Modelling Energy Prices

Direct Energy is a leading retailer of energy and energy solutions for both residential and business customers in North America. In partnership with the company, the intern will work on energy data mining and analyses using gas and power data. The intern’s analyses will include analysis of natural gas storage and its impact (if any) on price momentum, the relationship between power and gas (heat-rate analysis) and some fundamental analysis such as relationships between HDD, storage gas, basis and fixed prices.

Faculty Supervisor:

Dr. Anatoliy Swishchuk

Student:

Matt Lyle

Partner:

Direct Energy

Discipline:

Mathematics

Sector:

Energy

University:

University of Calgary

Program:

Accelerate

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