Ouvrir le menu

RUSSO Marianna

Ph.D., Finance

Marianna serves as an Assistant Professor in Finance at NEOMA Business School, having earned her Ph.D. in finance from the Bayes (formerly Cass) Business School, London (UK). Her research focus encompasses the economics of energy systems and markets, system integration of renewables, commodity economics, and climate economics and finance. Marianna's work has been published in reputable journals including the European Journal of Operational Research, The Energy Journal, and Energy Economics. Marianna is also a certified FinTech professional from Harvard University. At NEOMA, she shares her expertise by teaching financial econometrics, microeconomics, and energy economics to both graduate and undergraduate students. Prior to her academic role, Marianna held the position of energy economist at Eni, a prominent international energy company. Her extensive background brings a balanced perspective to the intersection of academia and industry.

Areas of research

  • Quantitative finance
  • Applied econometrics
  • Energy market design
  • Energy economics
  • Commodity economics
  • Financial modelling
  • Climate and sustainable finance

Recent academic contributions

  • 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
  • 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
  • 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