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van der Heijden, T.J.T. (author), Palensky, P. (author), van de Giesen, N.C. (author), Abraham, E. (author)In this manuscript we propose a methodology to generate electricity price scenarios from probabilistic forecasts. Using a Combined Quantile Regression Deep Neural Network, we forecast hourly marginal price distribution quantiles for the DAM on which we fit parametric distributions. A Non-parametric Bayesian Network (BN) is applied to sample from...conference paper 2022