This repo holds data and forecasts related to my master thesis on forecasting the epex spot electricity price, and a slightly updated version of the thesis.
In addition, it holds a short follow-up study which expands the forecast results to new 2015 data.
Holds old data and forecasts related to the original thesis.
Holds updated data including 2015. Furthermore, I included forecasts and working code snippets for running the models (give me a heads up if they don't work).
During my studies I worked for an electricity trading company where I gained some knowledge of German electricity markets. The main motivation for making this repo available, was to distribute some of that domain knowledge to researchers interested in this field.
I learned R during the project, so most code is not very neatly written. I hope you can look past that. As always: I take no responsibility for the correctnes of the information in this repository.
Lastly, after finishing my studies I started working in another industry, so no further updates are likely. So long and thanks for all the fish :)