Esperanza Saenz

Hi there, We're a group of art sudents tryin to shoot a short film which treats about dreams and unreality . The things is most of the scenes are going to be shot on set, but we have not backgrounds to put on the set. So my question is, is it possible to shoot actors on set and then adding the background using Chroma Key? Would it turn out very artificial? Which type of lights do you recommend me the best? reference pic