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This paper compares alternative univariate versus multivariate models,frequentist versus Bayesian autoregressive and vector autoregressivespecifications, for hourly day-ahead electricity prices, both with and withoutrenewable energy sources. The accuracy of point and density forecasts areinspected in four main European markets (Germany, Denmark, Italy and Spain)characterized by different levels of renewable energy power generation. Ourresults show that the Bayesian VAR specifications with exogenous variablesdominate other multivariate and univariate specifications, in terms of bothpoint and density forecasting.

Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration