Electricity production was once dominated by Utilities that owned generation, transmission and distribution facilities. However, deregulation process has changed the system and open for competition. The increase in the number of market participants in the emerging competitive markets has fundamentally changed the electricity supply pattern as well as the structure of the electricity supply chain. In response to changing environments, this paper aims to present vertical integration as a business model that might be suitable for energy intensive consumers to respond to changing market conditions and secure a continuous supply at an optimal cost.