Commodity Storage Model



  1. “Commodity storage valuation: A linear optimization based on traded instruments," accepted for publication in early 2006, Energy Economics.
  2. Powet Point Presentation
  3. Installable demonstration (Full featured no restrictions)
  4. Requires: (The DLL's are included in the install package)
    1. LPSOLVE v5.1: http://groups.yahoo.com/group/lp_solve/
    2. Stochastix.NET (v3.1): Quantlib.org
    3. Requires .NET Framework 1.0 or higher.
  5. Commodity storage model help files (All of these files are included in the installable demonstration)
    1. Html Class help files (if you see strange characters in any of these files please set your browser to UTF-8 Character encoding.  This is a problem with nDocs style sheets that I need to research.)
      1. Commodity Storage Class
      2. Curve Class
      3. Postitions Class
      4. SimCalendar Class
      5. Extended Dates Class (similar to SAS date functions)
      6. Statistics Class ( I needed to calculated basic statistics of arrays !)
    2. Windows Compiled help files
      1. Commodity Storage Class
      2. Curve Class
      3. Postitions Class
      4. SimCalendar Class
      5. Extended Dates Class (similar to SAS date functions)
      6. Statistics Class ( I needed to calculated basic statistics of arrays !)
Downloading this model means you agree to all terms and conditions in the licenses.
Source Code is available Energy Commodity Storage Model