We study the impact of fuel prices, emission allowances, demand, past prices, wind and solar production on hourly day-ahead electricity prices in Germany over the period from January 2015 until June 2018. Working within a linear regression, ARX-EGARCH and quantile regression framework we compare...

Recent research has found that electricity consumption is a very useful variable in economics. In many applications it might be desirable to decompose electricity consumption into unpredictable and deterministic (or highly predictable) component. We want to find out whether forecasting works...