When you switch to a new tariff, you are entering into a contract with a supplier with specific clauses according to the intended service. In most situations of energy supply in normal low voltage (common for domestic consumers), the contracts do not have loyalty period.
However, if a loyalty period is foreseen in your current contract and if you want to switch to a new supplier, you will have to compensate your current supplier to resolve the agreement.
Loyalty is usually associated with the provision of additional services, and the associated costs must be well defined in the contract. If you can not find your contract, check that you have the standard contract form, always available from the suppliers, where is all the information regarding to the tariff.