*********************************
There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
*********************************
Deregulation of the energy industry has brought about uncertainty of gas and power prices. The uncertainty of price movement along with uncertain future energy consumption creates an enormous risk to energy end users. To better manage their risk exposures, energy customers enter into fixed
price deals with energy marketing and trading firms. Uncertain and correlated price and load movements, combined with data integrity, moral hazard make pricing such a deal of challenge.
Speaker bio:
Kenneth Deng is Director of Quantitative Analysis at Shell Trading Gas and Power. Kenneth recently joined Shell from Enron, where he was a Manager of Quantitative Research of the Enron Quantitative Research Group. Prior to Enron, Kenneth worked at Williams, Chicago Mercantile Exchange and Chicago
Board Options Exchange. At Shell, Kenneth is responsible for developing valuation models to price structured derivatives products and for developing risk management methodologies and tools.
Kenneth holds a bachelor's degree in mathematical economics and a Juris Doctor degree from China. Kenneth did his M.A. and Ph.D. study at the University of Chicago with concentrations in econometrics and statistics.
