Marco Raberto : Citation Profile


Are you Marco Raberto?

Università degli Studi di Genova

12

H index

13

i10 index

537

Citations

RESEARCH PRODUCTION:

31

Articles

35

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 26
   Journals where Marco Raberto has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 31 (5.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra66
   Updated: 2019-04-20    RAS profile: 2019-04-08    
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Relations with other researchers


Works with:

Teglio, Andrea (11)

Cincotti, Silvano (9)

Mazzocchetti, Andrea (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 (72)

Napoletano, Mauro (42)

Dosi, Giovanni (41)

Fagiolo, Giorgio (36)

Gallegati, Mauro (34)

Russo, Alberto (28)

Scalas, Enrico (21)

Marchesi, Michele (17)

Riccetti, Luca (14)

Treibich, Tania (12)

Gaffard, Jean-Luc (10)

Cites to:

Cincotti, Silvano (57)

Teglio, Andrea (47)

Roventini, Andrea (26)

Napoletano, Mauro (18)

Gallegati, Mauro (18)

Fagiolo, Giorgio (16)

Carroll, Christopher (16)

Dosi, Giovanni (15)

Marchesi, Michele (11)

Stiglitz, Joseph (11)

Delli Gatti, Domenico (10)

Main data


Where Marco Raberto has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications9
Economics - The Open-Access, Open-Assessment E-Journal3
Journal of Economic Interaction and Coordination3
Advances in Complex Systems (ACS)2
Computational Economics2
Ecological Economics2
Revue de l'OFCE2

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

Recent works citing Marco Raberto (2019 and 2018)


YearTitle of citing document
2017Subdiffusive fractional Brownian motion regime for pricing currency options under transaction costs. (2017). Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1612.06665.

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2017Economic Accelerator with Memory: Discrete Time Approach. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1612.07913.

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2017Fractional Dynamics of Natural Growth and Memory Effect in Economics. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1612.09060.

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2017Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail . In: Papers. RePEc:arx:papers:1705.07092.

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2017Machine learning in sentiment reconstruction of the simulated stock market. (2017). Goykhman, Mikhail ; Teimouri, Ali . In: Papers. RePEc:arx:papers:1708.01897.

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2017Dynamic intersectoral models with power-law memory. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1712.09087.

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2017Concept of dynamic memory in economics. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1712.09088.

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2017Logistic map with memory from economic model. (2017). Tarasova, Valentina V. In: Papers. RePEc:arx:papers:1712.09092.

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2018SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp. In: Papers. RePEc:arx:papers:1801.01811.

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2019Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market. (2019). Scalas, Enrico ; Kaizoji, Taisei ; Eom, Cheoljun. In: Papers. RePEc:arx:papers:1904.02567.

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2018Climate Transition Risk and Development Finance: A Carbon Risk Assessment of Chinas Overseas Energy Portfolios. (2018). Monasterolo, Irene ; Battiston, Stefano ; Zheng, Jiani I. In: China & World Economy. RePEc:bla:chinae:v:26:y:2018:i:6:p:116-142.

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2018AGENT‐BASED MACROECONOMICS AND DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS: WHERE DO WE GO FROM HERE?. (2018). Levine, Paul ; Calvert Jump, Robert ; Dilaver, Ozge. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1134-1159.

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2019The Heat is on: a framework for measuring financial stress under disruptive energy transition scenarios. (2019). Jansen, David-Jan ; Heeringa, Willem ; Kolbl, Barbara ; Lohuis, Melanie ; Schets, Edo ; Vermeulen, Robert. In: DNB Working Papers. RePEc:dnb:dnbwpp:625.

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2017A robust numerical method for a fractional differential equation. (2017). Cen, Zhongdi ; Xu, Aimin ; Le, Anbo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:315:y:2017:i:c:p:445-452.

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2018Riemann and Weierstrass walks revisited. (2018). Soto-Villalobos, Roberto ; Almaguer, F-Javier ; F-Javier Almaguer, ; Amezcua, Omar Gonzalez ; Morales-Castillo, Javier . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:319:y:2018:i:c:p:518-526.

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2018A time-space spectral method for the time-space fractional Fokker–Planck equation and its inverse problem. (2018). Zhang, Hui ; Yang, Xiu ; Jiang, Xiaoyun. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:320:y:2018:i:c:p:302-318.

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2018Superconvergence analysis of finite element method for time-fractional Thermistor problem. (2018). Shi, Dongyang ; Yang, Huaijun. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:323:y:2018:i:c:p:31-42.

