The weather in Moscow appears to be getting worse and the Washington Post reports:

Over the previous day, electricity consumption nationwide hit 146,000 megawatts _ a record high since the Soviet collapse 15 years ago, the head of national electricity monopoly RAO Unified Energy Systems, Anatoly Chubais, said in televised comments.
Electricity consumption in Moscow, where a construction boom is in full swing and the gray streets of the Soviet era have turned into glitzy thoroughfares festooned with bright lights, reached a record of more than 15,300 megawatts, RAO UES said in a statement.

Such demand is leading to some restrictions on power use. However they, in turn, are passing the blame:

Chubais, who faced criticism over a massive Moscow power outage last June, suggested that the state-controlled natural gas monopoly Gazprom could be partly to blame for any energy shortage during cold spell since it cut supplies.
Gazprom spokesman Sergei Kupriyanov said the company was fulfilling all its obligations but that some industrial facilities would have to use reserves.
The cold snapped power cables for some trolley bus lines and forced authorities in the region surrounding Moscow to replace them with gas-powered buses.

There is, however, an additional  "knock on" effect from the bad weather.  In order to supply their own domestic market Russia is reported to have cut supplies to parts of Europe by 20%. Bear in mind that the EU is supplied with about 40% of its gas from Russia at present.  

The Russians are now denying the charge, but Italy, on the far end of the pipeline has seen a drop in supply, sufficient that it is dipping into reserves.