RUSSO Marianna
Ph.D., Finance
Marianna is an Associate Professor at NEOMA Business School. She completed her Ph.D. in Finance at Bayes Business School (formerly Cass) in London, UK. Her research interests lie at the intersection of energy economics, renewable energy integration, commodity markets, and climate finance. Her work has been featured in prestigious 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 knowledge by teaching courses in financial econometrics, microeconomics, and energy economics to both undergraduate and graduate students. Before transitioning to academia, she worked as an energy economist at Eni, a major international energy corporation. Marianna’s extensive experience in both academia and industry allows her to provide students with a well-rounded perspective that bridges theoretical knowledge and practical application.
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Areas of research
- Quantitative finance
- Applied econometrics
- Energy market design
- Energy economics
- Commodity economics
- Financial modelling
- Climate and sustainable finance
Recent academic contributions
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RUSSO, M., M. T. DEVINE, P. CUFFE, "Trading electricity using tranched power delivery contracts", Applied Economics, August 2024, pp. 1-7
DOI : 10.1080/00036846.2024.2385746 -
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
Article
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RUSSO, M., M. T. DEVINE, P. CUFFE, "Trading electricity using tranched power delivery contracts", Applied Economics, August 2024, pp. 1-7
DOI : 10.1080/00036846.2024.2385746 -
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