Abstract: An energy risk management system includes a processing circuit comprising a processor and a memory. The memory is configured to store an energy management application that is executable by the processor to cause the processor to generate a generate a plurality of market scenarios based on a plurality of different sets of market assumptions by adjusting values of a forecast using adjustment data so incorporate an assumption dependency structure into the forecast. The energy management application also causes the processor to generate, for each of the market scenarios, an expected performance value for an energy asset, determine that the expected performance value has a predetermined characteristic for at least one of the market scenarios, and, generate an output. The output may include an alert, an energy asset suggestion, a power production command, and a visualization of a distribution of the generated expected performance value.