Advanced structural ceramics such as Hot Pressed Silicon Nitride (HPSN) and Reaction Bonded Silicon Carbide (RBSC), thanks to their low density (3.1 ÷ 3.4 gr/cm3) and to their thermostructural properties, are interesting candidates for aerospace applications. This research investigates the feasibility of employing such monolithic advanced ceramics for the production of turbine vanes for aerospace applications, by means of a finite element analysis. A parametric study is performed to analyse the influence of the coefficient of thermal expansion, the specific heat, the thermal conductivity, and the Weibull modulus on structural stability, heat transfer properties and thermomechanical stresses under take-off and flying conditions. A nodal point that is evidenced is the high intensity of thermal stresses on the vane, both on steady state and in transient conditions. In order to reduce such stresses various simulations have been carried out varying geometrical parameters such as the wall thickness. Several open questions are evidenced and guidelines are drawn for the design and production of ceramic vanes for gas turbines.