Stefan Thurner : Citation Profile


Are you Stefan Thurner?

Complexity Science Hub Vienna

16

H index

24

i10 index

1328

Citations

RESEARCH PRODUCTION:

54

Articles

34

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 69
   Journals where Stefan Thurner has often published
   Relations with other researchers
   Recent citing documents: 165.    Total self citations: 24 (1.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pth386
   Updated: 2024-11-04    RAS profile: 2022-09-08    
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Relations with other researchers


Works with:

Klimek, Peter (7)

Diem, Christian (6)

Pichler, Anton (3)

Reisch, Tobias (3)

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

Is cited by:

León, Carlos (45)

Roventini, Andrea (35)

Farmer, J. (31)

Berndsen, Ron (28)

Tabak, Benjamin (27)

Napoletano, Mauro (27)

Silva, Thiago (23)

Iori, Giulia (22)

Renneboog, Luc (21)

Aldasoro, Iñaki (18)

Gallegati, Mauro (16)

Cites to:

Gallegati, Mauro (14)

Summer, Martin (13)

Renneboog, Luc (11)

Berndsen, Ron (11)

Farmer, J. (10)

Molina-Borboa, José Luis (8)

van der Leij, Marco (8)

Delli Gatti, Domenico (8)

Iori, Giulia (7)

Hartmann, Philipp (7)

DE BANDT, OLIVIER (7)

Main data


Where Stefan Thurner has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications13
PLOS ONE8
The European Physical Journal B: Condensed Matter and Complex Systems6
Quantitative Finance5
Nature Communications4
Journal of Economic Dynamics and Control4
Journal of Financial Stability3
Advances in Complex Systems (ACS)3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org25
Scholarly Articles / Harvard Kennedy School of Government2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Stefan Thurner (2024 and 2023)


YearTitle of citing document
2023Convolution and Fourier Transform: from Gaussian and Lorentzian Functions to q-Gaussian Tsallis Functions. (2023). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:12:y:2023:i:11:p:7-11.

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2023q-Gaussian Tsallis Line Shapes and Raman Spectral Bands. (2023). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:12:y:2023:i:3:p:27-40.

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2023q-Gaussian Tsallis Functions and Egelstaff-Schofield Spectral Line Shapes. (2023). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:12:y:2023:i:3:p:47-50.

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2023SERS Spectral Bands of L-Cysteine, Cysteamine and Homocysteine Fitted by Tsallis q-Gaussian Functions. (2023). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:12:y:2023:i:9:p:14-24.

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2024The Fitted q-Gaussian Function, from Voigt Profile to Kubo Lineshape. (2024). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:13:y:2024:i:3:p:1-16.

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2024Water, q-Gaussians and Raman Spectroscopy. (2024). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:13:y:2024:i:3:p:17-25.

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2024Applying q-Gaussians to the OH-stretching Raman bands of Water and Ice. (2024). Sparavigna, Amelia Carolina. In: International Journal of Sciences. RePEc:adm:journl:v:13:y:2024:i:4:p:1-10.

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2024Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2024Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

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2024When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2023Circulation of a digital community currency. (2022). Takes, Frank W ; Criscione, Teodoro. In: Papers. RePEc:arx:papers:2207.08941.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II. (2023). Farmer, Doyne J ; Vie, Aymeric. In: Papers. RePEc:arx:papers:2302.01216.

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2023Estimating the loss of economic predictability from aggregating firm-level production networks. (2023). Thurner, Stefan ; Kert, J'Anos ; Reisch, Tobias ; Borsos, Andr'As ; Diem, Christian. In: Papers. RePEc:arx:papers:2302.11451.

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2023Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081.

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2023Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory. (2023). Berritta, Marco ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2304.14098.

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2023The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment. (2023). Szwabi, Janusz ; Fortuna, Kamil. In: Papers. RePEc:arx:papers:2305.06337.

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2024The use of trade data in the analysis of global phosphate flows. (2023). Raddant, Matthias ; Steiner, Gerald ; Bertau, Martin. In: Papers. RePEc:arx:papers:2305.07362.

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2023Do we listen to what we are told? An empirical study on human behaviour during the COVID-19 pandemic: neural networks vs. regression analysis. (2023). Wang, Kexin ; Heluo, Yuxi ; Robson, Charles W. In: Papers. RePEc:arx:papers:2311.13046.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480.

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2023The Technology of Decentralized Finance (DeFi). (2023). Auer, Raphael ; Victor, Friedhelm ; Saggese, Pietro ; Kitzler, Stefan ; Haslhofer, Bernhard. In: BIS Working Papers. RePEc:bis:biswps:1066.

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2023Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655.