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2018A stable explicitly solvable numerical method for the Riesz fractional advection–dispersion equations. (2018). Zhang, Jingyuan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:332:y:2018:i:c:p:209-227.

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2018Numerical solution of space fractional diffusion equation by the method of lines and splines. (2018). Salehi, Younes ; Schiesser, William E ; Darvishi, Mohammad T. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:336:y:2018:i:c:p:465-480.

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2018Macroeconomic models with long dynamic memory: Fractional calculus approach. (2018). Tarasov, Vasily E ; Tarasova, Valentina V. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:338:y:2018:i:c:p:466-486.

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2018A numerical approach for fractional partial differential equations by using Ritz approximation. (2018). Firoozjaee, M A ; Yousefi, S A. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:338:y:2018:i:c:p:711-721.

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2019Radial basis functions method for solving the fractional diffusion equations. (2019). Zafarghandi, Fahimeh Saberi ; Javadi, Shahnam ; Babolian, Esmail ; Mohammadi, Maryam. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:342:y:2019:i:c:p:224-246.

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2019Numerical analysis and fast implementation of a fourth-order difference scheme for two-dimensional space-fractional diffusion equations. (2019). Xing, Zhiyong ; Wen, Liping. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:346:y:2019:i:c:p:155-166.

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2019Stability and convergence analysis of the quadratic spline collocation method for time-dependent fractional diffusion equations. (2019). Liu, Jun ; Guo, Hui ; Sun, Yanan ; Chai, Xiaochao ; Fu, Hongfei. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:346:y:2019:i:c:p:633-648.

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2018Economics of renewable energy expansion and security of supply: A dynamic simulation of the German electricity market. (2018). Coester, Andreas ; Papyrakis, Elissaios ; Hofkes, Marjan W. In: Applied Energy. RePEc:eee:appene:v:231:y:2018:i:c:p:1268-1284.

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2017When more flexibility yields more fragility: The microfoundations of Keynesian aggregate unemployment. (2017). Virgillito, Maria Enrica ; Roventini, Andrea ; Pereira, Marcelo ; Dosi, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:162-186.

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2018Stabilizing an unstable complex economy on the limitations of simple rules. (2018). Salle, Isabelle ; Seppecher, Pascal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:289-317.

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2018The hidden soul of financial innovation: An agent-based modelling of home mortgage securitization and the finance-growth nexus. (2018). Lauretta, Eliana. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:51-73.

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2018A Financial Macro-Network Approach to Climate Policy Evaluation. (2018). Stolbova, Veronika ; Battiston, Stefano ; Monasterolo, Irene. In: Ecological Economics. RePEc:eee:ecolec:v:149:y:2018:i:c:p:239-253.

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2018Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Sapio, A ; Napoletano, M ; Lamperti, F. In: Ecological Economics. RePEc:eee:ecolec:v:150:y:2018:i:c:p:315-339.

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2018Climate Change, Financial Stability and Monetary Policy. (2018). Nikolaidi, Maria ; Dafermos, Yannis ; Galanis, Giorgos. In: Ecological Economics. RePEc:eee:ecolec:v:152:y:2018:i:c:p:219-234.

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2018Investing in a Green Transition. (2018). Kemp-Benedict, Eric. In: Ecological Economics. RePEc:eee:ecolec:v:153:y:2018:i:c:p:218-236.

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2018Directed Technological Change in a Post-Keynesian Ecological Macromodel. (2018). Stockhammer, Engelbert ; Naqvi, Syed Ali Asjad. In: Ecological Economics. RePEc:eee:ecolec:v:154:y:2018:i:c:p:168-188.

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2019Modelling the Evolution of Economic Structure and Climate Change: A Review. (2019). Ciarli, Tommaso ; Savona, Maria. In: Ecological Economics. RePEc:eee:ecolec:v:158:y:2019:i:c:p:51-64.

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2018Copula based multivariate semi-Markov models with applications in high-frequency finance. (2018). Damico, Guglielmo ; Petroni, Filippo. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:765-777.

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2018Macroeconomic effects of fiscal incentives to promote electric vehicles in Iceland: Implications for government and consumer costs. (2018). Shafiei, Ehsan ; Asgeirsson, Eyjolfur Ingi ; Stefansson, Hlynur ; Leaver, Jonathan ; Fazeli, Reza ; Davidsdottir, Brynhildur. In: Energy Policy. RePEc:eee:enepol:v:114:y:2018:i:c:p:431-443.

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2018Inequality, household debt and financial instability: An agent-based perspective. (2018). Cardaci, Alberto. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:149:y:2018:i:c:p:434-458.

