A major transformation to mitigate climate change implies a rapid decarbonisation of the energy system and thus increasing the use of renewable energy sources, such as wind power. However, renewable resources are strongly dependent on local and large-scale weather conditions, which might be influenced by climate change. Thus, weather-related risk assessments are essential for the energy sector, in particular, for power system management decisions for which forecasts of climatic conditions from several weeks to months (i.e. sub-seasonal scales) are of key importance. Here, we propose a data-driven approach to predict wind speed at longer lead-times that can benefit the energy sector. Furthermore, we aim to explore the potential of machine learning algorithms, particularly deep learning methods, to predict periods of low wind speed conditions that have a strong impact on the energy sector.