Preheat the oven to 425 degrees F. Place the salmon in a baking dish and season with salt and pepper. Pour in a 1/4 cup of the wine. Bake salmon 12-15 minutes, or until cooked through. To make sauce, place remaining wine and saffron in a small saucepan. Bring to boil and reduce by half. Add the whipping cream and reduce until sauce lightly thickens. Stir in chives and season with salt and pepper. Serve salmon on a pool of saffron sauce.