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Enron Mail |
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/09/2000
04:33 PM --------------------------- "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
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