hehe. But on the point, there is a book by Eydeland and Wolyniec entitled, `Energy and Power Risk management: New developments in modeling, Pricing and Hedging' that is quite good, though it does obviously discuss the modelling aspect rather than just the set up of the market/s. Another source is a workshop that was run here in Australia on Electricity Supply and Pricing last year. A link to all talks can be found at http://www.amsi.org.au/Electricity.phpThe
book by Clewlow and Strickland entitled, `Energy Derivatives: Pricing and Risk management' is a useful read too.