This paper provides a procedure to forecast electricity pool prices one year ahead. A technique to generate pool price scenarios spanning one year into the future is also provided. The information obtained through the above methodology is crucial to make informed decisions in financial markets...

Electricity Markets -- Stochastic Programming Fundamentals -- Uncertainty Characterization via Scenarios -- Risk management -- Producer Pool Trading -- Pool Trading for Wind Power Producers -- Futures Market Trading for Producers -- Medium-Term Retailer Trading -- Energy Procurement by Consumers...