17
H index
26
i10 index
1197
Citations
Università degli Studi di Genova | 17 H index 26 i10 index 1197 Citations RESEARCH PRODUCTION: 40 Articles 41 Papers 10 Chapters RESEARCH ACTIVITY: 24 years (1999 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pra66 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Raberto. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 10 |
MPRA Paper / University Library of Munich, Germany | 9 |
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain) | 8 |
Finance / University Library of Munich, Germany | 4 |
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel) | 3 |
Year | Title of citing document |
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2023 | Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405. 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 | Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781. Full description at Econpapers || Download paper |
2023 | Mr.Keynes and the... Complexity! A suggested agent-based version of the General Theory of Employment, Interest and Money. (2023). Biondo, Alessio Emanuele. In: Papers. RePEc:arx:papers:2303.00889. Full description at Econpapers || Download paper |
2023 | Social Sustainability of Digital Transformation: Empirical Evidence from EU-27 Countries. (2023). Hegedhus, Szilard ; Atobishi, Thabit ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:2305.16088. Full description at Econpapers || Download paper |
2024 | The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model. (2024). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc ; Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu. In: Bank of England working papers. RePEc:boe:boeewp:1066. 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 |
2024 | The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu ; Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc. In: Working Papers. RePEc:cgs:wpaper:118. Full description at Econpapers || Download paper |
2023 | A North-South Agent Based Model of Segmented Labour Markets. The Role of Education and Trade Asymmetries. (2023). Virgillito, Maria Enrica ; Pereira, Marcelo ; Fanti, Lucrezia. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0032. Full description at Econpapers || Download paper |
2023 | Fast solution methods for Riesz space fractional diffusion equations with non-separable coefficients. (2023). She, Zi-Hang ; Lao, Cheng-Xue ; Yang, Hong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:445:y:2023:i:c:s0096300322008979. Full description at Econpapers || Download paper |
2024 | Investigating the factors influencing the electric vehicle market share: A comparative study of the European Union and United States. (2024). Yang, Xiong ; Chiwing, Justin Hayse ; Peng, Ruoqing ; Zhuge, Chengxiang ; Zhang, Jie ; Meng, Meng. In: Applied Energy. RePEc:eee:appene:v:355:y:2024:i:c:s0306261923016914. Full description at Econpapers || Download paper |
2023 | Explaining green bond issuance using survey evidence: Beyond the greenium. (2023). Schopohl, Lisa ; Sangiorgi, Ivan. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:1:s0890838921000974. 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 | A high-resolution, data-driven agent-based model of the housing market. (2023). Vago, Nikolett ; Olah, Zsolt ; Hosszu, Zsuzsanna ; Borsos, Andras ; Mer, Bence. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001446. Full description at Econpapers || Download paper |
2023 | Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931. Full description at Econpapers || Download paper |
2023 | Computational applications of extended SIR models: A review focused on airborne pandemics. (2023). Lazebnik, Teddy. In: Ecological Modelling. RePEc:eee:ecomod:v:483:y:2023:i:c:s0304380023001539. Full description at Econpapers || Download paper |
2023 | Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891. Full description at Econpapers || Download paper |
2023 | To copatent or not to copatent: An agent-based model for firms facing this dilemma. (2023). Manzini, Raffaella ; Lazzarotti, Valentina ; Puliga, Gloria ; Ponta, Linda ; Cincotti, Silvano. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1349-1363. Full description at Econpapers || Download paper |
2023 | Fossil fuels subsidy removal and the EU carbon neutrality policy. (2023). Paglialunga, Elena ; Costantini, Valeria ; Antimiani, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000221. Full description at Econpapers || Download paper |
2023 | The rise of green energy metal: Could lithium threaten the status of oil?. (2023). Qin, Meng ; Umar, Muhammad ; Nepal, Rabindra ; Jia, Zhijie ; Shao, Xuefeng ; Su, Chiwei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001494. Full description at Econpapers || Download paper |
2023 | Energy policy diversity and green bond issuance around the world. (2023). Mertzanis, Charilaos. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300614x. Full description at Econpapers || Download paper |
2023 | The effect of record-high gasoline prices on the consumers’ new energy vehicle purchase intention: Evidence from the uniform experimental design. (2023). Wang, Bichen ; Ye, Jie ; Cai, Yunhao ; Jing, Peng ; Sun, Huiqian. In: Energy Policy. RePEc:eee:enepol:v:175:y:2023:i:c:s030142152300085x. Full description at Econpapers || Download paper |
2023 | Subsidy removal, regional trade and CO2 mitigation in the electricity sector in the Middle East and North Africa region. (2023). Deluque, Ilka Fabiana ; Timilsina, Govinda R. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001428. 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 | Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053. Full description at Econpapers || Download paper |
