Energy Procurement—Quantitative Analysis Group
The Quantitative Analysis Group in the Energy Procurement division of PG&E is responsible for providing analytic support for commercial activities in the division. This includes contract valuations, model and simulation development, and portfolio analysis.
Much of the work generated by group members may be of interest to quants outside of PG&E. In an effort to advance discussion, transparency, and interaction in the wider energy and quant communities, we are making a number of our working papers available for download in the following categories.
PLEASE NOTE: The following links will take you to search results on our external Pacific Energy Center eLibrary website, with links to the topic-specific documents.
Quantitative Analysis
Option Valuation
- American Options
- Barrier Options
- Basket and Asian Options
- Compound Options
- Digital Options
- Other Options
- Spread Options
- Swap Options
Price and Load Modeling
The results in these papers may be freely used, but we request that proper attribution be given to the author and organization. Questions or comments on any paper should be addressed to the quant@pge.com.
Questions and comments about this website should be sent to quant@pge.com.