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2018Cohesion policy and inequality dynamics: Insights from a heterogeneous agents macroeconomic model. (2018). Neugart, Michael ; Harting, Philipp ; Dawid, H. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:150:y:2018:i:c:p:220-255.

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2018The method of simplified Tikhonov regularization for a time-fractional inverse diffusion problem. (2018). Yang, Fan ; Fu, Chu-Li ; Li, Xiao-Xiao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:144:y:2018:i:c:p:219-234.

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2018Solving the backward problem for space-fractional diffusion equation by a fractional Tikhonov regularization method. (2018). Zheng, Guang-Hui ; Zhang, Quan-Guo. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:148:y:2018:i:c:p:37-47.

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2017Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data. (2017). Gallegati, Mauro ; Hosseiny, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:51-59.

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2017Time fractional capital-induced labor migration model. (2017). Balci, Mehmet Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:477:y:2017:i:c:p:91-98.

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2017Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:488:y:2017:i:c:p:132-148.

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2018On the adaptive sliding mode controller for a hyperchaotic fractional-order financial system. (2018). Hajipour, Ahamad ; Baleanu, Dumitru. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:139-153.

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2019Hysteresis of economic networks in an XY model. (2019). Hosseiny, Ali ; Gallegati, Mauro ; Sherafati, Mohammad ; Absalan, Mohammadreza. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:644-652.

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2018What drives the market for plug-in electric vehicles? - A review of international PEV market diffusion models. (2018). Gnann, Till ; Brokate, Jens ; Liu, Changzheng ; Plotz, Patrick ; Lin, Zhenhong ; Stephens, Thomas S. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:93:y:2018:i:c:p:158-164.

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2018Factors influencing the economics of public charging infrastructures for EV – A review. (2018). Zhang, QI ; Sun, Qie ; Wallin, Fredrik ; Lu, Huihui ; Campana, Pietro Elia ; Zhu, Lijing. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:94:y:2018:i:c:p:500-509.

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2017Risk Aversion for Investors with Memory: Hereditary Generalizations of Arrow-Pratt Measure. (2017). Tarasova, Valentina V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:170205:p:46-63.

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2017Impact of Firms’ Observation Network on the Carbon Market. (2017). Yu, Song-Min ; Zhu, Lei. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:8:p:1164-:d:107410.

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2018Carbon Dioxide Emissions, Energy Consumption and Economic Growth: A Comparative Empirical Study of Selected Developed and Developing Countries. “The Role of Exergy”. (2018). Arango-Miranda, Raul ; Ibarra-Zavaleta, Sara P ; Glaus, Mathias ; Romero-Lopez, Rabindranarth ; Hausler, Robert. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2668-:d:174083.

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2018An Anti-Islanding Protection Technique Using a Wavelet Packet Transform and a Probabilistic Neural Network. (2018). Ahmadipour, Masoud ; Mohd, Mohd Amran ; Othman, Mohammad Lutfi ; Hizam, Hashim. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2701-:d:174798.

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2018A Short-Term Wind Speed Forecasting Model by Using Artificial Neural Networks with Stochastic Optimization for Renewable Energy Systems. (2018). Huang, Chiou-Jye ; Kuo, Ping-Huan. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2777-:d:176047.

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2018ANFIS-Based Peak Power Shaving/Curtailment in Microgrids Including PV Units and BESSs. (2018). Nikolovski, Srete ; Mlaki, Dragan ; Baghaee, Hamid Reza. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:2953-:d:179020.

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2018Estimation of the Near Future Wind Power Potential in the Black Sea. (2018). Ganea, Daniel ; Rusu, Liliana ; Mereuta, Elena. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3198-:d:183683.

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2018A Short-Term Decision Model for Electricity Retailers: Electricity Procurement and Time-of-Use Pricing. (2018). Hu, Feihu ; Cao, Hui ; Feng, Xuan. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3258-:d:184878.

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2018Do Customers Choose Proper Tariff? Empirical Analysis Based on Polish Data Using Unsupervised Techniques. (2018). Nafkha, Rafik ; Zbkowski, Tomasz ; Gajowniczek, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:3:p:514-:d:133773.

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2018Multi-Step Ahead Wind Power Generation Prediction Based on Hybrid Machine Learning Techniques. (2018). Dong, Wei ; Fang, Xinli ; Yang, Qiang. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:1975-:d:160772.

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2018A Hybrid Machine Learning Model for Electricity Consumer Categorization Using Smart Meter Data. (2018). Jiang, Zigui ; Yang, Fangchun ; Lin, Rongheng. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:9:p:2235-:d:165873.

