[R-SIG-Finance] Energy Industry Groups?
Brian G. Peterson
brian at braverock.com
Tue Jul 24 17:15:03 CEST 2007
John Putz wrote:
> Do you know if there're any energy-industry-specific groups for discussing energy related topics in Rmetrics? I'm currently interested in options for modeling a (gas-fired) power plant as a spread option.
I think this is it. The (vocal) R finance community is small enough
that having it all in one place seems to work well. Also, applications
to one asset class are generally usable on other asset classes as well,
so I think we all benefit from the cross-pollination of ideas and code.
So, please feel free to describe your particular application and
implementation issues (and successes!) here.
Regards,
- Brian
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