11
H index
11
i10 index
428
Citations
Universitat Jaume I (50% share) | 11 H index 11 i10 index 428 Citations RESEARCH PRODUCTION: 28 Articles 14 Papers RESEARCH ACTIVITY:
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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 |
|---|---|
| 2024 | The added value of using the ODD Protocol for agent-based modeling in Economics: go for it!. (2024). Grimm, Volker ; Alvarez, Emiliano. In: Working Papers. RePEc:aoz:wpaper:307. Full description at Econpapers || Download paper |
| 2024 | Dynamics of buyer populations in fresh product markets. (2024). Fernandez, Bastien ; Ellouze, Ali. In: Papers. RePEc:arx:papers:2311.03987. Full description at Econpapers || Download paper |
| 2024 | (Mis)information diffusion and the financial market. (2024). Peraire, Daniel Torren ; di Francesco, Tommaso. In: Papers. RePEc:arx:papers:2412.16269. Full description at Econpapers || Download paper |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper |
| 2025 | Agent-based model of information diffusion in the limit order book trading. (2025). Wilinski, Mateusz ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:2508.20672. Full description at Econpapers || Download paper |
| 2025 | Generative Agents and Expectations: Do LLMs Align with Heterogeneous Agent Models?. (2025). Vicario, Eugenio ; Gusella, Filippo. In: Papers. RePEc:arx:papers:2511.08604. Full description at Econpapers || Download paper |
| 2025 | A simple model for the population dynamics in OTC wholesale fresh product markets. (2025). Fernandez, Bastien ; Ellouze, Ali. In: Papers. RePEc:arx:papers:2511.11024. Full description at Econpapers || Download paper |
| 2024 | Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction. (2024). Wang, Zhijie ; Xia, Meng ; Liu, Wanan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012165. Full description at Econpapers || Download paper |
| 2024 | Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143. Full description at Econpapers || Download paper |
| 2025 | Assessment of the output floor in an agent-based credit network model. (2025). Roussel, Corentin. In: Economic Modelling. RePEc:eee:ecmode:v:149:y:2025:i:c:s0264999325000963. Full description at Econpapers || Download paper |
| 2025 | The impact of volatility regime dynamics on option pricing. (2025). Liu, Shican ; Fan, Siqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002778. Full description at Econpapers || Download paper |
| 2025 | Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach. (2025). Zhu, Hongliang ; Wang, Liming ; Sun, Xuchu ; Li, Tangrong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002857. 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 ; Ballestra, Luca Vincenzo ; Dinnocenzo, Enzo. 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). Huang, Weizhang ; Shen, Jinye ; Ma, Jingtang. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35. Full description at Econpapers || Download paper |
| 2025 | Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21. 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 |
| 2025 | Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372. Full description at Econpapers || Download paper |
| 2024 | Market power, technical progress and financial fragility. (2024). Vidal-Tomás, David ; Gallegati, Mauro ; Delli Gatti, Domenico ; Tedeschi, Gabriele ; Vidal-Tomas, David ; 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 |
| 2025 | Contagious popular stories, stock market participation, and boom–bust cycles. (2025). Mignot, Sarah ; Westerhoff, Frank. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:234:y:2025:i:c:p:459-471. Full description at Econpapers || Download paper |
| 2024 | Financial risk contagion based on dynamic multi-layer network between banks and firms. (2024). Hu, Zhao-Long ; Chen, Yanyu ; Jin, Qichao ; Sun, Lei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:638:y:2024:i:c:s0378437124001328. Full description at Econpapers || Download paper |
| 2024 | Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks. (2024). Fernndez-Gmez, Manuel ; Salas-Comps, Beln M ; Alaminos, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006496. 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). ZofĂo, JosĂ© ; Barbosa, Sergio ; Saiz, Patricio ; Zofio, Jose L. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:5:s0048733324000398. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness and systemic risk: Evidence from global stock markets. (2024). Çevik, Emrah ; Kilic, Yunus ; Dibooglu, Sel ; Bugan, Mehmet Fatih ; 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 |
| 2025 | Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach. (2025). Sensoy, Ahmet ; Misra, Arun Kumar ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400429x. Full description at Econpapers || Download paper |
| 2025 | Adaptation to climate-induced macrofinancial risks: top-down and bottom-up solutions. (2025). Ciola, Emanuele ; Legrenzi, Demis ; Bazzana, Davide. In: Working Papers. RePEc:fem:femwpa:2025.18. Full description at Econpapers || Download paper |
