This example demonstrates using MATLAB to analyze and value a natural gas storage contract. Such valuations are typically done when financing/purchasing storage facilities, structuring contracts to lease storage facilities or marking to market the value of these assets. In this example, we implement some of the most common approaches including Intrinsic Valuation, Spread-Option Valuation & Rolling Intrinsic Valuation. To view the webinar, please visit//www.tatmou.com/videos/natural-gas-storage-valuation-with-matlab-94575.html
该示例演示了从访问数据，构建分析和共享结果作为报告和Excel部署的应用程序的完整MATLAB建模工作流程。
Highlights include:
* Realistic storage constraints including ratchets on injection/withdrawal limits
*线性和整数线性编程
*使用表从quandl下载和处理数据
*传播选项定价
* Monte Carlo simulation of multi-factor forward models calibrated to historical futures and option data with PCA
* 3-D & heatmap visualizations
* Rolling position viewer app
For more information on gas storage valuation, see the included PDF document.
Cite As
Ameya Deoras（2022）。天然气储存量（//www.tatmou.com/matlabcentral/fileexchange/47667-natural-gas-storage-valuation），matlab中央文件交换。检索.
MATLAB释放兼容性
Platform Compatibility
视窗 苹果系统 LinuxCategories
Tags
Acknowledgements
Inspired by:天然气存储优化和内在估值,Scalable Vector Graphics (SVG) Export of Figures,可定制的热图,Table Breakpoint Optimization,subtightplot
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storageapp/
公用事业/
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