The implementation of efficient demand response (DR) programs for household electricity consumption would benefit from data-driven methods capable of simulating the impact of different tariffs schemes. This paper proposes a novel method based on conditional variational autoencoders (CVAE) to generate, from an electricity tariff profile combined with weather and calendar variables, daily consumption profiles of consumers segmented in different clusters. First, a large set of consumers is gathered into clusters according to their consumption behavior and price-responsiveness. The clustering method is based on a causality model that measures the effect of a specific tariff on the consumption level. Then, daily electrical energy consumption profiles are generated for each cluster with CVAE. This non-parametric approach is compared to a semi-parametric data generator based on generalized additive models. Experiments in a publicly available data set show that, the proposed method presents comparable performance to the semi-parametric one when it comes to generating the average value of the original data (13% difference in root mean square error). The main contribution from this new method is the capacity to reproduce rebound and side effects in the generated consumption profiles. Indeed, the application of a special electricity tariff over a time window may also affect consumption outside this time window. Another contribution is that the proposed clustering approach is capturing the reaction to a tariff change. When compared to a clustering method with classical features (min, max and average consumption), the improvement in the Calinski-Harabasz index was 128% for consumers associated with tariff changes.