| 2025 | Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180. Full description at Econpapers || Download paper |
| 2024 | Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China. (2024). Pan, Hongjie ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4280-:d:1397545. 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 | Agent-Based Models: Impact and Interdisciplinary Influences in Economics. (2024). DAL PONT LEGRAND, Muriel ; Truc, Alexandre. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-19. Full description at Econpapers || Download paper |
| 2024 | The rough Hawkes Heston stochastic volatility model. (2024). Pulido, Sergio ; Bondi, Alessandro ; Scotti, Simone. In: Post-Print. RePEc:hal:journl:hal-03827332. Full description at Econpapers || Download paper |
| 2024 | A classification of buyers in first-sale fish markets: Evidence from France. (2024). Wolff, François-Charles ; Baranger, Laurent ; Salladare, Frederic. In: Post-Print. RePEc:hal:journl:hal-04586532. 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). Guo, Xunxiang ; Wang, KE. 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 |
| 2025 | Pollution Abatement and Lobbying in a Cournot Game: An Agent-Based Modelling Approach. (2025). Catola, Marco ; Leoni, Silvia. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10463-7. Full description at Econpapers || Download paper |
| 2025 | Beyond Green Preferences: Demand-side and Supply-side Drivers in the Low-Carbon Transition. (2025). Ciola, Emanuele ; Pietro, Massimiliano Carlo ; Vergalli, Sergio ; Bazzana, Davide ; Turco, Enrico. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:5:d:10.1007_s10640-025-00965-3. Full description at Econpapers || Download paper |
| 2025 | Behavioral economics, artificial intelligence and entrepreneurship: an updated framework for management. (2025). Saura, Jose Ramon ; Buinskien, Rita. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:21:y:2025:i:1:d:10.1007_s11365-025-01076-7. Full description at Econpapers || Download paper |
| 2025 | Better Late than Never: Promoting Cultural Consumption Among the Elderly. (2025). Zanola, Roberto ; Moscarola, Flavia Coda ; Biondo, Alessio Emanuele. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00270-w. Full description at Econpapers || Download paper |
| 2024 | Project finance or corporate finance for renewable energy? an agent-based insight. (2024). Jochem, Patrick ; Baldauf, Thomas. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-024-00425-z. Full description at Econpapers || Download paper |
| 2025 | Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w. Full description at Econpapers || Download paper |
| 2025 | An unified framework for modeling credit cycles and systemic risk assessment. (2025). Fortuna, Kamil ; Szwabiski, Janusz. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00439-7. Full description at Econpapers || Download paper |
| 2024 | Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w. 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: LEM Papers Series. RePEc:ssa:lemwps:2024/08. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | The impact of classes of innovators on Technology, Financial Fragility and Economic Growth In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | article | |
| 2012 | Systemic risk on different interbank network topologies In: Working Papers. [Full Text][Citation analysis] | paper | 82 |
| 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: 82 | article | |
| 2012 | Markets connectivity and financial contagion In: Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 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: 33 | 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 | 56 |
| 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: 56 | 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 | 72 |
| 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: 72 | 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 | 12 |
| 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 | 9 |
| 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 | 7 |
| 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 | 16 |
| 2014 | Bank interlinkages and macroeconomic stability In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 20 |
| 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 | 3 |
| 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 | 9 |
| 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 | 29 |
| 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 | 15 |
| 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 | 2 |
| 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 | 6 |
| 2014 | The dynamic of innovation networks: a switching model on technological change In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 11 |
| 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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