Lack of access to basic energy services, known as energy poverty, remains felt in the country, with seasonal changes and an economic divide. The frameworks to measure energy poverty differ spatially and temporally, with climate change and behavioral culture being the essential influencing factors. This paper is focused on heating and cooling energy demands, which can be defined as an energy poverty metric for the propensity to be at risk of energy poverty caused by climate regime. Employing sophisticated statistical space–time forecasting tools, we build a model incorporating spatial and temporal energy consumption volatility across Romanian regions at the NUTS3 level. The model considers climatic conditions and raw data from 45 years (1979–2023) of cooling and heating degree days to determine local trajectories for the next nine years. Identifying high-energy-poverty-risk areas in our research can provide valuable insights for policymakers, enabling them to develop targeted plans for eliminating energy poverty and ensuring equitable access to heating and cooling. The results underline the necessity of differentiated approaches in energy policies and add value to the general understanding of energy poverty issues and conditions, considering the Romanian climatic and socio-economic context.