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2018A Hybrid Framework for Short Term Multi-Step Wind Speed Forecasting Based on Variational Model Decomposition and Convolutional Neural Network. (2018). Zhou, Jianzhong ; Jiang, Wei ; Xu, Yanhe ; Liu, Han. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:9:p:2292-:d:166784.

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2018Bail-In: A Sustainable Mechanism for Rescuing Banks. (2018). Sanchez-Roger, Marc ; Sanchis-Pedregosa, Carlos ; Oliver-Alfonso, Maria Dolores . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3789-:d:176994.

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2017Climate change, financial stability and monetary policy. (2017). Nikolaidi, Maria ; Dafermos, Yannis ; Galanis, Giorgos. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:17633.

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2017Stabilizing an Unstable Complex Economy. (2017). Seppecher, Pascal ; Salle, Isabelle. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-01527740.

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2018Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model. (2018). Pedrosa, Italo ; Lang, Dany. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-01937186.

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2017Endogenous Fundamental and Stock Cycles. (2017). Huang, Wei Hong ; Zhang, YU. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9631-y.

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2018Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth. (2018). Brenner, Thomas ; Duschl, Matthias. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-017-9775-4.

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2018Keresletvezérelt lakáspiaci modell a lakáshitelezést szabályozó makro prudenciális eszközök tanulmányozására. (2018). Mer, Bence ; Vago, Nikolett. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1803.

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2018The Financial Accelerator in Europe after the Financial Crisis. (2018). Bakova, Klara. In: European Journal of Business Science and Technology. RePEc:men:journl:v:4:y:2018:i:2:p:143-155.

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2017Climate change, financial stability and monetary policy. (2017). Nikolaidi, Maria ; Dafermos, Yannis ; Galanis, Giorgos. In: Working Papers. RePEc:pke:wpaper:pkwp1712.

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2018Using realistic trading strategies in an agent-based stock market model. (2018). Llacay, Barbara ; Peffer, Gilbert. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

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2017Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots. (2017). Roventini, Andrea ; Dosi, Giovanni. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:3:y:2017:i:3:d:10.1007_s40797-017-0065-z.

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2017Using an artificial financial market for studying a cryptocurrency market. (2017). Cocco, Luisanna ; Marchesi, Michele ; Concas, Giulio . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0168-2.

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2018Long-run consequences of debt. (2018). Desiderio, Saul ; Chen, Siyan. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0186-8.

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2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x.

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2018Diffusion of Shared Goods in Consumer Coalitions. An Agent-Based Model. (2018). Pasimeni, Francesco ; Ciarli, Tommaso. In: SPRU Working Paper Series. RePEc:sru:ssewps:2018-24.

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2017Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model. (2017). Roventini, Andrea ; Napoletano, Mauro ; Lamperti, Francesco ; Dosi, Giovanni ; Sapio, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2017/12.

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2017Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots. (2017). Roventini, Andrea ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2017/19.

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2018And Then He Wasnt a She: Climate Change and Green Transitions in an Agent-Based Integrated Assessment Model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Sapio, Alessandro ; Napoletano, Mauro ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2018/14.

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2018Toward a New Microfounded Macroeconomics in the Wake of the Crisis. (2018). Russo, Alberto ; Caverzasi, Eugenio. In: LEM Papers Series. RePEc:ssa:lemwps:2018/23.

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2018Fostering green investments and tackling climate-related financial risks: which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2018/35.

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2019More is Different ... and Complex! The Case for Agent-Based Macroeconomics. (2019). Dosi, Giovanni ; Roventini, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2019/01.

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2017Stabilizing an Unstable Complex Economy-On the limitations of simple rules. (2017). Seppecher, Pascal ; Salle, Isabelle. In: CEPN Working Papers. RePEc:upn:wpaper:2017-07.

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2018Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model. (2018). Pedrosa, Italo ; Lang, Dany. In: CEPN Working Papers. RePEc:upn:wpaper:2018-11.

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2019Autonomy of profit rate distribution and its dynamics from firm size measures: A statistical equilibrium approach. (2019). Oh, Ilfan. In: BERG Working Paper Series. RePEc:zbw:bamber:146.

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2017The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach. (2017). Li, Boyao. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20172.

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2018What moves the Beveridge curve and the Phillips curve: An agent-based analysis. (2018). Desiderio, Saul ; Chen, Siyan. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20182.

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2018Computational evidence on the distributive properties of monetary policy. (2018). Desiderio, Saul ; Chen, Siyan. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201862.

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2018IRPsim: A techno-socio-economic energy system model vision for business strategy assessment at municipal level. (2018). Scheller, Fabian ; Bruckner, Thomas ; Johanning, Simon. In: Contributions of the Institute for Infrastructure and Resources Management. RePEc:zbw:iirmco:022018.

