RUSSO Marianna
Ph.D., Finance
Finance
Ph.D., Finance
Marianna is Assistant Professor in Finance at NEOMA Business School. She holds a Ph.D. in finance from the Bayes (formerly Cass) Business School, UK. At NEOMA, she teaches econometrics and microeconomics for graduate and undergraduate students. Her research interests span green finance and climate risk, peer-to-peer trading, and energy markets design. Her research appears, among others, in The Energy Journal and Energy Economics. Marianna is also a certified FinTech professional from Harvard University. Prior to her academic career, Marianna was strategist at Eni, an international energy company.
Areas of research
- Quantitative finance
- Applied econometrics
- Economics of energy markets
- Energy market design
- Sustainable finance
Recent academic contributions
-
KRAFT, E., M. RUSSO, D. KELES, V. BERTSCH, "Stochastic optimization of trading strategies in sequential electricity markets", European Journal of Operational Research, July 2023, vol. 308, no. 1, pp. 400-421
DOI : 10.1016/j.ejor.2022.10.040 -
HALSER, C., F. PARASCHIV, M. RUSSO, "Oil–gas price relationships on three continents: Disruptions and equilibria", Journal of Commodity Markets, September 2023, vol. 31, no. 100347, pp. 100347
DOI : 10.1016/j.jcomm.2023.100347 -
RUSSO, M., E. KRAFT, V. BERTSCH, D. KELES, "Short-term Risk Management of Electricity Retailers Under Rising Shares of Decentralized Solar Generation", Energy Economics, May 2022, vol. 109
DOI : 10.1016/j.eneco.2022.105956
Article
-
KRAFT, E., M. RUSSO, D. KELES, V. BERTSCH, "Stochastic optimization of trading strategies in sequential electricity markets", European Journal of Operational Research, July 2023, vol. 308, no. 1, pp. 400-421
DOI : 10.1016/j.ejor.2022.10.040 -
HALSER, C., F. PARASCHIV, M. RUSSO, "Oil–gas price relationships on three continents: Disruptions and equilibria", Journal of Commodity Markets, September 2023, vol. 31, no. 100347, pp. 100347
DOI : 10.1016/j.jcomm.2023.100347 -
RUSSO, M., E. KRAFT, V. BERTSCH, D. KELES, "Short-term Risk Management of Electricity Retailers Under Rising Shares of Decentralized Solar Generation", Energy Economics, May 2022, vol. 109
DOI : 10.1016/j.eneco.2022.105956 -
RUSSO, M., V. BERTSCH, "A looming revolution: Implications of self-generation for the risk exposure of retailers", Energy Economics, October 2020, vol. 92, pp. 104970
DOI : 10.1016/j.eneco.2020.104970 -
MENEZES, L. M. D., M. RUSSO, G. URGA, "Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: The Case of the UK National Balancing Point", The Energy Journal, January 2019, vol. 40, no. 1, pp. 143-169.
DOI : 10.5547/01956574.40.1.lmen -
DEVINE, M. T., M. RUSSO, "Liquefied natural gas and gas storage valuation: Lessons from the integrated Irish and UK markets", Applied Energy, March 2019, vol. 238, pp. 1389-1406
DOI : 10.1016/j.apenergy.2019.01.157
Academic conferences
- RUSSO, M., L. M. D. MENEZES, G. URGA, "Liquidity in the NBP forward market" in 13th International Conference on European Energy Market (EEM), 2016, Porto, Portugal