Gabriele Tedeschi : Citation Profile

Are you Gabriele Tedeschi?

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

9

H index

9

i10 index

345

Citations

RESEARCH PRODUCTION:

25

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 26
   Journals where Gabriele Tedeschi has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 28 (7.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte200
   Updated: 2023-03-25    RAS profile: 2022-11-10    
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Relations with other researchers

Works with:

Recchioni, Maria (3)

Vidal-Tomás, David (2)

Gallegati, Mauro (2)

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

Is cited by:

Roventini, Andrea (19)

Gallegati, Mauro (18)

Iori, Giulia (17)

Fagiolo, Giorgio (15)

Colasante, Annarita (10)

Gaffeo, Edoardo (9)

Russo, Alberto (6)

Furtado, Bernardo (6)

Guerini, Mattia (5)

Mantegna, Rosario (5)

Gabbi, Giampaolo (5)

Cites to:

Gallegati, Mauro (127)

Iori, Giulia (49)

Stiglitz, Joseph (48)

Hommes, Cars (44)

Delli Gatti, Domenico (38)

battiston, stefano (30)

Gertler, Mark (24)

Gaffeo, Edoardo (23)

Russo, Alberto (22)

Kirman, Alan (22)

Recchioni, Maria (22)

Main data

Where Gabriele Tedeschi has published?

Journals with more than one article published# docs
Journal of Economic Interaction and Coordination4
International Review of Economics & Finance3
Physica A: Statistical Mechanics and its Applications3
Journal of Economic Dynamics and Control2
Journal of Economic Behavior & Organization2
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Working Papers / Economics Department, Universitat Jaume I, Castellón (Spain)6
Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali3
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents3

Recent works citing Gabriele Tedeschi (2022 and 2021)

YearTitle of citing document
2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:448.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450.

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2022Network Structure and Fragmentation of the Argentinean Interbank Markets. (2022). Montes-Rojas, Gabriel ; Forte, Federico ; Elosegui, Pedro. In: Working Papers. RePEc:aoz:wpaper:129.

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2021A Big Data Analysis of the Ethereum Network: from Blockchain to Google Trends. (2021). Arezooji, Dorsa Mohammadi. In: Papers. RePEc:arx:papers:2104.01764.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Montes-Rojas, Gabriel ; Elosegui, Pedro ; Forte, Federico. In: Papers. RePEc:arx:papers:2203.14488.

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2022The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Papers. RePEc:arx:papers:2210.12393.

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2022Predicting the unpredictable: New experimental evidence on forecasting random walks. (2022). Riyanto, Yohanes ; Corgnet, Brice ; Bao, Te ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: ISER Discussion Paper. RePEc:dpr:wpaper:1181.

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2021Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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2022Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

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2022The impacts of interest rates on banks’ loan portfolio risk-taking. (2022). Cajueiro, Daniel O ; Ely, Regis A ; Silveira, Douglas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002251.

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2021The origins of influence. (2021). Goldbaum, David. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:380-396.

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2021Model calibration and validation via confidence sets. (2021). Centorrino, Samuele ; Secchi, Davide ; Martinoli, Mario ; Seri, Raffaello. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:62-86.

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2023Operational research and artificial intelligence methods in banking. (2023). Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis ; Zhang, Wenke. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16.

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2021The double-edged role of social learning: Flash crash and lower total volatility. (2021). Wang, Xue ; Xiong, Xiong ; Zhang, Wei ; Xu, Hai-Chuan ; Zhou, Wei-Xing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:405-420.

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2021Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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2022Automation, Job Polarisation, and Structural Change. (2022). Russo, Alberto ; Caiani, Alessandro ; Fierro, Luca Eduardo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:499-535.

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2022Pricing heterogeneity and transaction mode: Evidence from the French fish market. (2022). Asche, Frank ; Wolff, Franois-Charles. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:67-79.

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2022Network structure and fragmentation of the Argentinean interbank markets. (2022). Elosegui, Pedro ; Forte, Federico D ; Montes-Rojas, Gabriel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000205.

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2022The influence of mobile trading on return dispersion and herding behavior. (2022). Wu, Chongfeng ; Diao, Xundi ; Li, Zhuolei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000622.

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2021Systemic risk in the interbank market with overlapping portfolios and cross-ownership of the subordinated debts. (2021). Fan, Hong ; Jiang, Shanshan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307135.

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2021Attitude interaction for financial price behaviours by contact system with small-world network topology. (2021). Wang, Jun ; Xiao, DI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001369.

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2021Implicit government guarantees and the externality of portfolio diversification: A complex network approach. (2021). Niu, Xiaoli ; Wu, Kexing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001801.

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2022Critical facility accessibility rapid failure early-warning detection and redundancy mapping in urban flooding. (2022). Dong, Shangjia ; Gangwal, Utkarsh. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:224:y:2022:i:c:s0951832022002046.

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2022Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network. (2022). Yang, Xin ; Deng, Yunke ; Zhao, Xian ; Huang, Chuangxia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:81-94.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2022Improving the Effectiveness of Organisational Collaborative Innovation in Megaprojects: An Agent-Based Modelling Approach. (2022). Liu, Hui ; Lei, Congcong ; Zhao, NA ; Wu, Chunlin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9070-:d:870564.

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2022Network structures of a centralized and a decentralized market. A direct comparison.. (2022). Vignes, Annick ; Mignot, Sylvain . In: Post-Print. RePEc:hal:journl:hal-03801324.

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2022Pricing heterogeneity and transaction mode: Evidence from the French fish market. (2022). Wolff, François-Charles ; Asche, Frank. In: Post-Print. RePEc:hal:journl:hal-03913067.