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Works by Marco Raberto:


YearTitleTypeCited
2017Modeling non-stationarities in high-frequency financial time series In: Papers.
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2000Learning short-option valuation in the presence of rare events In: Papers.
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2000LEARNING SHORT-OPTION VALUATION IN THE PRESENCE OF RARE EVENTS.(2000) In: International Journal of Theoretical and Applied Finance (IJTAF).
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2000Fractional calculus and continuous-time finance II: the waiting-time distribution In: Papers.
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paper81
2000Fractional calculus and continuous-time finance II: the waiting-time distribution.(2000) In: Physica A: Statistical Mechanics and its Applications.
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2004Fractional calculus and continuous-time finance II: the waiting- time distribution.(2004) In: Finance.
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This paper has another version. Agregated cites: 81
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2000The waiting-time distribution of LIFFE bond futures In: Papers.
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2001Agent-based simulation of a financial market In: Papers.
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paper47
2001Agent-based simulation of a financial market.(2001) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 47
article
2002Waiting-times and returns in high-frequency financial data: an empirical study In: Papers.
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paper37
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: 37
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2004Waiting-times and returns in high-frequency financial data: an empirical study.(2004) In: Finance.
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This paper has another version. Agregated cites: 37
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2003Anomalous waiting times in high-frequency financial data In: Papers.
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paper20
2005Anomalous waiting times in high-frequency financial data.(2005) In: Papers.
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2004Anomalous waiting times in high-frequency financial data.(2004) In: Quantitative Finance.
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1999Correlations in the Bond-Future Market In: Papers.
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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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This paper has another version. Agregated cites: 0
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1999Volatility in the Italian Stock Market: an Empirical Study In: Papers.
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paper2
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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article21
2012Macroprudential policies in an agent-based artificial economy.(2012) In: Working Papers.
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2012Reply to Comments In: Revue de l'OFCE.
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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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article10
2018An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector In: Ecological Economics.
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article23
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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article0
2019Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model In: Journal of Economic Behavior & Organization.
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article0
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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article5
2005Modeling and simulation of a double auction artificial financial market In: Physica A: Statistical Mechanics and its Applications.
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article6
2006A general equilibrium model of a production economy with asset markets In: Physica A: Statistical Mechanics and its Applications.
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article0
2019Modeling non-stationarities in high-frequency financial time series In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
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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article39
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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paper16
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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This paper has another version. Agregated cites: 16
article
2012On the distributional properties of size, profit and growth of Icelandic firms In: Working Papers.
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paper9
2012On the distributional properties of size, pro fit and growth of Icelandic firms.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
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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This paper has another version. Agregated cites: 9
article
2015Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model In: Working Papers.
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paper7
2016Macroeconomic implications of mortgage loans requirements: An agent based approach In: Working Papers.
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paper3
2019Macroeconomic implications of mortgage loan requirements: an agent-based approach.(2019) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 3
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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paper3
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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article23
2002Traders’ long-run wealth in an artificial financial market.(2002) In: Computing in Economics and Finance 2002.
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This paper has another version. Agregated cites: 23
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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article20
2018Securitization and business cycle: an agent-based perspective In: Industrial and Corporate Change.
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article5
2017Securitisation and Business Cycle: An Agent-Based Perspective.(2017) In: MPRA Paper.
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2018Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework In: MPRA Paper.
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2004Multi-agent modeling and simulation of a sequential monetary production economy In: Computing in Economics and Finance 2004.
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2005Multi-agent modeling and simulation of a sequential monetary production economy.(2005) In: Computational Economics.
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This paper has another version. Agregated cites: 0
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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.
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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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article0
2013Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility In: Transport Reviews.
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article6
2012EDITORIAL — MANAGING FINANCIAL INSTABILITY IN CAPITALIST ECONOMIES In: Advances in Complex Systems (ACS).
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2010Credit money and macroeconomic instability in the agent-based model and simulator Eurace In: Economics Discussion Papers.
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paper74
2010Credit money and macroeconomic instability in the agent-based model and simulator Eurace.(2010) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 74
article
2011Debt deleveraging and business cycles: An agent-based perspective In: Economics Discussion Papers.
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paper68
2012Debt, deleveraging and business cycles: An agent-based perspective.(2012) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 68
article
2013Housing market bubbles and business cycles in an agent-based credit economy In: Economics Discussion Papers.
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2014Housing market bubbles and business cycles in an agent-based credit economy.(2014) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 6
article

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