I had the same problem, go onto www.hcenergia.com and register (you will need your NIE and / or passport number). Then you will be sent an e-mail with an activation code, then you can access your account on line and print off all of you previous / future bills and arrange for the address to be changed to your own.
I am not sure exactly what has happened, but I wonder if the address never got changed when Roda hand the properties over. We also had a problem at first with HC Energia not accepting our NIE (saying it was not the one they had on their records), so perhaps Roda did not change this either when handed over, but an e-mail or two with proof should sort it out.
Hope this help
Les