How do I style the title of a trilogy or informally titled series?

When a trilogy is published in one volume with a title of its own, the course of action is clear: italicize the title of the trilogy as if it were a work. Naguib Mahfouz’s The Cairo Trilogy, containing the novels Palace Walk, Palace of Desire, and Sugar Street, is an example. So are Ursula K. Le Guin’s The Earthsea Trilogy and Pat Barker’s The Regeneration Trilogy. Margaret Atwood’s The MaddAddam Trilogy is another but different example: its three novels—Oryx and Crake, . . .