My first review will cover several chapters of Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy by Hélyette Geman.
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I will read and review one book or long article every sixty days that covers the fundamentals of electricity price forecasting and price forward curve construction.
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I am interested in the state of the art in spot price forecasting and in the generation of price forward curves (PFCs). One of the main purposes of this blog is to develop and present the essential knowledge related to these topics.
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Price forecasting will be a key topic on the website.
Content will follow soon.
Electricity Notes 