Concepedia

Silvana Musti

SM

4

Publications

90

Citations

4

H-Index

2006

Active since

Affiliations

University of Foggia(Current)

University of Bari Aldo Moro

Silvana Musti is an author at University of Foggia specializing in economics, business, and finance.

Top concepts

FinanceBusinessEconomicsAsset PricingSmart GridStatisticsEngineeringForecastingEnergy PolicyMacroeconomics

Publications per year

2006–2016

4

Publications

4

Modelling electricity futures prices using seasonal path-dependent volatility

Viviana Fanelli, Lucia Maddalena, Silvana Musti · Applied Energy · 2016 · 29 citations · Full text

Volatility Modeling, Engineering, Smart Grid +5

Term structure of interest rates and the expectation hypothesis: The euro area

Silvana Musti, Rita L. D’Ecclesia · European Journal of Operational Research · 2006 · 23 citations

Economics, Term Structure Model, Expectation Hypothesis +8

Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model

Carl Chiarella, Viviana Fanelli, Silvana Musti · European Journal of Operational Research · 2010 · 23 citations

Economics, Hjm Framework, Term Structure Model +9

Asian options pricing in the day-ahead electricity market

Viviana Fanelli, Lucia Maddalena, Silvana Musti · Sustainable Cities and Society · 2016 · 15 citations

Option Pricing, Economics, Asset Pricing +7

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