I managed to find a graph for 2015 (which is a bit dated)
That year Denmark rather than Germany had the highest prices. So it does seem that the highest prices correspond to the highest levies and taxes. (As also noted in the comments below, this graph only has the non-production costs. Denmark really had the highest prices that year; there's a graph just with the prices at beginning of that paper; fig 1, but with no structure breakdowns.)
I found a simpler but more recent graph in another EU report, which being for 2017 has Germany ranked first, but this one also has the production cost in the breakdown.
This latter paper also has a similar breakdown of industrial electricity. Interestingly, Denmark is far from the top in the latter category.
If someone knows of a better source/study on this (e.g. a regression) I'd accept that as a better answer.