Synthetic Dutch Day-Ahead Electricity Market Probabilistic Price Forecasting Dataset

Synthetic hourly dataset mirroring the structure and statistical behaviour of the Dutch EPEX day-ahead electricity market. Generated via STL decomposition and block bootstrap resampling applied to real-world source dataset: the daily seasonality and long-run trends of each variable are preserved from the original, while the residual noise is randomly resampled in 24-hour blocks to maintain short-term autocorrelation and cross-variable relationships between prices, renewable generation forecasts, load, and commodity inputs. The synthetic data is not a copy of the source dataset but is statistically consistent with it, making it suitable as a privacy-preserving or augmentation substitute for the original.