European Energy Risk Index (EERI)

The EERI tracks geopolitical risk, gas supply disruptions, and market stress across European energy systems. Updated daily, it provides a single composite score from 0 to 100 measuring systemic risk in European energy markets.

European Energy Risk Index
61 / 100
SEVERE
0 = minimal risk · 100 = extreme systemic stress
Last updated: 2026-03-12
Public value delay: 24 hours
vs yesterday -2
7-day change -1
30-day range 55–84

What EERI Measures

EERI aggregates alert severity, regional conflict concentration, and energy asset exposure into a single daily index focused on European energy systems. It captures geopolitical tensions, gas supply disruptions, sanctions impacts, and market volatility affecting natural gas, crude oil, LNG, and power infrastructure across Europe.

⚔️
Geopolitical Risk
High
Energy Supply
Medium
📊
Market Stress
Low
📈

EERI History (14 days)

Public 14-day EERI history (24h delayed)

🧠

EERI Interpretation

Today’s EERI reading signals a period of acute structural risk for European energy markets, with the "Severe" risk band underscoring the gravity of current disruptions. The market faces a convergence of unprecedented supply shocks and geopolitical volatility, with immediate impacts on both oil and gas flows into Europe. Energy security is under intense pressure as traditional supply routes are strained and price volatility spikes, threatening industrial stability and raising the specter of downstream effects for European consumers and manufacturers. The elevated contagion factor highlights the vulnerability of interconnected markets, particularly as transmission assets and regional flows come under stress. For market participants, this environment demands heightened vigilance, as the resilience of European supply chains is being tested in real time.

📊 Weekly Risk Snapshot

How European energy risk evolved this week and how markets responded.

⚡ Weekly EERI Overview
Week: Mar 02 – Mar 08, 2026
Average Risk
62 (SEVERE)
Trend vs Prior Week
→ Stable
Weekly High
63 (Mon)
Weekly Low
59 (Sun)
Risk Regime Distribution
SEVERE
6 days
ELEVATED
1 day
Cross-Asset Risk Confirmation

Did markets validate the risk environment this week?

TTF Gas
+20.93%
✅ Confirming
Gas markets strengthened alongside elevated risk, reflecting supply sensitivity.
Brent Oil
+38.78%
✅ Confirming
Oil markets reacted to energy stress with upward price pressure.
VIX
+37.55%
✅ Confirming
Broader risk sentiment reacted to energy stress.
EUR/USD
-1.48%
🟡 Neutral
EUR/USD remained stable despite energy market stress.
EU Gas Storage
-1.67%
✅ Confirming
Accelerated withdrawal validates supply concern.
LNG (JKM)
+17.59%
✅ Confirming
LNG spot prices rose alongside European energy risk, reflecting global competition for cargoes.
EERI vs TTF Gas
EERI vs Brent Oil
EERI vs EU Storage
EERI vs VIX
EERI vs EUR/USD
Markets Confirming Risk
Markets broadly validated elevated risk conditions, with TTF Gas, Brent Oil, VIX, EU Gas Storage, LNG (JKM) confirming the risk environment.
Historical Context

Historically, weeks where EERI spends multiple days in SEVERE territory are associated with:

  • Gas markets may show sustained directional pressure
  • Oil markets often display heightened sensitivity
  • Risk sentiment tends toward gradual normalization
  • Supply-chain indicators warrant close monitoring
Next-Week Historical Tendencies (Not Forecasts)
TTF Gas
55–65% probability of elevated volatility
Medium
Brent Oil
45–55% mixed directional bias
Low
VIX
50–60% probability of elevated levels
Medium
EUR/USD
50–60% probability of weaker EUR
Low
EU Gas Storage
50–60% probability of seasonal draws
Medium
LNG (JKM)
55–65% probability of elevated spot prices
Medium

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