2023 | Ecological money and finance. Introducing ecological risk-free assets. (2023). Lagoarde-Ségot, Thomas ; Revelli, Christophe ; Lagoarde-Segot, Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003873. Full description at Econpapers || Download paper |
2023 | Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323. 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 | Evaluating the role of renewable energy investment resources and green finance on the economic performance: Evidence from OECD economies. (2023). Wu, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200592x. Full description at Econpapers || Download paper |
2023 | Investigating the nexus between green economy, sustainability, bitcoin and oil prices: Contextual evidence from the United States. (2023). Shahbaz, Muhammad ; Chopra, Ritika ; Singh, Sanjeet ; Sharma, Gagan Deep ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006110. Full description at Econpapers || Download paper |
2023 | Effects of heterogeneous ICT on critical metal supply: A differentiated perspective on primary and secondary supply. (2023). Zhang, Yijun ; Cheng, Jinhua ; Song, YI. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004014. Full description at Econpapers || Download paper |
2023 | The role of fossil fuel subsidies in preventing a jump-start on the transition to renewable energy: Empirical evidence from Algeria. (2023). Matallah, Amal ; Boudaoud, Souhila ; Ferhaoui, Mustapha. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s030142072300987x. Full description at Econpapers || Download paper |
2023 | An unconditionally convergent RSCSCS iteration method for Riesz space fractional diffusion equations with variable coefficients. (2023). Qu, Wei ; Qiu, Li-Min ; She, Zi-Hang. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:203:y:2023:i:c:p:633-646. Full description at Econpapers || Download paper |
2024 | Qualitative behavior in a fractional order IS-LM-AS macroeconomic model with stability analysis. (2024). Bazán Navarro, Ciro ; Benazic, Renato Mario ; Bazan, Ciro Eduardo. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:217:y:2024:i:c:p:425-443. Full description at Econpapers || Download paper |
2023 | A fractional Hawkes process II: Further characterization of the process. (2023). Polito, Federico ; Hawkes, Alan G ; Chen, Jing ; Scalas, Enrico ; Aduda, Jane A ; Habyarimana, Cassien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001516. Full description at Econpapers || Download paper |
2023 | Statistical inference for mixed jump processes by Markov switching model with application to identify seismicity levels. (2023). Wang, Xiangjun ; Dai, Min ; Zhang, Zhikun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123008464. Full description at Econpapers || Download paper |
2024 | Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis. (2024). Miti, Petar ; Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009524. Full description at Econpapers || Download paper |
2023 | Nexus between renewable energy investment, green finance, and sustainable development: Role of industrial structure and technical innovations. (2023). Iqbal, Wasim ; He, Junming ; Su, Fangli. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:715-724. Full description at Econpapers || Download paper |
2024 | Reacting and recovering after an innovation failure. An agent-based approach. (2024). Manzini, Raffaella ; Puliga, Gloria ; Ponta, Linda ; Cincotti, Silvano. In: Technovation. RePEc:eee:techno:v:129:y:2024:i:c:s0166497223001955. Full description at Econpapers || Download paper |
2024 | Probability causal inference of interest rate fluctuations: Evidence from private credit in emerging markets. (2024). Shen, Shaowei ; Chen, Xiaohui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s004016252300848x. Full description at Econpapers || Download paper |
2023 | Can upgrading information infrastructure improve the innovation ability of companies? Empirical evidence from China. (2023). Guo, Zizheng ; Dong, Shuli ; Chen, Hsinghung ; Xu, Shengxiang. In: Telecommunications Policy. RePEc:eee:telpol:v:47:y:2023:i:6:s0308596123000800. Full description at Econpapers || Download paper |
2023 | Driving electric vehicles’ mass adoption: An architecture for the design of human-centric policies to meet climate and societal goals. (2023). Tanelli, Mara ; Dabbene, Fabrizio ; Strada, Silvia ; Ravazzi, Chiara ; Breschi, Valentina. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:171:y:2023:i:c:s096585642300071x. Full description at Econpapers || Download paper |
2023 | A system dynamics model for effective management strategies of High-Speed Railway (HSR) projects involving private sector participation. (2023). Patidar, Manoj ; Dasari, Rohit ; Maemura, YU ; Bugalia, Nikhil. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:175:y:2023:i:c:s0965856423001994. Full description at Econpapers || Download paper |
2023 | Carbon peak simulation and peak pathway analysis for hub-and-spoke container intermodal network. (2023). Yu, Hang ; He, Junliang ; Guo, Xiaoyan ; Liu, Mei. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:180:y:2023:i:c:s1366554523003204. Full description at Econpapers || Download paper |
2023 | What EV users say about policy efficacy: Evidence from Shanghai. (2023). Bai, Xuemei ; Peng, Yuan. In: Transport Policy. RePEc:eee:trapol:v:132:y:2023:i:c:p:16-26. Full description at Econpapers || Download paper |
2023 | Comparative Analysis of Battery Thermal Management System Using Biodiesel Fuels. (2023). Raja, Raja Mazuir ; Soyhan, Hakan Serhad ; Khatir, Zinedine ; Almshahy, Ali ; Al-Damook, Moustafa ; Mahmoud, Ayob ; al Qubeissi, Mansour. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:1:p:565-:d:1024147. Full description at Econpapers || Download paper |
2023 | Simulation Modeling in Supply Chain Management Research of Ethanol: A Review. (2023). Choi, Yeona ; Kim, Sojung. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:21:p:7429-:d:1273669. Full description at Econpapers || Download paper |
2023 | Energy Taxation Reform with an Environmental Focus in Portugal. (2023). Pereira, Rui Marvo. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1232-:d:1044672. Full description at Econpapers || Download paper |
2023 | Review of Policies for Indonesia’s Electricity Sector Transition and Qualitative Evaluation of Impacts and Influences Using a Conceptual Dynamic Model. (2023). McLellan, Benjamin C ; Zahari, Teuku Naraski. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3406-:d:1122039. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Building a Macroeconomic Simulator with Multi-Layered Supplier–Customer Relationships. (2023). Kurahashi, Setsuya ; Sakazaki, Jun ; Obata, Takahiro. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:128-:d:1192607. Full description at Econpapers || Download paper |
2023 | Financial Indicators’ Performance and Green Financing Projects: A Comparative Study from PSX and NYSX. (2023). Salahodjaev, Raufhon ; Kaium, Md Abdul ; Hafeez, Muhammad ; Jahan, Mirza Nasir ; Yang, Juan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5132-:d:1096788. Full description at Econpapers || Download paper |
2023 | Exploring the Reverse Relationship between Circular Economy Innovation and Digital Sustainability—The Dual Mediation of Government Incentives. (2023). Sohail, Sadiq M ; Qahwash, Ehab Abdullatif ; Haddad, Adel Ghaleb ; Al-Ghazali, Basheer M ; Ur, Fazal. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5181-:d:1097573. Full description at Econpapers || Download paper |
2023 | Analysis of Dynamic Connectedness Relationships among Clean Energy, Carbon Emission Allowance, and BIST Indexes. (2023). Gulbagda, Bodaukhan ; Zhanar, Nurbossynova ; Raikhan, Sutbayeva ; Doan, Mesut. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6025-:d:1112193. Full description at Econpapers || Download paper |
2023 | Global Trends of Carbon Finance: A Bibliometric Analysis. (2023). Zhou, Zhongxuan ; Yu, Wenjiao ; Su, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6784-:d:1125823. Full description at Econpapers || Download paper |
2023 | Bibliometric Review on Sustainable Finance. (2023). Shah, Mohamed Eskandar ; Kashi, Aghilasse. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7119-:d:1131554. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Boosting green recovery: the impact of green fiscal policy on green total factor productivity. (2023). Xiu, Anteng ; Liu, Zhen ; Guo, Yifan ; Zhao, Xing. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09516-6. Full description at Econpapers || Download paper |
2023 | Greenium, credit rating, and the COVID-19 pandemic. (2023). Hachenberg, Britta ; Arat, Emre ; Schiereck, Dirk ; Kiesel, Florian. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00320-5. 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 | A view on ICT and digitalization in Portuguese firms. (2023). Amador, João ; Silva, Catia. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202311. Full description at Econpapers || Download paper |
2023 | Trends and Trajectories in the Software Industry: implications for the future of work. (2023). Birkstedt, Teemu ; Hyrynsalmi, Sami ; A. K. M. Najmul Islam, ; Mantymaki, Matti ; Laato, Samuli. In: Information Systems Frontiers. RePEc:spr:infosf:v:25:y:2023:i:2:d:10.1007_s10796-022-10267-4. Full description at Econpapers || Download paper |
2023 | Effects of technological change and automation on industry structure and (wage-)inequality: insights from a dynamic task-based model. (2023). Neugart, Michael ; Dawid, Herbert. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:1:d:10.1007_s00191-022-00803-5. Full description at Econpapers || Download paper |
2023 | A North-South agent based model of segmented labour markets. The role of education and trade asymmetries. (2023). Virgillito, Maria Enrica ; Pereira, Marcelo ; Fanti, Lucrezia. In: LEM Papers Series. RePEc:ssa:lemwps:2023/17. 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 |
2023 | Methodology for regional industrial complex management: Architecture of an agent-based model. (2023). Sirotin, Dmitry V ; Korovin, Grigory B ; Shorikov, Andrey F. In: Upravlenets. RePEc:url:upravl:v:14:y:2023:i:6:p:63-76. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Agent-based simulation for market diffusion of passenger cars and motorcycles BEV in Greater Jakarta Area. (2024). Soehodho, Sutanto ; Hanafi, Jessica ; Purwanto, Widodo Wahyu ; Speth, Daniel ; Gnann, Till ; Nugroho, Rizqi Ilma. In: Working Papers Sustainability and Innovation. RePEc:zbw:fisisi:294823. Full description at Econpapers || Download paper |
2023 | A North-South agent based model of segmented labour markets. The role of education and trade asymmetries. (2023). Virgillito, Maria Enrica ; Pereira, Marcelo ; Fanti, Lucrezia. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1268. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Modeling non-stationarities in high-frequency financial time series In: Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Modeling non-stationarities in high-frequency financial time series.(2019) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2000 | Learning short-option valuation in the presence of rare events In: Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | LEARNING SHORT-OPTION VALUATION IN THE PRESENCE OF RARE EVENTS.(2000) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2000 | Fractional calculus and continuous-time finance II: the waiting-time distribution In: Papers. [Full Text][Citation analysis] | paper | 131 |
