Silvia Muzzioli

1.3k total citations
62 papers, 880 citations indexed

About

Silvia Muzzioli is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Silvia Muzzioli has authored 62 papers receiving a total of 880 indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 34 papers in Economics and Econometrics and 15 papers in Management Science and Operations Research. Recurrent topics in Silvia Muzzioli's work include Financial Risk and Volatility Modeling (25 papers), Stochastic processes and financial applications (20 papers) and Market Dynamics and Volatility (19 papers). Silvia Muzzioli is often cited by papers focused on Financial Risk and Volatility Modeling (25 papers), Stochastic processes and financial applications (20 papers) and Market Dynamics and Volatility (19 papers). Silvia Muzzioli collaborates with scholars based in Italy, Belgium and United States. Silvia Muzzioli's co-authors include Costanza Torricelli, Roberto Ricci, Gisella Facchinetti, Bernard De Baets, Andrea Cipollini, Elyas Elyasiani, Vittorio Moriggia, Gianluca Marchi, Sergio Polidoro and Fabio Tramontana and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Silvia Muzzioli

54 papers receiving 818 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Silvia Muzzioli Italy 17 363 360 354 281 104 62 880
Ralf Östermark Finland 16 304 0.8× 238 0.7× 232 0.7× 64 0.2× 127 1.2× 98 817
Shushang Zhu China 16 593 1.6× 314 0.9× 1.0k 2.9× 269 1.0× 215 2.1× 39 1.3k
Ulrich Rieder Germany 14 403 1.1× 302 0.8× 418 1.2× 124 0.4× 136 1.3× 43 996
Carlo Acerbi Germany 6 1.2k 3.4× 872 2.4× 1.4k 3.9× 259 0.9× 55 0.5× 7 2.0k
Dirk Tasche Germany 13 1.3k 3.6× 872 2.4× 1.3k 3.6× 243 0.9× 46 0.4× 29 2.0k
Shaun S. Wang Singapore 9 507 1.4× 621 1.7× 731 2.1× 137 0.5× 20 0.2× 13 1.2k
Jing‐Rung Yu Taiwan 11 117 0.3× 101 0.3× 278 0.8× 62 0.2× 55 0.5× 25 413
Dashan Huang United States 16 1.2k 3.2× 984 2.7× 679 1.9× 70 0.2× 45 0.4× 46 1.7k
Steven Vanduffel Belgium 21 893 2.5× 559 1.6× 1.0k 2.9× 252 0.9× 10 0.1× 147 1.5k
Tomasz R. Bielecki United States 24 1.8k 4.9× 603 1.7× 554 1.6× 107 0.4× 93 0.9× 89 2.4k

Countries citing papers authored by Silvia Muzzioli

Since Specialization
Citations

This map shows the geographic impact of Silvia Muzzioli's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Silvia Muzzioli with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Silvia Muzzioli more than expected).

Fields of papers citing papers by Silvia Muzzioli

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Silvia Muzzioli. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Silvia Muzzioli. The network helps show where Silvia Muzzioli may publish in the future.

Co-authorship network of co-authors of Silvia Muzzioli

This figure shows the co-authorship network connecting the top 25 collaborators of Silvia Muzzioli. A scholar is included among the top collaborators of Silvia Muzzioli based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Silvia Muzzioli. Silvia Muzzioli is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Muzzioli, Silvia, et al.. (2025). An OWA Analysis of the VSTOXX Volatility Index. International Journal of Information Technology & Decision Making. 24(4). 963–995.
2.
Muzzioli, Silvia, Stefano Conti, Claudio Argentino, & Daniela Fontana. (2025). Large-scale methane venting and clathrite-like structures recorded in the late Miocene foredeep deposits of the northern Apennines (Marnoso-arenacea Fm, Italy). Geo-Marine Letters. 45(4).
3.
Феррара, Массимилиано, et al.. (2025). Navigating Climate Risk in Financial Markets: New Theories and Insights for Asset Pricing. Journal of Economic Surveys.
4.
Muzzioli, Silvia, et al.. (2025). News sentiment indicators and the cross-section of stock returns in the European stock market. International Review of Economics & Finance. 101. 104207–104207.
5.
Muzzioli, Silvia, et al.. (2024). A TOPSIS analysis of regional competitiveness at European level. Competitiveness Review An International Business Journal incorporating Journal of Global Competitiveness. 34(7). 52–72. 2 indexed citations
6.
Феррара, Массимилиано, et al.. (2024). Machine Learning Predictive Modeling for assessing Climate Risk in Finance. WSEAS TRANSACTIONS ON ENVIRONMENT AND DEVELOPMENT. 20. 852–862.
7.
Muzzioli, Silvia, et al.. (2023). A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices. International Journal of Forecasting. 40(3). 869–880. 14 indexed citations
8.
Muzzioli, Silvia, et al.. (2020). Investor sentiment and trading behavior. Chaos An Interdisciplinary Journal of Nonlinear Science. 30(9). 93103–93103. 2 indexed citations
9.
Elyasiani, Elyas, et al.. (2018). The Risk-Asymmetry Index as a New Measure of Risk. IRIS UNIMORE (University of Modena and Reggio Emilia). 22. 173–210. 7 indexed citations
10.
Muzzioli, Silvia, et al.. (2018). Indices for Financial Market Volatility Obtained Through Fuzzy Regression. International Journal of Information Technology & Decision Making. 17(6). 1659–1691. 6 indexed citations
11.
Elyasiani, Elyas, et al.. (2018). The properties of a skewness index and its relation with volatility and returns. Iris Unimore (University of Modena and Reggio Emilia). 1–30.
12.
Cipollini, Andrea, et al.. (2018). Asymmetric semi-volatility spillover effects in EMU stock markets. International Review of Financial Analysis. 57. 221–230. 30 indexed citations
13.
Elyasiani, Elyas, et al.. (2017). The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods. SHILAP Revista de lepidopterología. 1(4). 454–473. 7 indexed citations
14.
Elyasiani, Elyas, et al.. (2016). Moment Risk Premia and the Cross-Section of Stock Returns. Iris Unimore (University of Modena and Reggio Emilia). 1 indexed citations
15.
Elyasiani, Elyas, et al.. (2016). Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions. IRIS UNIMORE (University of Modena and Reggio Emilia). 1 indexed citations
16.
Muzzioli, Silvia. (2010). Option-based forecasts of volatility: an empirical study in the DAX-index options market. European Journal of Finance. 16(6). 561–586. 30 indexed citations
17.
Muzzioli, Silvia, et al.. (2007). Solving parametric fuzzy systems of linear equations by a nonlinear programming method. Computational Economics. 29(2). 107–117. 4 indexed citations
18.
Muzzioli, Silvia, et al.. (2004). Fuzzy binary tree model for European style vanilla options. IRIS UNIMORE (University of Modena and Reggio Emilia). 1 indexed citations
19.
Moriggia, Vittorio, Silvia Muzzioli, & Costanza Torricelli. (2003). Call and put implied volatilities and the derivation of option implied trees. RePEc: Research Papers in Economics. 4(1). 35–64. 12 indexed citations
20.
Muzzioli, Silvia & Costanza Torricelli. (2001). A MULTIPERIOD BINOMIAL MODEL FOR PRICING OPTIONS IN AN UNCERTAIN WORLD. IRIS UNIMORE (University of Modena and Reggio Emilia). 270. 255–264. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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