New models for valuing gas market contracts

Mentor: Dr Sergei Schreider, RMIT University
Intern: Jon Plummer, RMIT University
Industry Partner: Phil Sheppard, Creative Analytics
Project Duration: November 2010 to February 2011

Creative analytics creates software used by those participating in the Australian Energy markets. This project reviewed the operations, market data and typical contracts associated with the Victorian and New South Wales gas markets with a view to developing a suitable model for valuing gas contracts.