2000 | Fractional calculus and continuous-time finance II: the waiting-time distribution.(2000) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | article | |
2004 | Fractional calculus and continuous-time finance II: the waiting- time distribution.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2000 | The waiting-time distribution of LIFFE bond futures In: Papers. [Full Text][Citation analysis] | paper | 1 |
2001 | Agent-based simulation of a financial market In: Papers. [Full Text][Citation analysis] | paper | 87 |
2001 | Agent-based simulation of a financial market.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | article | |
2002 | Waiting-times and returns in high-frequency financial data: an empirical study In: Papers. [Full Text][Citation analysis] | paper | 72 |
2002 | Waiting-times and returns in high-frequency financial data: an empirical study.(2002) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
2004 | Waiting-times and returns in high-frequency financial data: an empirical study.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2003 | Anomalous waiting times in high-frequency financial data In: Papers. [Full Text][Citation analysis] | paper | 23 |
2005 | Anomalous waiting times in high-frequency financial data.(2005) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2004 | Anomalous waiting times in high-frequency financial data.(2004) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
1999 | Correlations in the Bond-Future Market In: Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Correlations in the bond-future market.(1999) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2004 | Correlations in the Bond–Future Market.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1999 | Volatility in the Italian Stock Market: an Empirical Study In: Papers. [Full Text][Citation analysis] | paper | 3 |
1999 | Volatility in the Italian stock market: an empirical study.(1999) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2004 | Volatility in the Italian Stock Market: An Empirical Study.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2012 | Macroprudential Policies in an Agent-Based Artificial Economy In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 37 |
2012 | Macroprudential policies in an agent-based artificial economy.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2012 | Reply to Comments In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
2013 | Large-Scale Modeling of Economic Systems In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] | paper | 10 |
2006 | A dynamic general disequilibrium model of a sequential monetary production economy In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2020 | Should I stay or should I go? An agent-based setup for a trading and monetary union In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
2018 | The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds In: Ecological Economics. [Full Text][Citation analysis] | article | 78 |
2018 | An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector In: Ecological Economics. [Full Text][Citation analysis] | article | 58 |
2016 | An agent-based stock-flow consistent model of the sustainable transition in the energy sector.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2023 | Resource scarcity, circular economy and the energy rebound: A macro-evolutionary input-output model In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2019 | The impact of phasing out fossil fuel subsidies on the low-carbon transition In: Energy Policy. [Full Text][Citation analysis] | article | 37 |
2023 | Compounding COVID-19 and climate risks: The interplay of banks’ lending and government’s policy in the shock recovery In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2021 | The complexity of the intangible digital economy: an agent-based model In: Journal of Business Research. [Full Text][Citation analysis] | article | 16 |
2019 | The complexity of the intangible digital economy: an agent-based model.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2019 | Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 28 |
2015 | Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2003 | Who wins? Study of long-run trader survival in an artificial stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 10 |
2005 | Modeling and simulation of a double auction artificial financial market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2006 | A general equilibrium model of a production economy with asset markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2012 | An 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. [Full Text][Citation analysis] | article | 73 |
2007 | Learning Oligopolistic Competition In Electricty Auctions In: Post-Print. [Citation analysis] | paper | 1 |
2011 | The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach In: Working Papers. [Full Text][Citation analysis] | paper | 35 |
2012 | THE IMPACT OF BANKS CAPITAL ADEQUACY REGULATION ON THE ECONOMIC SYSTEM: AN AGENT-BASED APPROACH.(2012) In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
