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Clearly, understanding risk is importantto decision makers. Although there are many risks to consider, basis risk is one of theprimary risks embedded in many natural gas portfolios. While many of the standardValue at Risk models do not explicitly model basis risk, we show how to model basis ...
AUTOMATIC UPDATE OF DATE-RELATED TITLES AND LABELS FOR PROGRAMS EXECUfED ON A MONTHLY BASISPrograms generating monthly reports usually require monthly modification of date-related titles, labels, and data selection statements. For efficiency and accuracy, automate this process using the SAS macro ...