5
H index
2
i10 index
131
Citations
| 5 H index 2 i10 index 131 Citations RESEARCH PRODUCTION: 7 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Klaus Rheinberger. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Energies | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Oesterreichische Nationalbank (Austrian Central Bank) | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | A Quick Stress Testing Methodology for Irish Banks. (2025). Mugrabi, Farah ; Lyons, Paul ; de Comres, Quentin Bro. In: Research Technical Papers. RePEc:cbi:wpaper:17/rt/25. Full description at Econpapers || Download paper |
| 2024 | Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941. Full description at Econpapers || Download paper |
| 2024 | Flexibility enhancement of urban energy systems through coordinated space heating aggregation of numerous buildings. (2024). Dong, Zihang ; Zhang, XI ; Giannelos, Spyros ; Strbac, Goran. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013540. Full description at Econpapers || Download paper |
| 2024 | The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach. (2024). Darne, Olivier ; Levy-Rueff, Guy ; Pop, Adrian. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001007. Full description at Econpapers || Download paper |
| 2024 | On bankruptcy in general equilibrium with uncertainty. (2024). Tsomocos, Dimitrios ; Ritzberger, Klaus. In: Journal of Economic Theory. RePEc:eee:jetheo:v:218:y:2024:i:c:s0022053124000449. Full description at Econpapers || Download paper |
| 2025 | Aggregation and Coordination Method for Flexible Resources Based on GNMTL-LSTM-Zonotope. (2025). Zhang, Cunming ; Li, Yuanfu ; Gong, Weishuai ; Tao, Xiaolong ; Wang, Ruiqi ; Cui, Baolin ; Peng, BO. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:16:p:4358-:d:1725481. Full description at Econpapers || Download paper |
| 2025 | Lightweight Implicit Approximation of the Minkowski Sum of an N-Dimensional Ellipsoid and Hyperrectangle. (2025). van Wallendael, Glenn ; Lambert, Peter ; Ramlot, Bert ; Courteaux, Martijn. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1326-:d:1637425. Full description at Econpapers || Download paper |
| 2024 | Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Zhang, Xiang ; Yuan, Zhining ; Costola, Michele ; Maillet, Bertrand. In: Post-Print. RePEc:hal:journl:hal-04514343. Full description at Econpapers || Download paper |
| 2024 | Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. (2024). Zhang, Xiang ; Costola, Michele ; Yuan, Zhining ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04881-3. Full description at Econpapers || Download paper |
| 2024 | Some properties of the maximum loss on loan portfolios. (2024). Vrs, Jzsef. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:1:d:10.1007_s10100-022-00837-x. Full description at Econpapers || Download paper |
| 2024 | Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Credit Risk in General Equilibrium In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Credit risk in general equilibrium.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Credit Risk in General Equilibrium.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2014 | Credit risk in general equilibrium.(2014) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2010 | Does adding up of economic capital for market- and credit risk amount to conservative risk assessment? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2021 | Flexibility Control in Autonomous Demand Response by Optimal Power Tracking In: Energies. [Full Text][Citation analysis] | article | 1 |
| 2022 | Aggregation of Demand-Side Flexibilities: A Comparative Study of Approximation Algorithms In: Energies. [Full Text][Citation analysis] | article | 6 |
| 2009 | How to Find Plausible, Severe and Useful Stress Scenarios In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 88 |
| 2009 | How to find plausible, severe, and useful stress scenarios.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
| 2008 | Is Current Capital Regulation Based on Conservative Risk Assessment? In: Financial Stability Report. [Full Text][Citation analysis] | article | 4 |
| 2008 | Credit portfolio risk and asset price cycles In: Computational Management Science. [Full Text][Citation analysis] | article | 0 |
| 2008 | Regulatory capital for market and credit risk interaction: is current regulation always conservative? In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team