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Supplementary software
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Reference no. UVA-S-F-1300
Published by: Darden Business Publishing
Published in: 2000

Abstract

This Excel spreadsheet is to accompany the case ''UVA-F-1300''. The abstract of the case is as follows: 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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Abstract

This Excel spreadsheet is to accompany the case ''UVA-F-1300''. The abstract of the case is as follows: 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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