| |

15 Jan 08 Author: John Breslin, Les Clewlow, Chris Strickland, Daniel van der Zee

If you have not already logged in, you will be asked to do so prior to downloading.
Gas swing contracts for the purchase and sale of gas embed flexibility as to the volume of gas traded and have been present in the natural gas markets for many years. However, it is only recently that techniques have been developed that can capture the value in the flexibility of these contracts and permit realistic incorporation into at-risk calculations. In this article we discuss these techniques.
|
|
 |
 |
 |