Valuing Options in the Alberta Electricity Market

Like many companies in the energy business, Encana Power Corp. is interested in pricing options and future contracts related to the price of power and gas. The heat rate plays a role in related decisions and it is of importance to determine better estimates of swing and related options. The internship research will develop and calibrate models for the underlying assets using the large amounts of data available to Encana.

Intern: 
Hong Miao
Province: 
Alberta
Discipline: 
Program: