Marco Raberto : Citation Profile


Are you Marco Raberto?

Università degli Studi di Genova

15

H index

18

i10 index

824

Citations

RESEARCH PRODUCTION:

36

Articles

40

Papers

10

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 37
   Journals where Marco Raberto has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 42 (4.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pra66
   Updated: 2021-10-16    RAS profile: 2021-03-30    
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Relations with other researchers


Works with:

Teglio, Andrea (18)

Cincotti, Silvano (7)

Scalas, Enrico (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Raberto.

Is cited by:

Roventini, Andrea (98)

Napoletano, Mauro (57)

Dosi, Giovanni (55)

Gallegati, Mauro (48)

Russo, Alberto (43)

Fagiolo, Giorgio (36)

Scalas, Enrico (25)

Treibich, Tania (19)

Riccetti, Luca (18)

Salle, Isabelle (18)

Zhou, Wei-Xing (17)

Cites to:

Teglio, Andrea (111)

Cincotti, Silvano (104)

Roventini, Andrea (41)

Neugart, Michael (34)

Dosi, Giovanni (29)

Napoletano, Mauro (28)

Gallegati, Mauro (27)

Fagiolo, Giorgio (26)

Carroll, Christopher (24)

Harting, Philipp (16)

Acemoglu, Daron (14)

Main data


Where Marco Raberto has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications9
Journal of Economic Interaction and Coordination4
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020)3
Computational Economics2
Advances in Complex Systems (ACS)2
Revue de l'OFCE2
Ecological Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org10
MPRA Paper / University Library of Munich, Germany8
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)8
Finance / University Library of Munich, Germany4
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)3

Recent works citing Marco Raberto (2021 and 2020)


YearTitle of citing document
2020Neural networks for option pricing and hedging: a literature review. (2019). Wang, Weiguan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:1911.05620.

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2020Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model. (2020). Harre, Michael ; Ormerod, Paul ; Carro, Adrian ; Prokopenko, Mikhail ; Glavatskiy, Kirill S. In: Papers. RePEc:arx:papers:2004.07571.

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2020A micro-to-macro approach to returns, volumes and waiting times. (2020). Petroni, Filippo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2007.06262.

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2020Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity. (2020). Masuda, Yuji ; Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2010.13038.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Pyramid scheme in stock market: a kind of financial market simulation. (2021). Du, Guangle ; Shi, Yong ; Li, BO. In: Papers. RePEc:arx:papers:2102.02179.

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2021PolicySpace2: modeling markets and endogenous housing policies. (2021). Furtado, Bernardo Alves. In: Papers. RePEc:arx:papers:2102.11929.

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2021Understanding the nature of the long-range memory phenomenon in socioeconomic systems. (2021). Gontis, Vygintas ; Kaulakys, Bronislovas ; Kononovicius, Aleksejus ; Kazakevicius, Rytis. In: Papers. RePEc:arx:papers:2108.02506.

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2020Carbon Policies and Climate Financial Regulation. (2020). Hege, Ulrich ; Cherbonnier, Frederic. In: Working Paper. RePEc:avg:wpaper:en11709.

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2020Demand-induced transition risks: A systemic approach applied to South Africa. (2020). Godin, Antoine ; Hadji-Lazaro, Paul. In: Working Paper. RePEc:avg:wpaper:en11942.

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2020RATIONAL HEURISTICS? EXPECTATIONS AND BEHAVIORS IN EVOLVING ECONOMIES WITH HETEROGENEOUS INTERACTING AGENTS. (2020). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1487-1516.

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2020Embedding Finance in the Macroeconomics of Climate Change: Research Challenges and Opportunities Ahead. (2020). Monasterolo, Irene. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:04:p:25-32.

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2020Numerical solution of non-linear fourth order fractional sub-diffusion wave equation with time delay. (2020). Nandal, Sarita ; Pandey, Dwijendra Narain. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:369:y:2020:i:c:s0096300319308926.

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2020Simultaneous identification of three parameters in a time-fractional diffusion-wave equation by a part of boundary Cauchy data. (2020). Wei, Ting ; Yan, Xiong-Bin ; Xian, Jun. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:384:y:2020:i:c:s0096300320303350.

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2021Fast direct solver for CN-ADI-FV scheme to two-dimensional Riesz space-fractional diffusion equations. (2021). Li, Zhi ; Qu, Wei. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:401:y:2021:i:c:s0096300321000813.

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2020Mathematical analysis of a fractional differential model of HBV infection with antibody immune response. (2020). Hammouch, Zakia ; Allali, Karam ; Danane, Jaouad. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920301892.

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2020Lyapunov functions for fractional-order systems in biology: Methods and applications. (2020). Yousfi, Noura ; Mahrouf, Marouane ; Lotfi, El Mehdi ; Hattaf, Khalid ; Boukhouima, Adnane. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306202.

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2021Mathematical model pertaining to the effect of buffer over cytosolic calcium concentration distribution. (2021). Purohit, Sunil Dutt ; Agarwal, Ritu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310018.

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2021Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model. (2021). Bekiros, Stelios ; Chu, Yu-Ming ; Aly, Ayman A ; Jahanshahi, Hadi ; Lahmiri, Salim ; Orozco-Lopez, Onofre ; Zambrano-Serrano, Ernesto. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001284.

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2020Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

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2020A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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2020When are credit gap estimates reliable?. (2020). Ponomarenko, Alexey ; Rozhkova, Anna ; Deryugina, Elena. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:221-238.

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2020Price connectedness between green bond and financial markets. (2020). Ugolini, Andrea ; Reboredo, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:25-38.

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2021Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence. (2021). Scalas, Enrico ; Livan, Giacomo ; Kaizoji, Taisei ; Eom, Cheoljun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302394.

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2020Emergence of New Economics Energy Transition Models: A Review. (2020). Jones, Aled ; Monasterolo, Irene ; Anger-Kraavi, Annela ; Hafner, Sarah. In: Ecological Economics. RePEc:eee:ecolec:v:177:y:2020:i:c:s0921800919307475.

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2021The role of geographical scales in sustainability transitions: An empirical investigation of the European industrial context. (2021). Bianconcini, Silvia ; Visani, Franco ; Zanni, Sara ; Toschi, Laura ; Longo, Mariolina ; Mura, Matteo. In: Ecological Economics. RePEc:eee:ecolec:v:183:y:2021:i:c:s0921800921000264.

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2020Modeling the emission trading scheme from an agent-based perspective: System dynamics emerging from firms’ coordination among abatement options. (2020). Eichhammer, Wolfgang ; Zhu, Lei ; Fan, Ying ; Yu, Song-Min. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1113-1128.

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2020How to accelerate green technology diffusion? Directed technological change in the presence of coevolving absorptive capacity. (2020). Hotte, Kerstin. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303603.

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2020Network connectedness of green bonds and asset classes. (2020). Ugolini, Andrea ; Reboredo, Juan ; Lucena, Fernando Antonio. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304268.

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2020EU road vehicle energy consumption and CO2 emissions by 2050 – Expert-based scenarios. (2020). Thiel, Christian ; Krause, Jette ; Verhoeve, Wim ; Neugebauer, Stephan ; Coosemans, Thierry ; Prenninger, Peter ; Ward, Andy ; Rota, Christian ; Samaras, Zissis ; Tsokolis, Dimitrios. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519308067.

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2020The impact of heterogeneous market players with bounded-rationality on the electricity sector low-carbon transition. (2020). Strachan, Neil ; Barazza, Elsa. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421520300343.

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2020The role of the license plate lottery policy in the adoption of Electric Vehicles: A case study of Beijing. (2020). Dong, Chunjiao ; Shan, Yuli ; Shao, Chunfu ; Wei, Binru ; Zhuge, Chengxiang. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520300859.

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2020Will energy transitions impact financial systems?. (2020). Xu, Yingying. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544220300177.

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2020The hedging effect of green bonds on carbon market risk. (2020). Han, Liyan ; Jin, Jiayu ; Zeng, Hongchao ; Wu, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301538.

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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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2021Why do institutional investors buy green bonds: Evidence from a survey of European asset managers. (2021). Schopohl, Lisa ; Sangiorgi, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000818.

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2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. (2020). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461232031597x.

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2021Pricing climate-related risks in the bond market. (2021). Agliardi, Rossella. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000279.

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2021How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis. (2021). Nikolaidi, Maria ; Dafermos, Yannis. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000310.

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2021Climate sentiments, transition risk, and financial stability in a stock-flow consistent model. (2021). Naqvi, Syed Ali Asjad ; Monasterolo, Irene ; Dunz, Nepomuk. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000322.

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2021Three green financial policies to address climate risks. (2021). Treibich, Tania ; Roventini, Andrea ; Tavoni, Massimo ; Bosetti, Valentina ; Lamperti, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000358.

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2021The complexity of the intangible digital economy: an agent-based model. (2021). Teglio, Andrea ; Raberto, Marco ; Ponta, Linda ; Bertani, Filippo ; Cincotti, Silvano. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:527-540.

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2020Evolutionary macroeconomic assessment of employment and innovation impacts of climate policy packages. (2020). Rengs, Bernhard ; van den Bergh, Jeroen ; Scholz-Wackerle, Manuel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:332-368.

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2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

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2021The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?. (2021). Giansante, Simone ; Markose, Sheri ; Fatouh, Mahmoud. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:928-953.

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2021Inequality and finance in a rent economy. (2021). Russo, Alberto ; Gallegati, Mauro ; Botta, Alberto ; Stiglitz, Joseph E ; Caverzasi, Eugenio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:998-1029.

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2020Trade duration risk in subdiffusive financial models. (2020). Torricelli, Lorenzo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320588.

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2020A Chelyshkov polynomial based algorithm to analyze the transport dynamics and anomalous diffusion in fractional model. (2020). Usman, Mohamend ; Wang, W ; Haq, R U ; Hamid, M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300546.

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2020Fractional econophysics: Market price dynamics with memory effects. (2020). Tarasov, Vasily E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304489.

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2021On discrete time Prabhakar-generalized fractional Poisson processes and related stochastic dynamics. (2021). Riascos, Alejandro P ; Polito, Federico ; Michelitsch, Thomas M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308396.

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2020Why Polish market of alternative fuel vehicles (AFVs) is the smallest in Europe? SWOT analysis of opportunities and threats. (2020). Kott, Marek ; Kowalska-Pyzalska, Anna. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:133:y:2020:i:c:s1364032120303671.

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2021Cross-border financial flows and global warming in a two-area ecological SFC model. (2021). Veronese Passarella, Marco ; Pariboni, Riccardo ; Deleidi, Matteo ; Carnevali, Emilio. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:75:y:2021:i:c:s0038012119303003.

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2020The joint effects of driving hedonism and trialability on the choice between internal combustion engine, hybrid, and electric vehicles. (2020). Tchetchik, Anat ; Blass, Vered ; Kaplan, Sigal ; Zvi, Liat I. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:151:y:2020:i:c:s0040162518319875.

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2020Climate change and green transitions in an agent-based integrated assessment model. (2020). Roventini, Andrea ; Dosi, Giovanni ; Sapio, A ; Napoletano, M ; Lamperti, F. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162518312460.

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2021Charging infrastructure roll-out strategies for large scale introduction of electric vehicles in urban areas: An agent-based simulation study. (2021). Chorus, Caspar ; Kroesen, Maarten ; van den Hoed, Robert ; Wolbertus, Rick. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:148:y:2021:i:c:p:262-285.

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2021Analysing charging strategies for electric LGV in grocery delivery operation using agent-based modelling: An initial case study in the United Kingdom. (2021). Gripton, A ; Utomo, D S ; Greening, P. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:148:y:2021:i:c:s1366554521000454.

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2021Should we fear transition risks - A review of the applied literature. (2021). Daumas, Louis. In: Working Papers. RePEc:fae:wpaper:2021.05.

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2020An Efficient Analytical Approach for the Solution of Certain Fractional-Order Dynamical Systems. (2020). Baleanu, Dumitru ; Shah, Rasool ; Khan, Hassan ; al Qurashi, Maysaa ; Ali, Izaz ; Qin, YA. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2725-:d:364336.

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2020The Nexus Between Electricity Consumption, Economic Growth, and CO 2 Emission: An Asymmetric Analysis Using Nonlinear ARDL and Nonparametric Causality Approach. (2020). Wang, Zhanqi ; Asante, Daniel Akwasi ; Minua, Gideon Kwaku ; Bosah, Philip Chukwunonso ; Li, Shixiang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1258-:d:330130.

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2020A Kalman Filter-Based Approach for Online Source-Term Estimation in Accidental Radioactive Dispersion Events. (2020). Cammi, Antonio ; Giacobbo, Francesca ; di Ronco, Andrea. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:10003-:d:454135.

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2020Can the Energy Transition Be Smooth? A General Equilibrium Approach to the EROEI. (2020). Peeters, Benjamin ; Germain, Marc ; Fagnart, Jean-Franois. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:1176-:d:317383.

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2021The evolution of debtor-creditor relationships within a monetary union: Trade imbalances, excess reserves and economic policy. (2021). Schütz, Bernhard ; Landesmann, Michael ; Kapeller, Jakob ; Heimberger, Philipp ; Gräbner, Claudius. In: ICAE Working Papers. RePEc:ico:wpaper:122.

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2020Cyclical behaviour of the Swiss real estate market. (2020). Bellalah, Mondher ; ben Bouheni, Faten ; Kostadinov, Fabian ; Ankenbrand, Thomas. In: International Journal of Entrepreneurship and Small Business. RePEc:ids:ijesbu:v:39:y:2020:i:1/2:p:71-99.

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2021Transition to the Digital Economy, Its Measurement and the Relationship between Digitalization and Productivity. (2021). Yilmaz, Yasin. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:71:y:2021:i:xi:p:283-316.

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2020Firm-bank credit network, business cycle and macroprudential policy. (2020). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro. In: Working Papers. RePEc:jau:wpaper:2020/16.

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2020Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model. (2020). Russo, Alberto ; Catullo, Ermanno ; Gallegati, Mauro. In: Working Papers. RePEc:jau:wpaper:2020/17.

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2020SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Frank, Martin ; Pabich, Emma ; Beikirch, Maximilian ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1.

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2021Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach. (2021). Mellacher, Patrick ; Scheuer, Timon. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10026-0.

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2020Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents. (2020). Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Treibich, Tania. In: NBER Working Papers. RePEc:nbr:nberwo:26922.

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2020Macroprudential Policy: a Blessing or a Curse?. (2020). Popoyan, Lilit. In: Review of Economics and Institutions. RePEc:pia:review:v:11:y:2020:i:1-2:n:1.

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2021How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis. (2021). Nikolaidi, Maria ; Dafermos, Yannis. In: Working Papers. RePEc:pke:wpaper:pkwp2105.

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2020A cross-sectional analysis of growth and profit rate distribution: the Spanish case. (2020). Alfarano, Simone ; Blanco-Arroyo, Omar ; Ruiz-Buforn, Aba ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:102065.

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2020Probing the mechanism: lending rate setting in a data-driven agent-based model. (2020). Papadopoulos, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102749.

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2021Sustainability transition and digital trasformation: an agent-based perspective. (2021). Ponta, Linda ; Bertani, Filippo ; Nieddu, Marcello. In: MPRA Paper. RePEc:pra:mprapa:106943.

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2020Firm-bank credit networks, business cycle and macroprudential policy. (2020). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro. In: MPRA Paper. RePEc:pra:mprapa:98928.

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2020Low-carbon transition risks for finance. (2020). Volz, Ulrich ; Mercure, Jean-Francois ; Edwards, Neil R ; Campiglio, Emanuele ; Semieniuk, Gregor. In: Working Papers. RePEc:soa:wpaper:233.

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2020Climate finance and disclosure for institutional investors: why transparency is not enough. (2020). Ameli, Nadia ; Chenet, Hugues ; Grubb, Michael ; Bisaro, Alexander ; Drummond, Paul. In: Climatic Change. RePEc:spr:climat:v:160:y:2020:i:4:d:10.1007_s10584-019-02542-2.

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2020Multiscale online media simulation with SocialCube. (2020). Zhang, YU ; Abdelzaher, Tarek ; Yao, Shuochao ; Wang, Tianshi ; Shao, Huajie ; Szymanski, Boleslaw K ; Nicol, David M ; Korniss, Gyorgy ; Nguyen, Hoang Hai ; Cohen, Sam ; Liu, Shengzhong ; Buchanan, Fred ; Flamino, James ; Jing, Andong ; Dipple, Stephen ; Malik, Omar. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:26:y:2020:i:2:d:10.1007_s10588-019-09303-7.

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Variational Time-Fractional Mean Field Games. (2020). Tang, Qing ; Camilli, Fabio. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:10:y:2020:i:2:d:10.1007_s13235-019-00330-2.

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2020Ageing population and pension system sustainability: reforms and redistributive implications. (2020). Bazzana, Davide. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:3:d:10.1007_s40888-020-00183-8.

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2020Taming financial systemic risk: models, instruments and early warning indicators. (2020). Tedeschi, Gabriele ; Recchioni, Maria Cristina ; Caccioli, Fabio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00278-x.

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2020Combining monetary policy and prudential regulation: an agent-based modeling approach. (2020). Lima, Gilberto ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-017-0209-0.

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2020Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00249-2.

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2021Firms in financial distress: evidence from inter-firm payment networks with volatility driven by ‘animal spirits’. (2021). Penagos, Gabriel I ; Stellian, Remi ; Danna-Buitrago, Jenny P. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00285-3.

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2021Productivity and unemployment: an ABM approach. (2021). Fuentes, Matias ; Fernandez-Marquez, Carlos M ; Vazquez, Francisco J ; Martinez, Juan Jose. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00287-1.

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2020.

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2020.

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2021Objectives of the Review of Evolutionary Political Economy’s ‘Manifesto’ and editorial proposals on world problems, complex systems, historico-institutional and corruption issues. (2021). Ohara, Phillip Anthony. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:2:y:2021:i:2:d:10.1007_s43253-021-00040-9.

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2021Short-term market efficiency indicator based on the waiting-time distribution. (2021). Deleze, Frederic ; Osmekhin, Sergey ; Hussain, Syed Mujahid. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:6:d:10.1007_s11846-020-00398-w.

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2021.

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2020On firm size distribution: statistical models, mechanisms, and empirical evidence. (2020). Fiori, Anna Maria. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:3:d:10.1007_s10260-019-00485-7.

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2021Three green financial policies to address climate risks. (2021). Treibich, Tania ; Tavoni, Massimo ; Roventini, Andrea ; Bosetti, Valentina ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2021/05.

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2021Technological paradigms, labour creation and destruction in a multi-sector agent-based model. (2021). Roventini, Andrea ; Dosi, Giovanni ; Virgillito, Maria Enrica ; Pereira, Marcelo C. In: LEM Papers Series. RePEc:ssa:lemwps:2021/17.

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2021Automation and labor market polarization in an evolutionary model with heterogeneous workers.. (2021). Lorentz, André ; Bordot, Florent. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-39.

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2021Energy subsidy reform evaluation research – reviews in Iran. (2021). Solaymani, Saeed. In: Greenhouse Gases: Science and Technology. RePEc:wly:greenh:v:11:y:2021:i:3:p:520-538.

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2020Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model. (2020). Dannabuitrago, Jenny P ; Stellian, Remi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:598-616.

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2020Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schwartz, Ivonne ; Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:160.

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2021The evolution of debtor-creditor relationships within a monetary union: Trade imbalances, excess reserves and economic policy. (2021). Landesmann, Michael ; Schutz, Bernhard ; Kapeller, Jakob ; Heimberger, Philipp ; Grabner, Claudius. In: ifso working paper series. RePEc:zbw:ifsowp:10.

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2020Job duration and inequality. (2020). Desiderio, Saul ; Chen, Siyan. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20209.

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More than 100 citations found, this list is not complete...

