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We propose a multivariate elastic net regression forecast model for Germanquarter-hourly electricity spot markets. While the literature is diverse onday-ahead prediction approaches, both the intraday continuous and intradaycall-auction prices have not been studied intensively with a clear focus onpredictive power. Besides electricity price forecasting, we check for theimpact of early day-ahead (DA) EXAA prices on intraday forecasts. Anothernovelty of this paper is the complementary discussion of economic benefits. Aprecise estimation is worthless if it cannot be utilized. We elaborate possibletrading decisions based upon our forecasting scheme and analyze their monetaryeffects. We find that even simple electricity trading strategies can lead tosubstantial economic impact if combined with a decent forecasting technique.

The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts