The intermittence of the renewable sources due to its unpredictability increases the instability of the actual grid and energy supply. Besides, in a deregulated and competitive framework, producers and consumers require short-term forecasting tools to derive their bidding strategies to the electricity market. This paper proposes a novel hybrid computational tool, based on a combination of evolutionary particle swarm optimization with an adaptive-network-based fuzzy inference system, for wind power forecasting and electricity prices forecasting in the short-term. The results from two real-world case studies are presented, in order to illustrate the proficiency of the proposed computational tool.