <29372220.1075856540788.JavaMail.evans@thyme>
Date: Mon, 6 Nov 2000 02:40:00 -0800 (PST)
From: vince.kaminski@enron.com
To: vkaminski@aol.com
Subject: Research Collaboration
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---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/06/2000 
10:47 AM ---------------------------


"Kleindorfer, Paul" <kleindorfer@wharton.upenn.edu> on 11/04/2000 01:27:00 PM
To: "'vkamins@enron.com'" <vkamins@enron.com>
cc: "'kunreuther@wharton.upenn.edu'" <wudj@drexel.edu>, > 
Subject: Research Collaboration



Dear Vincent:

In anticipation of our meeting on December 6th at Wharton, I thought you 
might find the attached paper of some interest.  This relates primarily to 
pricing of risk management instruments for energy (an area of some interest 
to ENRON), but is applicable as well to a variety of other settings.  I know 
from our discussion that ENRON is interested in weather derivatives and other 
exotic options that might apply across several economic sectors.  The work 
here could inform this context, but it is better thought of as work that 
would inform risk management within a particular sector (e.g., electric 
power, chemicals, plastics, etc.).  It is related to some work that John 
Birge of Northwestern has been undertaking, and I understand that some of 
John's students may be working for you, so if you know any of these folks, 
please share it with them.

 <<OR-DKZ.pdf>> We are interested in calibrating the work presented here 
empirically and we might have a discussion of this, among other topics, when 
you are here on the 6th of December.

In the interim, if any of your staff wish to discuss this matter, please have 
them give me a call.

Paul
Paul R. Kleindorfer
Universal Furniture Professor
Professor of Operations and Information Management
Professor of Public Policy and Management
The Wharton School of the University of Pennsylvania
(T) 1-215-898-5830
(F) 1-215-573-2130


 - OR-DKZ.pdf
