Abstarct: The significant amount of electrical energy consumption by heavy industries (HIs), importing currency into their country through product export, the requirements as well as the new platforms created for the energy supply of HIs, such as the energy exchange, are factors that make the energy procurement of HIs a serious issue. In this thesis, the energy procurement planning of HIs in Iran is modeled to determine the energy resources investment, as well as the energy trades in the electricity markets spanning from short-term to long-term. Uncertainties in available power production of energy resources, market prices and load are tackled by a two-stage risk-constrained stochastic programming approach. In first stage, the quantity traded through long-term bilateral and feed-in-tariff contracts, and investment of diverse energy resources are decided while in second stage, monthly certificate of capacity and energy transit, as well as the energy traded in the energy exchange and day-ahead wholesale energy market is anticipated for the planning horizon. Demand response programs and constraints of self-sufficient industries are also considered. The proposed model is implemented in Shahrood cement factory located in Iran. For a risk-neutral strategy, gas turbine and photovoltaic generating units are installed with the capacity of 10 and 2 MW, respectively, additionally 27.2 MW power level is purchased from bilateral contracts and 54818.69 MWh energy level is sold by feed-in-tariff contracts. By taking a risk-averse strategy, the purchased power level by the bilateral contracts increases, while the sold energy level from feed-in-tariff contracts decreases. Moreever, the energy resources investment does not change. By taking a risk-averse strategy, the expected profit and conditional value-at-risk metric decreases and increases by %7.32 and %5.45, respectively.