We consider an AWGN channel with a transmitter powered by an energy harvesting source. The node is equipped with a finite energy buffer. Such a system can be modelled as a channel with side information (about energy in the energy buffer) causally known at the transmitter. The receiver may or may not have the side information. We prove that Markov energy management policies are sufficient to achieve the capacity of the system and provide a single letter characterization for the capacity. The computation of the capacity is expensive. Therefore, we discuss an achievable scheme that is easy to compute. This achievable rate converges to the infinite buffer capacity as the buffer length increases.