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Project information

Medium and long term gas portfolio risk modeling

January 2018 - December 2018

Funding entity Enel Iberoamerica S.R.L


The aim of this collaboration is to continue with the developments in the AURIGA mid-term risk-management tool for the natural gas market. During 2018 the project focuses on obtaining a better representacion of the valuation of the portfolio and improving the management of correlation, such as considering the correlation between the different time horizons of the markets.


2018_AURIGA