Argus Expands Energy Volatility Curve Data
Energy data provider Argus Media has added North American electricity and natural gas implied volatilities to its forward curve services, providing daily assessments of market values for volatilities derived from a range of sources and extending a minimum of two years -- or using location and time spreads to calculate fair market values for illiquid locations and terms.
The curves are delivered via email, FTP feed, the vendor's Argus Link add-in for Microsoft Excel, and via third-party data vendors, including Morningstar, Zema and GlobalView.
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