Synthetic Dutch Electricity Prices with Exogenous Variables Dataset

Synthetic hourly dataset mirroring the structure and statistical behaviour of the extended Dutch electricity price dataset. Generated via STL decomposition and block bootstrap resampling across three real-world source datasets, retaining the daily seasonality and long-run trends of each variable while randomly resampling residual noise in 24-hour blocks to maintain short-term autocorrelation and cross-variable relationships. The forecast uncertainty structure embedded in the original — including the error distributions derived for multi-day ahead simulation and the 7-day ahead platform forecasts — is reflected in the synthetic output through the preservation of inter-variable correlations during resampling, making the dataset suitable as a statistically consistent substitute for multi-horizon forecasting experiments.