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I'm looking to learn about gas price modeling, in particular models of forward prices.

I've studied "classical" mathematical finance, fixed income theory et cetera.

I'm looking for good references for stylized facts about gas modeling, successful models and if there are any good books on mathematical finance in gas pricing. I am also interested in the estimation part. In all cases particular, but not restricted to forward price modeling.

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Though not exactly spelling out models for natural gas. For natural gas trading I like the book as it explains a lot about how the industry works, and might help you develop models:

Trading Natural Gas: Cash, Futures, Options and Swaps Hardcover – January 1, 1997 by Fletcher J. Sturm

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