Concepedia

Viviana Fanelli

VF

10

Publications

208

Citations

10

H-Index

2010

Active since

Affiliations

University of Bari Aldo Moro(Current)

University of Foggia

University of Macerata

Viviana Fanelli is an author at University of Bari Aldo Moro specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessEngineeringAsset PricingFinancial EngineeringEconomicsForecastingManagementOption PricingEconomic Analysis

Publications per year

2010–2023

10

Publications

10

A time delay model for the diffusion of a new technology

Viviana Fanelli, Lucia Maddalena · Nonlinear Analysis Real World Applications · 2011 · 30 citations

Technology Diffusion, Engineering, Time Delay Model +9

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

On the seasonality in the implied volatility of electricity options

Viviana Fanelli, Maren Diane Schmeck · Quantitative Finance · 2019 · 29 citations

Volatility Modeling, Engineering, Time Series Econometrics +18

A nonlinear dynamic model for credit risk contagion

Viviana Fanelli, Lucia Maddalena · Mathematics and Computers in Simulation · 2020 · 26 citations

Nonlinear Dynamic Model, Management, Credit Market +4

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

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