10
H index
11
i10 index
391
Citations
Universitat Jaume I (50% share) | 10 H index 11 i10 index 391 Citations RESEARCH PRODUCTION: 28 Articles 14 Papers RESEARCH ACTIVITY: 14 years (2009 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pte200 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriele Tedeschi. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Population dynamics in fresh product markets with no posted prices. (2023). Fernandez, Bastien ; Ellouze, Ali. In: Papers. RePEc:arx:papers:2311.03987. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
2023 | Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743. 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 | Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16. Full description at Econpapers || Download paper |
2024 | Simulation schemes for the Heston model with Poisson conditioning. (2024). Kwok, Yue Kuen ; Choi, Jaehyuk. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:363-376. Full description at Econpapers || Download paper |
2024 | A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options. (2024). Guizzardi, Andrea ; Dinnocenzo, Enzo ; Ballestra, Luca Vincenzo. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1185-1194. Full description at Econpapers || Download paper |
2024 | Variance swaps with mean reversion and multi-factor variance. (2024). Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:191-212. Full description at Econpapers || Download paper |
2024 | An efficient and provable sequential quadratic programming method for American and swing option pricing. (2024). Ma, Jingtang ; Huang, Weizhang ; Shen, Jinye. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35. Full description at Econpapers || Download paper |
2023 | The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Chengfang ; Chen, Xuesheng ; Zhong, Yufei ; Zhang, Yuchen. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928. 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 |
2024 | Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings. (2024). Lu, Shan ; Zhao, Jichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001364. Full description at Econpapers || Download paper |
2024 | An study of liquidity shock, financial market participation on hollowing behavior of controlling shareholder. (2024). Gui, Zhou ; Lu, Xiaoyu. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013314. Full description at Econpapers || Download paper |
2023 | The green-MKS system: A baseline environmental macro-dynamic model. (2023). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1056-1085. Full description at Econpapers || Download paper |
2024 | Market power, technical progress and financial fragility. (2024). Vidal-Tomás, David ; Gallegati, Mauro ; Delli Gatti, Domenico ; Vidal-Tomas, David ; Tedeschi, Gabriele ; Palestrini, Antonio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:435-452. Full description at Econpapers || Download paper |
2024 | Between money and speculative asset: The role of financial literacy on the perception towards Bitcoin in Italy. (2024). Cascavilla, Alessandro. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000242. Full description at Econpapers || Download paper |
2024 | Financial risk contagion based on dynamic multi-layer network between banks and firms. (2024). Chen, Yanyu ; Sun, Lei ; Jin, Qichao ; Hu, Zhao-Long. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:638:y:2024:i:c:s0378437124001328. Full description at Econpapers || Download paper |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper |
2024 | The emergence and historical evolution of innovation networks: On the factors promoting and hampering patent collaboration in technological lagging economies. (2024). Zofio, Jose L ; Saiz, Patricio ; Barbosa, Sergio. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:5:s0048733324000398. Full description at Econpapers || Download paper |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper |
2024 | Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Dibooglu, Sel ; Bugan, Mehmet Fatih ; Kilic, Yunus ; Terzioglu, Hande Caliskan ; Cevik, Emrah Ismail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758. Full description at Econpapers || Download paper |
2024 | Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10. Full description at Econpapers || Download paper |
2024 | Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility. (2024). Wang, KE ; Guo, Xunxiang. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10374-7. Full description at Econpapers || Download paper |
2023 | Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z. 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 | Between money and speculative asset: the role of financial literacy on the perception towards Bitcoin in Italy. (2023). Cascavilla, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:118472. Full description at Econpapers || Download paper |
2023 | The financial access, ICT trade balance and dark and bright sides of digitalization nexus in OECD countries. (2023). Shah, Mahmood ; Khashab, Basel M ; Alshubiri, Faris ; Alraja, Mansour Naser. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00228-w. Full description at Econpapers || Download paper |
2023 | Emergence in complex networks of simple agents. (2023). Green, David G. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00385-w. Full description at Econpapers || Download paper |
2023 | Path dependence in evolving R&D networks. (2023). Zirulia, Lorenzo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:1:d:10.1007_s00191-022-00802-6. 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 |
2024 | Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Pallante, Gianluca ; Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2024/08. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | The impact of classes of innovators on Technology, Financial Fragility and Economic Growth In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2013 | The impact of classes of innovators on technology, financial fragility, and economic growth.(2013) In: Industrial and Corporate Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2012 | Systemic risk on different interbank network topologies In: Working Papers. [Full Text][Citation analysis] | paper | 79 |
2012 | Systemic risk on different interbank network topologies.(2012) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
2012 | Markets connectivity and financial contagion In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
2015 | Markets connectivity and financial contagion.(2015) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2023 | Reinforcement Learning Policy Recommendation for Interbank Network Stability In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Reinforcement learning policy recommendation for interbank network stability.(2023) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2010 | Herding effects in order driven markets: The rise and fall of gurus In: Working Papers. [Full Text][Citation analysis] | paper | 50 |
2012 | Herding effects in order driven markets: The rise and fall of gurus.(2012) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
2020 | Business 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] | article | 5 |
2015 | A calibration procedure for analyzing stock price dynamics in an agent-based framework In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 67 |
2014 | A calibration procedure for analyzing stock price dynamics in an agent-based framework.(2014) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2021 | Bitcoin: Bubble that bursts or Gold that glitters? In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2017 | From bond yield to macroeconomic instability: A parsimonious affine model In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
2021 | The 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] | article | 6 |
2020 | The 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] | article | 2 |
2019 | An approach to identifying micro behavior: How banks’ strategies influence financial cycles In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 5 |
2012 | Lost in transactions: The case of the Boulogne s/mer fish market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2014 | Interaction in agent-based economics: A survey on the network approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
2014 | Bank interlinkages and macroeconomic stability In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 18 |
2017 | From banks strategies to financial (in)stability In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
2015 | From banks’ strategies to financial (in)stability.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2015 | From banks strategies to financial (in)stability.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2021 | The macroeconomic effects of default and debt restructuring: An agent based exploration In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2012 | An 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] | article | 7 |
2016 | From bond yield to macroeconomic instability: The effect of negative interest rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2016 | How banks’ strategies influence financial cycles: An approach to identifying micro behavior In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | From interaction to business fluctuations: How credit network explains cycles In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Bankruptcy Cascades in Interbank Markets In: PLOS ONE. [Full Text][Citation analysis] | article | 27 |
2009 | The role of communication and imitation in limit order markets In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 14 |
2019 | Alternative approaches for the reformulation of economics In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 1 |
2020 | Taming financial systemic risk: models, instruments and early warning indicators In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 1 |
2023 | Agents interaction and price dynamics: evidence from the laboratory In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
2013 | Major trends in agent-based economics In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 5 |
2014 | The dynamic of innovation networks: a switching model on technological change In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 10 |
2022 | The day after tomorrow: financial repercussions of COVID-19 on systemic risk In: Review of Evolutionary Political Economy. [Full Text][Citation analysis] | article | 0 |
2012 | The Boulogne fish market: the social structure and the role of loyalty In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2014 | Banks strategies during the financial crisis In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 1 |
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