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Mariana Russo, Professor in NEOMA Finance Department, and her co-authors, have been awarded the EEX (European Energy Exchange) Excellence Award for their study entitled “Stochastic optimization of trading strategies in sequential electricity markets” that was published in the November 2022 issue of the European Journal of Operational Research.

We provide new insights into understanding short-term trading decisions in electricity markets during uncertainty. These findings concern a number of stakeholders in particular, be they traders, policy makers or academics, who are interested in investment decisions for electricity systems based on a range of renewable energy productions.” Marianna Russo says

The EEX Award honours outstanding research papers that deal with current political, regulatory, technical or economic questions in the fields of energy and agricultural products as well as exchange trading of both and sustainability. It was set up by the European Energy Exchange Group, Europe’s leading energy commodity trading market for electricity, gas, freight and agricultural products, as well as for emission allowances under the EU ETS.

Receiving this prestigious award from such a major group that has operations in 16 different countries is a recognition of the impact of NEOMA professors’ research on the business world.


Emil Kraft, Marianna Russo, Dogan Keles, Valentin Bertsch. Stochastic optimization of trading strategies in sequential electricity markets. European Journal of Operational Research, Volume 308, Issue 1, 2023, Pages 400-421. https://doi.org/10.1016/j.ejor.2022.10.040.