Author： Hagfors Lars Ivar Paraschiv Florentina Molnar Peter Westgaard Sjur
Publisher： Edp Sciences
E-ISSN： 2493-9439|1|issue|32-32
ISSN： 1364-0321
Source： Renewable Energy and Environmental Sustainability, Vol.1, Iss.issue, 2016-07, pp. : 32-32
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Abstract
This paper develops fundamental quantile regression models for the German electricity market. The main focus of this work is to analyze the impact of renewable energies, wind and photovoltaic, on the formation of day-ahead electricity prices for all trading periods in the EEX. We find that the renewable energy sources overall has a mild price dampening effect, and that the negative prices often attributed to wind power is a rare event that mainly occurs during nighttime periods of unusually low price and demand.
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