International Energy Security Risk Index 2012
The International Energy Security Risk Index, a first-of-its-kind energy risk indicator, uses quantifiable data, historical trend information, and government projections to identify the policies and other factors that contribute positively or negatively to international energy security.
For an interactive chart, see:
Here detailed analysis of a selection of countries:
On the other hand, these indices have to be taken with a grain of salt. Here is a study that puts in contrast the energy risk of, for instance The Netherlands, extremely low.
Come to think of it, countries like Iran, Iraq and Saudi-Arabia having the highest energy security risk, one wonders what the people of the chamber of commerce have been smoking.