In a transcontinental country famous for the Caspian Sea, palaces, and oil fields, you’ll find Shahdag, Tufandağ, and Agbulag -three ski resorts key to Azerbaijan’s winter sports potential.

Shahdag, the second-highest mountain in Azerbaijan, is home to the country’s first ski resort, which opened in 2012. Here there’s more than one kilometre of vertical drop, with the highest ...