Details about Marianna Russo

Access statistics for papers by Marianna Russo.

Last updated 2025-02-10. Update your information in the RePEc Author Service.

Short-id: pru314

Working Papers

2021

1. Short-term risk management for electricity retailers under rising shares of decentralized solar generation
   Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP) View citations (1)
   See also Journal Article Short-term risk management of electricity retailers under rising shares of decentralized solar generation, Energy Economics, Elsevier (2022) View citations (7) (2022)
2. Stochastic optimization of trading strategies in sequential electricity markets
   Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP) View citations (3)
   See also Journal Article Stochastic optimization of trading strategies in sequential electricity markets, European Journal of Operational Research, Elsevier (2023) View citations (7) (2023)

2019

3. Blockchain electricity trading using tokenised power delivery contracts
   Papers, Economic and Social Research Institute (ESRI)
4. Liquefied natural gas and gas storage valuation: Lessons from the integrated Irish and UK markets
   Papers, Economic and Social Research Institute (ESRI) View citations (6)
   See also Journal Article Liquefied natural gas and gas storage valuation: Lessons from the integrated Irish and UK markets, Applied Energy, Elsevier (2019) View citations (7) (2019)
5. Measuring liquidity in gas markets: The case of the UK National Balancing Point
   Papers, Economic and Social Research Institute (ESRI) View citations (1)

2018

6. A looming revolution: Implications of self-generation for the risk exposure of retailers
   Papers, Economic and Social Research Institute (ESRI) View citations (2)
   See also Journal Article A looming revolution: Implications of self-generation for the risk exposure of retailers, Energy Economics, Elsevier (2020) View citations (6) (2020)
7. LNG and gas storage optimisation and valuation: lessons from the integrated Irish and UK markets
   Papers, Economic and Social Research Institute (ESRI)

2016

8. Identifying Drivers of Liquidity in the NBP Month-ahead Market
   EcoMod2016, EcoMod

Journal Articles

2023

1. Oil–gas price relationships on three continents: Disruptions and equilibria
   Journal of Commodity Markets, 2023, 31, (C)
2. Stochastic optimization of trading strategies in sequential electricity markets
   European Journal of Operational Research, 2023, 308, (1), 400-421 View citations (7)
   See also Working Paper Stochastic optimization of trading strategies in sequential electricity markets, Working Paper Series in Production and Energy (2021) View citations (3) (2021)

2022

3. Short-term risk management of electricity retailers under rising shares of decentralized solar generation
   Energy Economics, 2022, 109, (C) View citations (7)
   See also Working Paper Short-term risk management for electricity retailers under rising shares of decentralized solar generation, Working Paper Series in Production and Energy (2021) View citations (1) (2021)

2020

4. A looming revolution: Implications of self-generation for the risk exposure of retailers
   Energy Economics, 2020, 92, (C) View citations (6)
   See also Working Paper A looming revolution: Implications of self-generation for the risk exposure of retailers, Papers (2018) View citations (2) (2018)

2019

5. Liquefied natural gas and gas storage valuation: Lessons from the integrated Irish and UK markets
   Applied Energy, 2019, 238, (C), 1389-1406 View citations (7)
   See also Working Paper Liquefied natural gas and gas storage valuation: Lessons from the integrated Irish and UK markets, Papers (2019) View citations (6) (2019)
6. Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: The Case of the UK National Balancing Point
   The Energy Journal, 2019, Volume 40, (Number 1) View citations (2)
   Also in The Energy Journal, 2019, 40, (1), 143-170 (2019)