Comparative Analysis of Changes in Prices for Fuel and Energy Commodities for Sustainable Company Development of the Power Sector

The article analyzes energy commodities at the producer and consumer prices. The characteristic features of the dynamics of energy commodities for 2000–2019 are considered: expected return, risk, return risk ratio, quantitative ratio of dynamics of producer, and purchaser prices. These indicators will be used to select the energy commodities for the development of decision-making systems. The choice is carried out based on the “risk-return” model, which is based on the fundamental propositions of the portfolio theory, the principle of constructing the “winner’s portfolio”, momentum strategies and the concept of “optimization of the learning sample length”. The analysis made it possible to establish the leading energy commodities and draw up a rating table of preference patterns from the standpoint of the producer and the consumer. The advantage of investing in business related to the sale of the considered energy commodities is noted. This approach makes it possible to project obtaining a higher expected return than directly industrial production with a more favourable ratio of the expected return to the risk level. The producer price growth and the consumer price growth were compared based on synthesized empirical models. The reasons that form the demand for energy commodities at present and the increased need for them in the future are investigated. © The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2022.