Federico Platania is professor and researcher at the Finance Group, ESILV EMLV, of the Pole Universitaire De Vinci, Paris. He has been postdoctoral researcher at the HEC-Management School of the University of Liège. He holds a Ph.D in Quantitative Finance and Banking jointly offered by the University Complutense of Madrid, University of the Basque Country, University of Valencia, and University of Casilla la Mancha. His research interests include derivative pricing and risk management, hedge fund analysis, fixed income markets and the term structure of interest rates, commodity markets, and real options valuation, among others. During his academic career, Federico has received several fellowships as the one granted by the Vice-council of science and technology of Castilla la Mancha, the FPU fellowship program granted by the Spanish Ministry of Education, and the fellowship granted by the Fonds de la Recherche Scientifique FNRS. In addition, Federico has also participated in different projects composed of prestigious international researchers and has presented his researcher papers in several international conferences.
Articles de journaux
Long-term swings and seasonality in energy markets Article de journal
European Journal of Operational Research, 279 (3), p. 1011-1023, 2019.
Technological Forecasting & Social Change, 142 , p. 384-393, 2019.
Modelling the shape of the limit order book Article de journal
Quantitative Finance, 18 (9), p. 1575-1597, 2018.
A term structure model under cyclical fluctuations in interest rates Article de journal
Economic Modelling, 72 , p. 140-150, 2018.
A cyclical square-root model for the term structure of interest rates Article de journal
European Journal of Operational Research, 241 (1), p. 109–121, 2015.
Long-term swings and seasonality in energy markets 5500 - 5599 Conférence
5th International Symposium on Environment and Energy Finance Issues (ISEFI-2017), Paris, 22-23 mai , 2017.
Long-term swings and and seasonality in energy markets 5500 - 5599 Conférence
4th Paris Financial Management Conferen, hosted by IPAG Business School., 2016.
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