Electricity is a commodity traded in dedicated markets. Electricity producers, distributors, brokers, speculators and industrial consumers participate in these markets to match supply with demand, hedge their exposure to electricity prices and/or profit from dislocations in the price between geographies or time horizons. Accurate price forecasts enable market participants to make better business decisions. BCM Energy is a vertically-integrated electricity distributor and broker in the European markets. The objective of this project is to research the accuracy, robustness and actionability of state-of-the-art electricity price forecasting techniques in the markets in which BCM Energy is acti