2012 | On the distributional properties of size, profit and growth of Icelandic firms In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2012 | On the distributional properties of size, pro fit and growth of Icelandic firms.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2013 | On the distributional properties of size, profit and growth of Icelandic firms.(2013) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2016 | Macroeconomic implications of mortgage loans requirements: An agent based approach In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2019 | Macroeconomic implications of mortgage loan requirements: an agent-based approach.(2019) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2016 | From financial instability to green finance: the role of banking and monetary policies in the Eurace model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Eurace Open: An agent-based multi-country model In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2017 | Macroeconomic effects of varied mortgage instruments studied using agent-based model simulations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Traders Long-Run Wealth in an Artificial Financial Market In: Computational Economics. [Full Text][Citation analysis] | article | 29 |
2002 | Traders’ long-run wealth in an artificial financial market.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2008 | Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design In: Computational Economics. [Full Text][Citation analysis] | article | 28 |
2018 | Securitization and business cycle: an agent-based perspective In: Industrial and Corporate Change. [Full Text][Citation analysis] | article | 17 |
2017 | Securitisation and Business Cycle: An Agent-Based Perspective.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2011 | Semi-Markov Graph Dynamics In: PLOS ONE. [Full Text][Citation analysis] | article | 5 |
2021 | Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2021 | An investigation into modelling approaches for industrial symbiosis: a literature review In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2020 | Systemic financial risk indicators and securitised assets: an agent-based framework.(2020) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2019 | An economy under the digital transformation In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
2020 | The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment.(2020) In: Review of Evolutionary Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2004 | Multi-agent modeling and simulation of a sequential monetary production economy In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 0 |
2005 | Multi-agent modeling and simulation of a sequential monetary production economy.(2005) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2005 | A dynamic model of a monetary production economy under the disequilibrium economics approach In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 0 |
2006 | Duopolistic competition in an electricity markets with heterogeneous cost functions In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2016 | Introduction to the special issue In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
2019 | From financial instability to green finance: the role of banking and credit market regulation in the Eurace model In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 24 |
2014 | Subprime Lending and Financial Inequality in an Agent-Based Model In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2005 | Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 6 |
2005 | Fraudulent Agents in an Artificial Financial Market In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 3 |
2006 | The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
2008 | Prospect Theory Behavioral Assumptions in an Artificial Financial Economy In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2007 | Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2009 | Explaining Equity Excess Return by Means of an Agent-Based Financial Market In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2010 | Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
2011 | Do Capital Requirements Affect Long-Run Output Trends? In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2012 | Integrating the housing market into an agent-based economic model In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2022 | Why do we need agent-based macroeconomics? In: Review of Evolutionary Political Economy. [Full Text][Citation analysis] | article | 3 |
2013 | Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility In: Transport Reviews. [Full Text][Citation analysis] | article | 14 |
2012 | EDITORIAL — MANAGING FINANCIAL INSTABILITY IN CAPITALIST ECONOMIES In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 0 |
2010 | Credit money and macroeconomic instability in the agent-based model and simulator Eurace In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 146 |
2010 | Credit money and macroeconomic instability in the agent-based model and simulator Eurace.(2010) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | article | |
2011 | Debt deleveraging and business cycles: An agent-based perspective In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 121 |
2012 | Debt, deleveraging and business cycles: An agent-based perspective.(2012) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | article | |
2013 | Housing market bubbles and business cycles in an agent-based credit economy In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2014 | Housing market bubbles and business cycles in an agent-based credit economy.(2014) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article |
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