Works by Marco Raberto:


YearTitleTypeCited
2017Modeling non-stationarities in high-frequency financial time series In: Papers.
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paper3
2019Modeling non-stationarities in high-frequency financial time series.(2019) In: Physica A: Statistical Mechanics and its Applications.
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2000Learning short-option valuation in the presence of rare events In: Papers.
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paper1
2000LEARNING SHORT-OPTION VALUATION IN THE PRESENCE OF RARE EVENTS.(2000) In: International Journal of Theoretical and Applied Finance (IJTAF).
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article
2000Fractional calculus and continuous-time finance II: the waiting-time distribution In: Papers.
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paper106
2000Fractional calculus and continuous-time finance II: the waiting-time distribution.(2000) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 106
article
2004Fractional calculus and continuous-time finance II: the waiting- time distribution.(2004) In: Finance.
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paper
2000The waiting-time distribution of LIFFE bond futures In: Papers.
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paper1
2001Agent-based simulation of a financial market In: Papers.
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paper61
2001Agent-based simulation of a financial market.(2001) In: Physica A: Statistical Mechanics and its Applications.
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article
2002Waiting-times and returns in high-frequency financial data: an empirical study In: Papers.
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paper49
2002Waiting-times and returns in high-frequency financial data: an empirical study.(2002) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 49
article
2004Waiting-times and returns in high-frequency financial data: an empirical study.(2004) In: Finance.
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paper
2003Anomalous waiting times in high-frequency financial data In: Papers.
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paper22
2005Anomalous waiting times in high-frequency financial data.(2005) In: Papers.
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paper
2004Anomalous waiting times in high-frequency financial data.(2004) In: Quantitative Finance.
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article
1999Correlations in the Bond-Future Market In: Papers.
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paper1
1999Correlations in the bond-future market.(1999) In: Physica A: Statistical Mechanics and its Applications.
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article
2004Correlations in the Bond–Future Market.(2004) In: Finance.
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1999Volatility in the Italian Stock Market: an Empirical Study In: Papers.
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paper3
1999Volatility in the Italian stock market: an empirical study.(1999) In: Physica A: Statistical Mechanics and its Applications.
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article
2004Volatility in the Italian Stock Market: An Empirical Study.(2004) In: Finance.
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2012Macroprudential Policies in an Agent-Based Artificial Economy In: Revue de l'OFCE.
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2012Macroprudential policies in an agent-based artificial economy.(2012) In: Working Papers.
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paper
2012Reply to Comments In: Revue de l'OFCE.
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article0
2013Large-Scale Modeling of Economic Systems In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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paper6
2006A dynamic general disequilibrium model of a sequential monetary production economy In: Chaos, Solitons & Fractals.
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article4
2020Should I stay or should I go? An agent-based setup for a trading and monetary union In: Journal of Economic Dynamics and Control.
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article0
2018The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds In: Ecological Economics.
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article40
2018An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector In: Ecological Economics.
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article40
2016An agent-based stock-flow consistent model of the sustainable transition in the energy sector.(2016) In: MPRA Paper.
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2019The impact of phasing out fossil fuel subsidies on the low-carbon transition In: Energy Policy.
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article11
2019Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model In: Journal of Economic Behavior & Organization.
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article18
2015Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model.(2015) In: Working Papers.
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2003Who wins? Study of long-run trader survival in an artificial stock market In: Physica A: Statistical Mechanics and its Applications.
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article6
2005Modeling and simulation of a double auction artificial financial market In: Physica A: Statistical Mechanics and its Applications.
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article7
2006A general equilibrium model of a production economy with asset markets In: Physica A: Statistical Mechanics and its Applications.
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article0
2012An agent-based modeling approach to predict the evolution of market share of electric vehicles: A case study from Iceland In: Technological Forecasting and Social Change.
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article46
2007Learning Oligopolistic Competition In Electricty Auctions In: Post-Print.
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paper1
2011The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach In: Working Papers.
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paper28
2012THE IMPACT OF BANKS CAPITAL ADEQUACY REGULATION ON THE ECONOMIC SYSTEM: AN AGENT-BASED APPROACH.(2012) In: Advances in Complex Systems (ACS).
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article
2012On the distributional properties of size, profit and growth of Icelandic firms In: Working Papers.
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paper13
2012On the distributional properties of size, pro fit and growth of Icelandic firms.(2012) In: MPRA Paper.
