Argus Expands Energy Volatility Curve Data

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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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