Re: Weather and energy price Data

---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/24/2001
05:40 PM ---------------------------

Enron North America Corp.

From: Elena Chilkina 04/19/2001 01:49 PM

To: mlwang@uts.cc.utexas.edu, Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: Re: Weather and energy price Data

Mulong,

Please find attached a file with Henry Hub natural gas prices. The data
starts from 1995 and given on the daily basis, please let us know when we
can proceed with electricity prices.

Sincerely,
Elena Chilkina

Vince J Kaminski@ECT
04/16/2001 08:19 AM
To: mulong wang <mlwang@uts.cc.utexas.edu< @ ENRON
cc: Vince J Kaminski/HOU/ECT@ECT, Elena Chilkina/Corp/Enron@Enron,
macminnr@uts.cc.utexas.edu

Subject: Re: Weather and energy price Data

Mulong,

We shall send you natural gas Henry Hub prices right away.
Please look at the last winter and the winter of
95/96.

We shall prepare for you the electricity price
information (Cinergy, Cobb and Palo Verde) but
you have to approach FT (the publishers of
Megawatts Daily, a newsletter that produces the price
index we recommend using) and request the permision
to use the data. We are not allowed to distribute
this information.

Please, explain that this is for academic research and that
we can produce the time series for you,
conditional on the permission from the publishers
of Megawatts Daily.

Vince Kaminski

mulong wang <mlwang@uts.cc.utexas.edu< on 04/15/2001 03:43:26 AM
To: vkamins@ect.enron.com
cc: Richard MacMinn <macminnr@uts.cc.utexas.edu<
Subject: Weather and energy price Data

Dear Dr. Kaminski:

I am a PhD Candidate under the supervision of Drs. Richard MacMinn and
Patrick Brockett. I am now working on my dissertation which is focused on
the weather derivatives and credit derivatives.

Could you kindly please offer me some real weather data information about
the price peak or plummet because of the weather conditions?

The past winter of 2000 was very cold nationwide, and there may be a
significant price jump for natural gas or electricity. Could you
please offer me some energy price data during that time period?

Your kind assistance will be highly appreciated and have a great day!

Mulong