In US, this is very hard to get. I believe that it is close to impossible. If you wanted prices, some brokers have it (and publish it every day). However, trades go usually either through few brokers or directly between companies. PM me if you have any more specific question.

<t>QuoteOriginally posted by: TrezZHello all,I am doing my master's thesis on the LIBOR-OIS spread. I will also include some bank's CDSs data and the US gdp. All these data are non-stationary.My question is whether I can run the VAR (and impulse responses and variance decomposition) with non-station...

<t>QuoteOriginally posted by: AnomanderisQuoteOriginally posted by: ppauperQuoteOriginally posted by: AnomanderisQuoteOriginally posted by: quantinenergiesQuoteOriginally posted by: creditRiskySo, how long would issuing a Canadian H1B (work visa, not perm residency) takeIt depends. Canada does it a ...

<t>QuoteOriginally posted by: AnomanderisQuoteOriginally posted by: quantinenergiesQuoteOriginally posted by: creditRiskySo, how long would issuing a Canadian H1B (work visa, not perm residency) takeIt depends. Canada does it a little bit differently than USA. There is no H1b-like visa. In fact, the...

<t>QuoteOriginally posted by: creditRiskySo, how long would issuing a Canadian H1B (work visa, not perm residency) takeIt depends. Canada does it a little bit differently than USA. There is no H1b-like visa. In fact, there is no "work visa." Once you start the process you will understand. It depends...

<t>QuoteOriginally posted by: quantmehget the permanent residence, it's easyQuantmeh, I am always amazed by how confident you are with things you clearly don't understand. Can you tell us how easy it is? FYI, they changed rules a lot in last few years. It is not easy anymore. And, even before it was...

<t>QuoteOriginally posted by: CrashedMintQuoteOriginally posted by: farmerQuoteOriginally posted by: CrashedMintWouldn't firms want so guy who really knows the gas marketEven if you find a book written by a guy who really knows the gas market, and read it, I would guess your limited life experience ...

What do you mean by CO2 prices? RGGI? Federal CO2s (as per Boxer-Kerry, it was already traded privately)? European Union Emission Trading Scheme? Some Kyoto-like derivatives? Something else?General answer: Bloomberg or given exchange (CCX, ...).

<t>Energy companies do have credit teams. In fact, it is one of the main parts of the business. As energy business is very capital intensive, and energy volatility is very high, making good credit decisions can make you more money than anything else.It is very hard to say what the position is about ...

QuoteOriginally posted by: detainedWhy is it a stupid question?I second that. Why is it a stupid question?

<t>QuoteOriginally posted by: spv205scuriouswhy should there be quants in Houston? I think if you have to live in Houston then better to look for a more general career like software engineering.There are many energy quants in Houston. In fact, most likely, there are more energy quants in Houston tha...

Could you try to explain your option a little bit more? I think it can be just a combination of options that can be decomposed and solved by closed form approximations.

<t>QuoteOriginally posted by: Steilermeier2) Energya) Interesting TopicsI think yes because it is less virtual as equity and fixed income. But maybe the techniques are not as interesting. What else can you use but Black76?If you think that Black76 is the only formula you can use, then think twice. T...

<t>QuoteOriginally posted by: KingAHas anyone come across a paper / model / equation that modifies the B-S inputs (volatility and time to maturity in particular) in order to value a strip of daily gas options (during a month e.g. March) instead of valuing as the sum of 31 daily options?It depend why...