Marco Raberto : Citation Profile

Are you Marco Raberto?

UniversitĂ  degli Studi di Genova

10

H index

10

i10 index

410

Citations

RESEARCH PRODUCTION:

25

Articles

34

Papers

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 21
   Journals where Marco Raberto has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 26 (5.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra66
   Updated: 2018-10-13    RAS profile: 2018-05-21    
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Relations with other researchers

Works with:

Cincotti, Silvano (10)

Teglio, Andrea (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 (47)

Dosi, Giovanni (31)

Napoletano, Mauro (28)

Fagiolo, Giorgio (25)

Scalas, Enrico (20)

Gallegati, Mauro (20)

Marchesi, Michele (15)

Russo, Alberto (13)

Treibich, Tania (11)

Petroni, Filippo (8)

Riccetti, Luca (7)

Cites to:

Cincotti, Silvano (43)

Teglio, Andrea (33)

Roventini, Andrea (19)

Carroll, Christopher (14)

Napoletano, Mauro (13)

Fagiolo, Giorgio (13)

Gallegati, Mauro (13)

Dosi, Giovanni (12)

Marchesi, Michele (11)

Delli Gatti, Domenico (9)

Stiglitz, Joseph (9)

Main data

Where Marco Raberto has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications8
Economics - The Open-Access, Open-Assessment E-Journal3
Revue de l'OFCE2
Computational Economics2
Advances in Complex Systems (ACS)2
Ecological Economics2
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org10
Working Papers / Economics Department, Universitat Jaume I, Castellón (Spain)8
Finance / University Library of Munich, Germany4
MPRA Paper / University Library of Munich, Germany3
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)3

Recent works citing Marco Raberto (2018 and 2017)

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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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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2017Analysis of CO2 emissions and techno-economic feasibility of an electric commercial vehicle. (2017). Moreira, Eduardo Aparecido ; Sodre, Jose Ricardo ; Rodrigues, Ana Carolina . In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:297-307.

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2017Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. (2017). Poledna, Sebastian ; Thurner, Stefan ; Bochmann, Olaf . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:230-246.

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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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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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2017Evaluating plug-in electric vehicle policies in the context of long-term greenhouse gas reduction goals: Comparing 10 Canadian provinces using the “PEV policy report card”. (2017). Melton, Noel ; Goldberg, Suzanne ; Axsen, Jonn. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:381-393.

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2017Financial stability at risk due to investing rapidly in renewable energy. (2017). van den Bergh, Jeroen ; Safarzynska, Karolina ; Safarzyska, Karolina . In: Energy Policy. RePEc:eee:enepol:v:108:y:2017:i:c:p:12-20.

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2017Will Corporate Average Fuel Economy (CAFE) Standard help? Modeling CAFEs impact on market share of electric vehicles. (2017). Sen, Burak ; Tatari, Omer ; Noori, Mehdi . In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:279-287.

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2017How oil price changes affect car use and purchase decisions? Survey evidence from Chinese cities. (2017). Lin, Boqiang ; Du, Zhili . In: Energy Policy. RePEc:eee:enepol:v:111:y:2017:i:c:p:68-74.

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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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2017Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model. (2017). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:134:y:2017:i:c:p:117-140.

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2017Banks, market organization, and macroeconomic performance: An agent-based computational analysis. (2017). Gershman, Boris ; Ashraf, Quamrul ; Howitt, Peter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:135:y:2017:i:c:p:143-180.

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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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2017Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions. (2017). van den Bergh, Jeroen ; Safarzynska, Karolina ; Safarzyska, Karolina . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:114:y:2017:i:c:p:119-137.

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2017An exploratory policy analysis of electric vehicle sales competition and sensitivity to infrastructure in Europe. (2017). Thiel, Christian ; Harrison, Gillian . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:114:y:2017:i:c:p:165-178.

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2017Winner does not take all: Selective attention and local bias in platform-based markets. (2017). Huotari, Pontus ; Huhtamki, Jukka ; Kortelainen, Samuli ; Jrvi, Kati . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:114:y:2017:i:c:p:313-326.

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2017Agent-based modeling framework for modeling the effect of information diffusion on community acceptance of mining. (2017). Boateng, Mark K ; Awuah-Offei, Kwame . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:117:y:2017:i:c:p:1-11.

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2017How policy can build the plug-in electric vehicle market: Insights from the REspondent-based Preference And Constraints (REPAC) model. (2017). Wolinetz, Michael ; Axsen, Jonn. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:117:y:2017:i:c:p:238-250.

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2017Rational Heuristics ? Expectations and behaviours in evolving economies with heterogeneous interacting agents.. (2017). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1732.

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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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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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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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2017A Short Walk on the Wild Side: Agent-Based Models and their Implications for Macroeconomic Analysis. (2017). Napoletano, Mauro. In: GREDEG Working Papers. RePEc:gre:wpaper:2017-40.

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2017Does Driving Range really matter?. (2017). Higashi, Hidetada. In: Working Papers. RePEc:hal:wpaper:hal-01670912.

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2017Sovereign default contagion: an agent-based model approach. (2017). Silvestre, Joo . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp082017.

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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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2017The relative importance of price and driving range on electric vehicle adoption: Los Angeles case study. (2017). Adepetu, Adedamola ; Keshav, Srinivasan . In: Transportation. RePEc:kap:transp:v:44:y:2017:i:2:d:10.1007_s11116-015-9641-y.

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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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2017Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents. (2017). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54.

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2017Taming macroeconomic instability : monetary and macoprudential policy interactions in an agent - based model. (2017). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5hussro0tc951q0jqpu8quliqu.

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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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2017An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises. (2017). Russo, Alberto. 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_s40797-017-0060-4.

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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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2017Adoption and Diffusion of Micro-Grids in Italy. An Analysis of Regional Factors Using Agent-Based Modelling. (2017). Pasimeni, Francesco . In: SPRU Working Paper Series. RePEc:sru:ssewps:2017-09.

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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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2017Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents. (2017). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2017/31.

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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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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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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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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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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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2001Agent-based simulation of a financial market.(2001) In: Physica A: Statistical Mechanics and its Applications.
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2002Waiting-times and returns in high-frequency financial data: an empirical study In: Papers.
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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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2004Waiting-times and returns in high-frequency financial data: an empirical study.(2004) In: Finance.
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2003Anomalous waiting times in high-frequency financial data In: Papers.
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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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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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1999Volatility in the Italian stock market: an empirical study.(1999) In: Physica A: Statistical Mechanics and its Applications.
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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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2012Reply to Comments In: Revue de l'OFCE.
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2018The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds In: Ecological Economics.
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2018An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector In: Ecological Economics.
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2016An agent-based stock-flow consistent model of the sustainable transition in the energy sector.(2016) In: MPRA Paper.
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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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2005Modeling and simulation of a double auction artificial financial market In: Physica A: Statistical Mechanics and its Applications.
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2006A general equilibrium model of a production economy with asset markets In: Physica A: Statistical Mechanics and its Applications.
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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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2007Learning Oligopolistic Competition In Electricty Auctions In: Post-Print.
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2011The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach In: Working Papers.
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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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2012On the distributional properties of size, profit and growth of Icelandic firms In: Working Papers.
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2008Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design In: Computational Economics.
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2012EDITORIAL — MANAGING FINANCIAL INSTABILITY IN CAPITALIST ECONOMIES In: Advances in Complex Systems (ACS).
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2011Debt deleveraging and business cycles: An agent-based perspective In: Economics Discussion Papers.
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2013Housing market bubbles and business cycles in an agent-based credit economy In: Economics Discussion Papers.
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