Enron Corporation’s Weather Derivatives (A)
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Publication Date:
September 01, 2000
Source:
Darden School of Business
New options on weather from Enron are described, in particular floors, swaps, and caps on heating degree days. An electric utility is considering whether to purchase a weather derivative to offset the risk of low volume of kilowatt hours. After understanding the nature and purpose of the contract, students will structure the option in preparation for valuing it.
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Enron Corporation’s Weather Derivatives (A)
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