Joe Wayne Byers' Home Page

Joe Wayne Byers

Formerly Assistant Applied Professor of Finance

Phone: (713) 802-1297
Cell: (918) 269-1598 Email:
Disclaimer:  The following web pages are my pages from my former position at the University of Tulsa.  These pages do not in anyway imply that I am currently affiliated with the university.  I only provide my archives here for informational purposes only.  Thank you Joe W. Byers 

Research and Analytics

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  1. Energy Analytics.
  2. Publications
    1. Byers, Joe Wayne, (2006), “Commodity Storage Valuation: A Linear Optimization based on traded instruments,” Energy Economics, 28, 275-287. Energy Economics.
      1. Presentation 
      2. Installable demonstration
      3. Requires: (The DLL's are included in the install package)
      1. LPSOLVE v5.0:
      2. Stochastix.NET (v3.1):  This software version of Quantlib is no longer supported
      3. I am working on updating the model to Quantlib v3.14 C++ packages and LPSOLVE v5.5.
      4. I would like to covert the VB code to C++ and I could use some help here.
    2. Byers, Joe Wayne, (2006), “Monthly FTRs Take Off in the PJM Interconnection,” National Gas & Electricity, 22:9, 1-8.  Natural Gas & Electricity Wiley Publishing
    3. Byers, Joe Wayne, (2005),“Risk Management and Monetizing the Commodity Storage Option,” National Gas & Electricity, 21:12, 1-8.   Natural Gas & Electricity Wiley Publishing
    4. Masters, Robert, and Joe Wayne Byers, "TQEM: A Model for Teaching Entrepreneurship," The Art and Science of Entrepreneurship Education Volume III, January 1995. 
  3. Finanical Summaries and Statistical Concept Shorts
    1. A Mathematical Review of Operations Involving Expected Values and Variances
  4. R Scripts
    1. RMySQL zip file and batch build script
      3. RMySQLBuild.bat
  5. Working Papers.
    1. Byers, Joe Wayne, “Embedded Optionality of Crude Oil Posted Prices.”
    2. Byers, Joe Wayne, “Analysis of the Participants in the PJM Financial Transmission Market.”
    3. Byers, Joe Wayne, “Convenience yields and forward risk premiums in PJM hourly day ahead and real time prices.”
    4. Byers, Joe Wayne, “Analysis of the North American Gas Market using correlation, causality, and cointegration.”
    5. Byers, Joe Wayne, “Features of the Gas Daily Option for Natural Gas."
    6. Byers, Joe Wayne, “A Simulation Approach to Valuing Natural Gas Peaking Options."