Hundreds of organizations and analysts use energy projections, such as those contained in the US Energy Information Administration (EIA)'s Annual Energy Outlook (AEO), for investment and policy decisions. Retrospective analyses of past AEO projections have shown that observed values can differ from the projection by several hundred percent, and thus a thorough treatment of uncertainty is essential. We evaluate the out-of-sample forecasting performance of several empirical density forecasting methods, using the continuous ranked probability score (CRPS). The analysis confirms that a Gaussian density, estimated on past forecasting errors, gives comparatively accurate uncertainty estimates over a variety of energy quantities in the AEO, in particular outperforming scenario projections provided in the AEO. We report probabilistic uncertainties for 18 core quantities of the AEO 2016 projections. Our work frames how to produce, evaluate, and rank probabilistic forecasts in this setting. We propose a log transformation of forecast errors for price projections and a modified nonparametric empirical density forecasting method. Our findings give guidance on how to evaluate and communicate uncertainty in future energy outlooks.forecast uncertainty | density forecasts | scenarios | continuous ranked probability score | fan chart P rojections of quantities such as electricity and fuel demands, commodity prices, and specific energy consumption and production rates are widely used to inform private and public investment decisions, long-term strategies, and policy analysis (1-3). Policy analysts and decision makers often use modeled projections as forecasts with little or no discussion about the associated uncertainty (2, 4, 5). [Energy outlooks are often referred to as projections because they refrain from incorporating future policy changes into the reference scenario. In contrast, the term forecast denotes a best estimate allowing for all changes of the state of the world (6). While we are aware of this difference, our analysis treats the reference scenario as the best estimate forecast. We use the terms forecast and projection interchangeably.] Here we are concerned with national-scale forecasts in the energy industry that span a range from years to decades. Two of the most influential sets of energy projections are those of the US Energy Information Administration (EIA) and the International Energy Agency (IEA), complemented by those made by private oil and gas companies, such as Shell, ExxonMobil, and Statoil. When assessed retrospectively, such energy projections have sometimes shown very large deviations from the realized values (7-9). Providing information on the likely uncertainty associated with such projections would help individuals and organizations use them in a more informed manner (10-12).All of the energy outlooks mentioned above provide point projections without a probabilistic treatment of uncertainty. Often, point forecasts are labeled as a "reference scenario" and are accompanied by alternative scenarios. ...