Database for Automatic Risk Tuning in Short-Term Electricity Market Models Using a Machine Learning Proxy

Database (2014-2018) used in the paper entitled "Automatic Risk Tuning in Short-Term Electricity Market Models Using a Machine Learning Proxy". This database includes : the inputs and outputs of the probabilistic forecaster which predicts the Belgian system imbalance. the market data related to the construction of the balancing market. These data are obtained from the Belgian transmission system operator (Elia) and the European Network of Transmission system Operators (ENTSO-E). If you use these data, please refer to the following paper: J. Bottieau, K. Bruninx, A. Sanjab, Z. De Grève, F. Vallée and J-F. Toubeau, “Automatic Risk Tuning in Short-Term Electricity Market Models Using a Machine Learning Proxy,”.