Message-ID: <13717694.1075840797306.JavaMail.evans@thyme>
Date: Mon, 9 Apr 2001 20:13:00 -0700 (PDT)
From: tanya.tamarchenko@enron.com
To: vince.kaminski@enron.com, vladimir.gorny@enron.com, 
	debbie.brackett@enron.com, wenyao.jia@enron.com, 
	naveen.andrews@enron.com, jaesoo.lew@enron.com, 
	zhiyong.wei@enron.com, rabi.de@enron.com, william.bradford@enron.com, 
	dave.wei@enron.com, jason.sokolov@enron.com, 
	rakesh.bharati@enron.com, mike.presley@enron.com, 
	mercy.gil@enron.com, mark.ruane@enron.com, stig.faltinsen@enron.com, 
	viacheslav.danilov@enron.com, frank.hayden@enron.com
Subject: Re: VAR and Credit meeting on Wednesday, April 11 at 11:30 am
Mime-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
X-From: Tanya Tamarchenko <Tanya Tamarchenko/HOU/ECT@ECT>
X-To: Vince J Kaminski <Vince J Kaminski/HOU/ECT@ECT>, Vladimir Gorny <Vladimir Gorny/HOU/ECT@ECT>, Debbie R Brackett <Debbie R Brackett/HOU/ECT@ECT>, wenyao.jia <wenyao.jia@enron.com>, Naveen Andrews <Naveen Andrews/Corp/Enron@ECT>, Jaesoo Lew <Jaesoo Lew/NA/Enron@ENRON>, Zhiyong Wei <Zhiyong Wei/HOU/ECT@ECT>, Rabi De <Rabi De/NA/Enron@ENRON>, William S Bradford <William S Bradford/HOU/ECT@ECT>, Dave Wei <Dave Wei/NA/Enron@ECT>, Jason Sokolov <Jason Sokolov/HOU/ECT@ECT>, Rakesh Bharati <Rakesh Bharati/NA/Enron@Enron>, Mike E Presley <Mike E Presley/ENRON@enronXgate>, Mercy Gil <Mercy Gil/NA/Enron@ECT>, Mark Ruane <Mark Ruane/HOU/ECT@ECT>, Stig Faltinsen <Stig Faltinsen/EU/Enron@Enron>, Viacheslav Danilov <Viacheslav Danilov/LON/ECT@ECT>, Frank Hayden <Frank Hayden/Corp/Enron@ECT>
X-cc: 
X-bcc: 
X-Folder: \vkamins\VAR
X-Origin: KAMINSKI-V
X-FileName: vincent kaminski 1-30-02.pst

Everybody,

this week our regular meeting will be devoted primarily to 2 subjects:
1. Simulating power prices in VAR;
2. Capturing correlations across commodities as well as across term structure of
forward prices.

Research will present some suggestions based on data analysis.

Detailed agenda is enclosed.

Please, let Shirley Crenshaw know if you are not planning to attend.

Tanya.
 