hi,gray and khandelwal link is: http://www.fea.com/resources/articles.asp

<t>Good morning from Spain!!Today I´ve understood one thing, I need to work at least a couple years in a energy company to understand your comments about hedge. Unfortunately, the literature about gas storage valuation is quite poor, in the sense that is not a very academic task. Most of the papers ...

<t>Hi to all,First, sorry if my comments are unfortunated, but I´m just a beginner in this world, and I dont have work experience.Commoquant, I don´t understand when you say that rolling intrinsic is an unhedge strategy. Precisely, during the life of the storage contract, you create value winding an...

<t>Thank to all by your advices.Concretely, I have done an extension of the Boogert article, with new constraints and the inclusion of multifactor spot models.But I want try to do a rolling intrinsic forward valuation, and compare both models.Unfortunately, I dont have time to write a new code, and ...

<t>Hi,Currently Im doing about Spot based model valuation. But I want try to do a rolling intrinsic forward valuation, and compare both models.Unfortunately, I dont have time to write a new code, and Im searching Matlab code to do both the multifactor forward curve simulations and the optmization.Co...

Hi people!!!!! In this months, Im doing a dissertation about gas storage valuation. I have some problems, so if anyone want to discuss about it, please answer

<t>Thank you so much for you help, outrun (by the way, nice play the outrun. Yesterday i played in a Mame emulator)I guess you are talking about the intrinsic value of a contract. That is, the value of storage with the current forward curve (fully-hedged strategy). I have programmed this issue (with...

Hi!!! Anybody know something about rolling intrinsic gas storage valuation?????

Thank you papercut, but I´ve readed this article. I have problems in putting into practice the simulation and the optimization. Are there Matlab code for simulate multifactor forward curve?

<t>Hi outrun,I´ve done the valuation under multifactors spot models. But now, I want to valuate the storage contract under the "rolling intrinsic" strategy, and I dont know how to do it. If you know something about it, tell me please. I have problems in both simulate multifactor forward curve price ...

Hi, Im doing a dissertation about gas storage valuation. I have some problems, so if anybode believes that can help me, please answer

Hi! Im doing a dissertation about gas storage valuation. I have some problems, if anybody believes that can help me and discuss about it, please answer