Andrea Teglio : Citation Profile


Are you Andrea Teglio?

Universitat Jaume I (50% share)
Universitat Jaume I (50% share)

6

H index

4

i10 index

139

Citations

RESEARCH PRODUCTION:

9

Articles

16

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 11
   Journals where Andrea Teglio has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 11 (7.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte141
   Updated: 2017-11-18    RAS profile: 2017-08-22    
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Relations with other researchers


Works with:

Raberto, Marco (11)

Shen, Dehua (4)

Cincotti, Silvano (4)

Mazzocchetti, Andrea (2)

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

Is cited by:

Roventini, Andrea (29)

Fagiolo, Giorgio (25)

Napoletano, Mauro (21)

Dosi, Giovanni (15)

Gallegati, Mauro (14)

Russo, Alberto (10)

Treibich, Tania (8)

Gaffard, Jean-Luc (7)

Riccetti, Luca (7)

Shen, Dehua (6)

Alfarano, Simone (6)

Cites to:

Raberto, Marco (38)

Cincotti, Silvano (26)

Roventini, Andrea (12)

Shen, Dehua (11)

Gallegati, Mauro (11)

Fagiolo, Giorgio (10)

Carroll, Christopher (10)

Gertler, Mark (10)

Dosi, Giovanni (9)

Godin, Antoine (8)

Baker, Malcolm (7)

Main data


Where Andrea Teglio has published?


Journals with more than one article published# docs
Economics - The Open-Access, Open-Assessment E-Journal3
Revue de l'OFCE2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / Economics Department, Universitat Jaume I, Castellón (Spain)8
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Andrea Teglio (2017 and 2016)


YearTitle of citing document
2016COMBINING MONETARY POLICY AND PRUDENTIAL REGULATION: AN AGENT-BASED MODELING APPROACH. (2016). Lima, Gilberto ; da Silva, Michel Alexandre . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:039.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2016Macroprudential policy in an agent-based model of the UK housing market. (2016). Uluc, Arzu ; Hinterschweiger, Marc ; Tang, Daniel ; Low, Katie ; Farmer, Doyne J ; Baptista, Rafa . In: Bank of England working papers. RePEc:boe:boeewp:0619.

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2016Agent based-stock flow consistent macroeconomics: Towards a benchmark model. (2016). Stiglitz, Joseph ; Kinsella, Stephen ; Godin, Antoine ; Gallegati, Mauro ; Caiani, Alessandro ; Caverzasi, Eugenio . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:375-408.

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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 ; Pereira, Marcelo ; Roventini, A ; Dosi, G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:162-186.

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2016Market reaction to internet news: Information diffusion and price pressure. (2016). Shen, Dehua ; ZHANG, YONG JIE ; Song, Weixin . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:43-49.

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2016Information advantage, short sales, and stock returns: Evidence from short selling reform in China. (2016). Feng, Xunan ; Chan, Kam C. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:131-142.

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2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

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2017Daily happiness and stock returns: The case of Chinese company listed in the United States. (2017). Li, Xiao ; Zhang, Wei ; Xue, Mei ; Shen, Dehua . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:496-501.

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

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2017Twitters daily happiness sentiment and the predictability of stock returns. (2017). You, Wanhai ; Guo, Yawei ; Peng, Cheng . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:58-64.

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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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2017Investor sentiment and stock returns: Evidence from provincial TV audience rating in China. (2017). Shen, Dehua ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:288-294.

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2017Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective. (2017). Shen, Dehua ; Zhang, Wei ; Bi, Zhengzheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:345-355.

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2017Does microblogging convey firm-specific information? Evidence from China. (2017). Shen, Dehua ; Zhang, Wei ; Xue, Mei ; Li, Xiao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:621-626.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Shi, Huai-Long ; Zhou, Wei-Xing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318.

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2017The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market. (2017). ZHANG, YONG JIE ; Shen, Dehua ; Liu, Lanbiao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:535-541.

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2018Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns. (2018). Shen, Dehua ; Zhang, Yongjie ; Liu, Lanbiao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:928-934.

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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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2016Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:16011.

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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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2017Eurace Open: An agent-based multi-country model. (2017). Petrovic, Marko ; Cincotti, Silvano ; Teglio, Andrea ; Ozel, Bulent . In: Working Papers. RePEc:jau:wpaper:2017/09.

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2016The Diablo 3 Economy: An Agent Based Approach. (2016). von Schweinitz, Gregor ; El-Shagi, Makram. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:2:d:10.1007_s10614-014-9480-5.

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2016An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises. (2016). Russo, Alberto. In: MPRA Paper. RePEc:pra:mprapa:77175.

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2016Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

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2016Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio. In: LEM Papers Series. RePEc:ssa:lemwps:2016/17.

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

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

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2016Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis. (2016). Howitt, Peter ; Gershman, Boris ; Ashraf, Quamrul. In: Department of Economics Working Papers. RePEc:wil:wileco:2011-03.

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2016Prudential regulation in an artificial banking system. (2016). Mateus, Pedro Miguel ; Curto, Jose Dias . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201627.

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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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2016Asset markets in the lab: A literature review. (2016). Nuzzo, Simone ; Morone, Andrea. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2060.

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Works by Andrea Teglio:


YearTitleTypeCited
2012Macroprudential Policies in an Agent-Based Artificial Economy In: Revue de l'OFCE.
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article11
2012Macroprudential policies in an agent-based artificial economy.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2012Reply to Comments In: Revue de l'OFCE.
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article0
2016R2 and idiosyncratic volatility: Which captures the firm-specific return variation? In: Economic Modelling.
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article7
2015R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2006A general equilibrium model of a production economy with asset markets In: Physica A: Statistical Mechanics and its Applications.
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article0
2016Daily happiness and stock returns: Some international evidence In: Physica A: Statistical Mechanics and its Applications.
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article7
2011The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach In: Working Papers.
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paper0
2015Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model In: Working Papers.
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paper3
2016Macroeconomic implications of mortgage loans requirements: An agent based approach In: Working Papers.
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paper1
2016From financial instability to green finance: the role of banking and monetary policies in the Eurace model In: Working Papers.
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2016The impact of information-based familiarity on the stock market In: Working Papers.
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2016The role of bank credit allocation: Evidence from the Spanish economy In: Working Papers.
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paper1
2008Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design In: Computational Economics.
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article18
2016An agent-based stock-flow consistent model of the sustainable transition in the energy sector In: MPRA Paper.
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paper2
2017Securitisation and Business Cycle: An Agent-Based Perspective In: MPRA Paper.
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paper1
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
2005Multi-agent modeling and simulation of a sequential monetary production economy In: Computational Economics.
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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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paper44
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: 44
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2011Debt deleveraging and business cycles: An agent-based perspective In: Economics Discussion Papers.
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paper41
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: 41
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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: 2
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2017Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets In: Kiel Working Papers.
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