We analyse a stochastic control problem for the valuation of a natural gas storage facility while taking
into account operating characteristics. The underlying natural gas spot price dynamics is assumed
to follow a time-inhomogeneous exponential L´evy process [6]. This underlying incorporates common
features of gas spot prices such as seasonality, mean-reversion and price spikes with seasonal jump
intensities. The corresponding HJB equation is the non-linear PIDE which is solved by an explicit
finite difference method. The numerical approach gives us both the value of the storage contract and
optimal operating strategy depending on the gas price, current level of gas in the storage and time.
The effects of seasonality and seasonal jump intensity are investigated by observing the surfaces of
control strategies and contract values.