11
H index
12
i10 index
567
Citations
Luca Riccetti : Citation Profile
Università degli Studi di Macerata (99% share) | RESEARCH PRODUCTION: 25 Articles 21 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2010 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Riccetti. | Is cited by:
| Cites to:
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Main data
Where Luca Riccetti has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Interaction and Coordination | 4 |
| Journal of Behavioral and Experimental Finance | 2 |
| Journal of Economic Behavior & Organization | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 7 |
| Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali | 6 |
| Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain) | 2 |
| Post-Print / HAL | 2 |
Recent works citing Luca Riccetti (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Fierro, Luca Eduardo. In: Working Papers. RePEc:anc:wpaper:474. Full description at Econpapers || Download paper |
| 2023 | Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134. Full description at Econpapers || Download paper |
| 2023 | Mind the Knowledge Gap! The Origins of Declining Business Dynamism in a Macro Agent-Based Model. (2023). Turco, Enrico Maria ; Terranova, Roberta ; Gatti, Domenico Delli. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10694. Full description at Econpapers || Download paper |
| 2023 | Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the European Banking Sector. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:768. Full description at Econpapers || Download paper |
| 2023 | Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925. Full description at Econpapers || Download paper |
| 2023 | Resilience of international trade to typhoon-related supply disruptions. (2023). Levermann, Anders ; Otto, Christian ; Willner, Sven N ; Kuhla, Kilian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000696. Full description at Econpapers || Download paper |
| 2023 | When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x. Full description at Econpapers || Download paper |
| 2023 | Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158. Full description at Econpapers || Download paper |
| 2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper |
| 2023 | Energy price shocks and stabilization policies in the MATRIX model. (2023). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001520. Full description at Econpapers || Download paper |
| 2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper |
| 2023 | Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396. Full description at Econpapers || Download paper |
| 2023 | Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391. Full description at Econpapers || Download paper |
| 2023 | Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743. Full description at Econpapers || Download paper |
| 2023 | Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: Working Papers. RePEc:jau:wpaper:2023/02. Full description at Econpapers || Download paper |
| 2023 | Financial asset allocation duality and enterprise upgrading: empirical evidence from the Chinese A-share market. (2023). Zhang, Jun ; Guo, Xuemeng. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01683-1. Full description at Econpapers || Download paper |
| 2023 | Pollution Abatement and Lobbying in a Cournot Game. An Agent-Based Modelling approach. (2023). Leoni, Silvia ; Catola, Marco. In: Discussion Papers. RePEc:pie:dsedps:2023/294. Full description at Econpapers || Download paper |
| 2023 | Monetary policy rules and the inequality-augmented Phillips Curve. (2023). Laura, Dany Lang ; Rolim, Lilian. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon6. Full description at Econpapers || Download paper |
| 2023 | Income distribution, productivity growth, and workers’ bargaining power in an agent-based macroeconomic model. (2023). Lima, Gilberto ; Baltar, Carolina Troncoso ; Rolim, Lilian N. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-022-00805-3. Full description at Econpapers || Download paper |
| 2023 | Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z. Full description at Econpapers || Download paper |
| 2023 | Inequality-Constrained Monetary Policy in a Financialized Economy. (2023). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: LEM Papers Series. RePEc:ssa:lemwps:2023/05. Full description at Econpapers || Download paper |
| 2023 | Fiscal Transfers and Common Debt in a Monetary Union: A Multi-Country Agent Based-Stock Flow Consistent Model. (2023). Catullo, Ermanno ; Caiani, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2023/19. Full description at Econpapers || Download paper |
Works by Luca Riccetti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Minimum Tracking Error Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2010 | From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2011 | A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Portfolio frontiers with restrictions to tracking error volatility and value at risk.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2011 | Leveraged Network-Based Financial Accelerator In: Working Papers. [Full Text][Citation analysis] | paper | 90 |
| 2013 | Leveraged network-based financial accelerator.(2013) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | article | |
| 2022 | Reconciling TEV and VaR in Active Portfolio Management: A New Frontier In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2018 | FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 24 |
| 2020 | Risk aversion, prudence and temperance: It is a matter of gap between moments In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 2 |
| 2021 | Financial and non-financial risk attitudes: What does it matter? In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Financialisation and crisis in an agent based macroeconomic model In: Economic Modelling. [Full Text][Citation analysis] | article | 25 |
| 2013 | Financialisation and Crisis in an Agent Based Macroeconomomic Model.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2022 | On the consistency of the individual behavior when facing higher-order risk attitudes In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | Clusters of social impact firms: A complex network approach In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2022 | Clusters of social impact firms. A complex network approach..(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Monetary policy and large crises in a financial accelerator agent-based model In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 22 |
| 2016 | Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2016 | Monetary policy and large crises in a financial accelerator agent-based model.(2016) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2014 | Network analysis and calibration of the “leveraged network-based financial accelerator” In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 11 |
| 2016 | Stock market dynamics, leveraged network-based financial accelerator and monetary policy In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 12 |
| 2015 | Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Asset management with TEV and VaR constraints: the constrained efficient frontiers In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 39 |
| 2020 | Network calibration and metamodeling of a financial accelerator agent based model.(2020) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2019 | Macro Asset Allocation with Social Impact Investments In: Sustainability. [Full Text][Citation analysis] | article | 6 |
| 2022 | A note on the role of social impact investments in minimum variance portfolios In: Post-Print. [Citation analysis] | paper | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2012 | Using tracking error volatility to check active management and fee level of investment funds In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 1 |
| 2022 | Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments In: International Journal of Microsimulation. [Full Text][Citation analysis] | article | 1 |
| 2020 | Firm-bank credit network, business cycle and macroprudential policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Firm-bank credit networks, business cycle and macroprudential policy.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Firm–bank credit network, business cycle and macroprudential policy.(2022) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | The financial network channel of monetary policy transmission: An agent-based model In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model.(2022) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | The financial network channel of monetary policy transmission: an agent-based model.(2023) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Systemic risk measurement: bucketing global systemically important banks In: Annals of Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | Diffusion delay centrality: decelerating diffusion processes across networks In: Industrial and Corporate Change. [Full Text][Citation analysis] | article | 1 |
| 2014 | Intermediation Model, Bank Size and Lending to Customers: Is There a Significant Relationship? Evidence from Italy: 2008–2011 In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
| 2012 | An Agent Based Decentralized Matching Macroeconomic Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 142 |
| 2015 | An agent based decentralized matching macroeconomic model.(2015) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | article | |
| 2013 | Financial Regulation in an Agent Based Macroeconomic Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 23 |
| 2013 | Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A copula–GARCH model for macro asset allocation of a portfolio with commodities In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2017 | The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 In: Eurasian Studies in Business and Economics. [Citation analysis] | chapter | 0 |
| 2016 | Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 108 |
| 2013 | Unemployment benefits and financial factors in an agent-based macroeconomic model In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
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