Energy production is evolving over time: the number of players involved is increasing and new variables, such as the rate of production from renewable resources, are introducing the influence of uncontrollable events as weather conditions. Consequently, this fact leads to an increasing of the volatility of the production and, as a result, of the price, with more variables to take into account. In previous times, energy production was handled locally, and the energy price was settled daily. On the contrary, nowadays the interconnection throughout all Europe has created new opportunities for energy traders, particularly with the advent, as anticipated, of the volatile renewable resources.