There is no need to emphasize strongly the economical aspect of energy consumption forecasting in the current conditions of price formation for natural gas distribution companies. Knowledge of the future maximal values of a natural gas load over a day, a week or a month prediction horizon is very important for dispatchers in power distribution companies, who use this information for operating and planning. In our contribution we discuss a possibility to connect the natural gas consumption prediction module with a risk management module. The distribution function of the prediction errors (coming from the prediction module) is estimated and probability P (load > threshold) is derived. The optimal selection of possible regulations of individual consumers is performed by maximizing the economical profit or minimizing the company loss. The number of a possible combination is very large and therefore we use genetic algorithms (GA) as a powerful tool. The results from the two examples are shown: the optimal regulation design strategy (minimal loss) and the optimal gas selling strategy design (maximal profit).