ahmedhghareeb / forecastingelectricityprices

Thesis project on forecasting german (epex spot) electricity prices

Introduction

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.

master-thesis

Holds old data and forecasts related to the original thesis.

follow-up-study

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).

About

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 :)