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2022The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro. In: Working Papers. RePEc:hal:wpaper:hal-03827332.

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2021Broker Network Connectivity and the Cross-Section of Expected Stock Returns. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Tini, Murat ; Demir, Muge. In: Working Papers. RePEc:ipg:wpaper:2021-002.

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2021Automation, job polarisation, and structural change. (2021). Russo, Alberto ; Caiani, Alessandro ; Fierro, Luca Eduardo. In: Working Papers. RePEc:jau:wpaper:2021/09.

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2021Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter. (2021). Rigatos, G. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10048-8.

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2022Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

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2022A Regression-Based Calibration Method for Agent-Based Models. (2022). Desiderio, Saul ; Chen, Siyan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10106-9.

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2022Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression. (2022). Chen, Siyan ; Desiderio, Saul. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10188-5.

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2022COVID-19 bust, policy response, and rebound: equity crowdfunding and P2P versus banks. (2022). Sewaid, Ahmed ; Reardon, Robert S ; Martinez-Salgueiro, Andrea ; Cumming, Douglas J. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:47:y:2022:i:6:d:10.1007_s10961-021-09899-6.

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2021Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6.

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2021Pandemic-Led Disruptions in Asia: Tracing the Early Economic Impacts on Sri Lanka and Thailand. (2021). Ramanayake, Sanika Sulochani ; Marwah, Reena. In: South Asian Survey. RePEc:sae:soasur:v:28:y:2021:i:1:p:172-198.

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2022Black’s model in a negative interest rate environment, with application to OTC derivatives. (2022). Facchinetti, Silvia ; Dallago, Gimmi ; Bramante, Riccardo. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00408-6.

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2021Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00286-2.

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2021Dynamic bank runs: an agent-based approach. (2021). Nakane, Marcio ; dos Santos, Toni ; Eugenio, Toni Ricardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00325-6.

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2021Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition. (2021). Troster, Victor ; Macedo, Demian. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:4:d:10.1007_s11403-021-00326-5.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2022Self-sustained price bubbles driven by digital currency innovations and adaptive market behavior. (2022). Timofeyev, Ilya ; Perepelitsa, Misha. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:3:d:10.1007_s43546-021-00188-w.

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2021Network?based early warning system to predict financial crisis. (2021). Dastkhan, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616.

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2021Forecasting negative yield?curve distributions. (2021). Rakotondratsimba, Yves ; Lebreton, Victor ; Jun, Jaeyun. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:367-386.

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Works by Gabriele Tedeschi:

YearTitleTypeCited
2011The impact of classes of innovators on Technology, Financial Fragility and Economic Growth In: Working Papers.
[Full Text][Citation analysis]		paper10
2013The impact of classes of innovators on technology, financial fragility, and economic growth.(2013) In: Industrial and Corporate Change.
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This paper has another version. Agregated cites: 10		article
2012Systemic risk on different interbank network topologies In: Working Papers.
[Full Text][Citation analysis]		paper74
2012Systemic risk on different interbank network topologies.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 74		article
2012Markets connectivity and financial contagion In: Working Papers.
[Full Text][Citation analysis]		paper27
2015Markets connectivity and financial contagion.(2015) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 27		article
2022Reinforcement Learning Policy Recommendation for Interbank Network Stability In: Papers.
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2020Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2015A calibration procedure for analyzing stock price dynamics in an agent-based framework In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article65
2014A calibration procedure for analyzing stock price dynamics in an agent-based framework.(2014) In: FinMaP-Working Papers.
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2021Bitcoin: Bubble that bursts or Gold that glitters? In: Economics Letters.
[Full Text][Citation analysis]		article0
2017From bond yield to macroeconomic instability: A parsimonious affine model In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2021The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2020The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2019An approach to identifying micro behavior: How banks’ strategies influence financial cycles In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2012Herding effects in order driven markets: The rise and fall of gurus In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article47
2012Lost in transactions: The case of the Boulogne s/mer fish market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2014Interaction in agent-based economics: A survey on the network approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article13
2014Bank interlinkages and macroeconomic stability In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article17
2017From banks strategies to financial (in)stability In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2015From banks’ strategies to financial (in)stability.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 8		paper
2015From banks strategies to financial (in)stability.(2015) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 8		paper
2021The macroeconomic effects of default and debt restructuring: An agent based exploration In: International Review of Economics & Finance.
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2012An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market In: Journal of Artificial Societies and Social Simulation.
[Full Text][Citation analysis]		article7
2016From bond yield to macroeconomic instability: The effect of negative interest rates In: Working Papers.
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2016Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model In: Working Papers.
[Full Text][Citation analysis]		paper3
2017Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model.(2017) In: Quantitative Finance.
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This paper has another version. Agregated cites: 3		article
2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior In: Working Papers.
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2021From interaction to business fluctuations: How credit network explain cycles In: Working Papers.
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2021The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability In: Working Papers.
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2012Bankruptcy Cascades in Interbank Markets In: PLOS ONE.
[Full Text][Citation analysis]		article23
2009The role of communication and imitation in limit order markets In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article14
2019Alternative approaches for the reformulation of economics In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article1
2020Taming financial systemic risk: models, instruments and early warning indicators In: Journal of Economic Interaction and Coordination.
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2013Major trends in agent-based economics In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article3
2014The dynamic of innovation networks: a switching model on technological change In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article5
2012The Boulogne fish market: the social structure and the role of loyalty In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2014Banks strategies during the financial crisis In: FinMaP-Working Papers.
[Full Text][Citation analysis]		paper1

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