| A time delay model for the diffusion of a new technology V Fanelli, L Maddalena Nonlinear Analysis: Real World Applications 13 (2), 643-649, 2012 | 39 | 2012 |
| Modelling electricity futures prices using seasonal path-dependent volatility V Fanelli, L Maddalena, S Musti Applied energy 173, 92-102, 2016 | 29 | 2016 |
| Asian options pricing in the day-ahead electricity market V Fanelli, L Maddalena, S Musti Sustainable cities and society 27, 196-202, 2016 | 22 | 2016 |
| Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model C Chiarella, V Fanelli, S Musti European Journal of Operational Research 208 (2), 95-108, 2011 | 20 | 2011 |
| A nonlinear dynamic model for credit risk contagion V Fanelli, L Maddalena Mathematics and Computers in Simulation 174, 45-58, 2020 | 19 | 2020 |
| On the seasonality in the implied volatility of electricity options V Fanelli, MD Schmeck Quantitative Finance 19 (8), 1321-1337, 2019 | 17 | 2019 |
| A defaultable HJM modelling of the libor rate for pricing basis swaps after the credit crunch V Fanelli European Journal of Operational Research 249 (1), 238-244, 2016 | 17 | 2016 |
| Long memory and crude oil’s price predictability R Cerqueti, V Fanelli Annals of Operations Research 299, 895-906, 2021 | 13 | 2021 |
| Pricing a swing contract in a gas sale company V Fanelli, AK Ryden Economics, Management and Financial Markets 13 (2), 40-55, 2018 | 12 | 2018 |
| Long run analysis of crude oil portfolios R Cerqueti, V Fanelli, G Rotundo Energy Economics 79, 183-205, 2019 | 9 | 2019 |
| Commodity‐Linked Arbitrage Strategies and Portfolio Management V Fanelli Handbook of Multi‐Commodity Markets and Products: Structuring, Trading and …, 2014 | 6 | 2014 |
| Seasonality in commodity prices: new approaches for pricing plain vanilla options C Frau, V Fanelli Annals of Operations Research, 1-43, 2023 | 5 | 2023 |
| On the seasonality in the implied volatility of electricity options V Fanelli, MD Schmeck Viviana Fanelli & Maren Diane Schmeck (2019) On the seasonality in the …, 2018 | 5 | 2018 |
| Financial modelling in commodity markets V Fanelli Chapman and Hall/CRC, 2020 | 4 | 2020 |
| Electricity market equilibrium model with seasonal volatilities V Fanelli, S Musti, L Maddalena Procedia engineering 118, 1217-1224, 2015 | 4 | 2015 |
| The environmental policy of the Norwegian Government Pension Fund‐Global and investors' reaction over time F Miglietta, G Di Martino, V Fanelli Business Strategy and the Environment 32 (6), 3721-3736, 2023 | 3 | 2023 |
| Modelling electricity forward curve dynamics in the Italian markets V Fanelli, S Musti Atti del XXXII Convegno annuale AMASES, Trento, 1-4 settembre???, 2008 | 3 | 2008 |
| Norwegian Pension Fund’s Portfolio: What Happens to the Companies Divested for Environmental Concerns? S Dell’Atti, V Fanelli, F Miglietta Contemporary Issues in Sustainable Finance: Financial Products and Financial …, 2021 | 2 | 2021 |
| Implications of implicit credit spread volatilities on interest rate modelling V Fanelli European Journal of Operational Research 263 (2), 707-718, 2017 | 2 | 2017 |
| Why did CPDOs fail? An analysis focused on credit spread modeling V Fanelli, S Musti International Review of Applied Financial Issues and Economics 2 (4), 784, 2010 | 2 | 2010 |
Lucia MaddalenaUniversità degli Studi di FoggiaVerified email at unifg.it