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paper
2013On the distributional properties of size, profit and growth of Icelandic firms.(2013) In: Journal of Economic Interaction and Coordination.
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article
2016Macroeconomic implications of mortgage loans requirements: An agent based approach In: Working Papers.
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paper6
2019Macroeconomic implications of mortgage loan requirements: an agent-based approach.(2019) In: Journal of Economic Interaction and Coordination.
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article
2016From financial instability to green finance: the role of banking and monetary policies in the Eurace model In: Working Papers.
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paper3
2017Eurace Open: An agent-based multi-country model In: Working Papers.
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paper8
2017Macroeconomic effects of varied mortgage instruments studied using agent-based model simulations In: Working Papers.
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paper0
2003Traders Long-Run Wealth in an Artificial Financial Market In: Computational Economics.
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article26
2002Traders’ long-run wealth in an artificial financial market.(2002) In: Computing in Economics and Finance 2002.
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paper
2008Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design In: Computational Economics.
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article26
2018Securitization and business cycle: an agent-based perspective In: Industrial and Corporate Change.
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article15
2017Securitisation and Business Cycle: An Agent-Based Perspective.(2017) In: MPRA Paper.
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paper
2011Semi-Markov Graph Dynamics In: PLOS ONE.
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article1
2021Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach In: MPRA Paper.
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paper1
2018Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework In: MPRA Paper.
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paper1
2020Systemic financial risk indicators and securitised assets: an agent-based framework.(2020) In: Journal of Economic Interaction and Coordination.
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article
2019An economy under the digital transformation In: MPRA Paper.
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paper0
2019The complexity of the intangible digital economy: an agent-based model In: MPRA Paper.
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paper0
2020The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment In: MPRA Paper.
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paper4
2020The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment.(2020) In: Review of Evolutionary Political Economy.
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article
2004Multi-agent modeling and simulation of a sequential monetary production economy In: Computing in Economics and Finance 2004.
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paper0
2005Multi-agent modeling and simulation of a sequential monetary production economy.(2005) In: Computational Economics.
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paper
2005A dynamic model of a monetary production economy under the disequilibrium economics approach In: Computing in Economics and Finance 2005.
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paper0
2006Duopolistic competition in an electricity markets with heterogeneous cost functions In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2016Introduction to the special issue In: Journal of Economic Interaction and Coordination.
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article0
2019From financial instability to green finance: the role of banking and credit market regulation in the Eurace model In: Journal of Evolutionary Economics.
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article9
2014Subprime Lending and Financial Inequality in an Agent-Based Model In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2005Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2005Fraudulent Agents in an Artificial Financial Market In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2006The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2008Prospect Theory Behavioral Assumptions in an Artificial Financial Economy In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2007Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2009Explaining Equity Excess Return by Means of an Agent-Based Financial Market In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2010Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter1
2011Do Capital Requirements Affect Long-Run Output Trends? In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2012Integrating the housing market into an agent-based economic model In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
chapter0
2013Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility In: Transport Reviews.
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article9
2012EDITORIAL — MANAGING FINANCIAL INSTABILITY IN CAPITALIST ECONOMIES In: Advances in Complex Systems (ACS).
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article0
2010Credit money and macroeconomic instability in the agent-based model and simulator Eurace In: Economics Discussion Papers.
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paper107
2010Credit money and macroeconomic instability in the agent-based model and simulator Eurace.(2010) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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This paper has another version. Agregated cites: 107
article
2011Debt deleveraging and business cycles: An agent-based perspective In: Economics Discussion Papers.
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paper94
2012Debt, deleveraging and business cycles: An agent-based perspective.(2012) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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This paper has another version. Agregated cites: 94
article
2013Housing market bubbles and business cycles in an agent-based credit economy In: Economics Discussion Papers.
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paper15
2014Housing market bubbles and business cycles in an agent-based credit economy.(2014) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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This paper has another version. Agregated cites: 15
article

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