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This paper examines the impact of solar and wind prices on the Australian electricity spot and options markets for the period January 2006-March 2018. Using a vector autoregression analysis, we examine both the direction of influence and influence absorption through Granger causality testing, the impulse response function, and forecast error variance decompositions. We identify a unidirectional Granger causal relationship between the solar and wind electricity prices and the spot prices in Newdoi:10.32479/ijeep.8567 fatcat:pqlzdz5fivhdtouyntjkdt27na