You intend to continue going straight ahead. Are you obliged in this situation to yield the right of way to the vehicle approaching from the right?

Yes, at the shown junction of equivalent roads, i.e., one where signs do not determine priority, the 'priority to the right' rule applies. According to this rule, you are obliged to give way to the vehicle approaching from your right, as is visible in the video. This is regulated by Art. 25 para. 1 of the Road Traffic Act.