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2024Quantifying the drivers of long?term prices in materials supply chains. (2023). Roth, Richard ; Olivetti, Elsa A ; Kirchain, Randolph E ; Bhuwalka, Karan. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:27:y:2023:i:1:p:141-154.

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2023Exploring the global trade networks of the tungsten supply chain: Insights into the physical and monetary mismatch among countries. (2023). Dai, Tao ; Chen, Weiqiang ; Pauliuk, Stefan ; Ma, Zijie ; Wang, Peng ; Tang, Linbin ; Lin, Zipeng. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:27:y:2023:i:1:p:323-335.

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2023Interbank 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.

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2023Balancing 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.

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2023Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000.

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2023Do market-based networks reflect true exposures between banks?. (2023). Karamysheva, Madina ; Craig, Ben ; Salakhova, Dilyara. In: Working Paper Series. RePEc:ecb:ecbwps:20232867.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2023Disagreement and fragmentation in growing groups. (2023). Fenoaltea, Enrico Maria ; Yao, Yuheng ; Zhu, Jiadong ; Meng, Fanyuan ; Zhang, Jianlin ; Liu, Run-Ran ; Yang, Pingle ; Xie, Yubo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012541.

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2023Indices from visibility graph complexity of spontaneous speech signal: An efficient nonlinear tool for Alzheimers disease diagnosis. (2023). Haddadnia, Javad ; Mohammadpoory, Zeynab ; Nasrolahzadeh, Mahda. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007300.

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2023Entropy evolution at generic power-law edge of chaos. (2023). Plastino, Angel R ; Borges, Ernesto P ; Tsallis, Constantino. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007567.

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2024Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Cimini, Giulio ; Zaccaria, Andrea ; Fessina, Massimiliano. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814.

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2024Exploring social networks through stochastic multilayer graph modeling. (2024). Rezvanian, Alireza ; Meybodi, Mohammad Reza ; Daliri, Mohammad Mehdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003163.

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2023Reconstructing production networks using machine learning. (2023). Lafond, François ; Farmer, Doyne J ; Astudillo-Estevez, Pablo ; Mungo, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000131.

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2023Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea. (2023). Park, Cyn-Young ; Lee, Donghyun ; Kim, Soyoung. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000489.

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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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2023Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.

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2023Do more stringent policies reduce daily COVID-19 case counts? Evidence from Canadian provinces. (2023). Lam, Jean-Paul ; Agarwal, Rishav Raj ; Zhang, Qihuang ; Baker, John David ; Sen, Anindya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:225-242.

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2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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2023Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations. (2023). Jing, Zhongbo ; Deng, Yuqi ; Huang, Jie ; Wei, LU. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002730.

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2023The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108.

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2023Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037.

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2023Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360.

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2024Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x.

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2023Economic 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.

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2023Will the last be the first? School closures and educational outcomes. (2023). Maggio, Giuseppe ; Battisti, Michele. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s001429212300034x.

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2023The impact of lockdowns during the COVID-19 pandemic on fertility intentions. (2023). Wooden, Mark ; Vera-Toscano, Esperanza ; Trinh, Trong-Anh ; Mooi-Reci, Irma. In: Economics & Human Biology. RePEc:eee:ehbiol:v:48:y:2023:i:c:s1570677x22001101.

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2024Global pain levels before and during the COVID-19 pandemic. (2024). Daly, Michael ; Delaney, Liam ; Macchia, Lucia. In: Economics & Human Biology. RePEc:eee:ehbiol:v:52:y:2024:i:c:s1570677x23001181.

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2024Assessing the effectiveness of international government responses to the COVID-19 pandemic. (2024). González-Álvarez, María A. ; Gonzalez-Alvarez, Maria A ; Lopez-Mendoza, Hector ; Montaes, Antonio. In: Economics & Human Biology. RePEc:eee:ehbiol:v:52:y:2024:i:c:s1570677x24000054.

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2023Operational 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.

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2023Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455.

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2023Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

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2023The interplay among COVID-19 economic recovery, behavioural changes, and the European Green Deal: An energy-economic modelling perspective. (2023). le Mouel, Pierre ; Elia, Alessia ; Boitier, Baptiste ; Cassetti, Gabriele ; Chiodi, Alessandro ; Doukas, Haris ; Koasidis, Konstantinos ; Nikas, Alexandros ; Zagame, Paul ; Gargiulo, Maurizio. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026846.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2023Effects of mergers on network models of the financial system. (2023). Heckmann-Draisbach, Lotta ; Nevermann, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004477.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2023Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109.

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2023Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000090.

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2023Interconnectedness of financial institutions based on pledged shares in China. (2023). Liu, Zhidong ; Yan, Guan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005238.

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2024Asset injection and enterprise earnings management. (2024). Qian, Kaihao ; Yang, Chengjie ; Tan, Yizhi ; Jiang, Chengxin. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002757.

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2023Bank resolution mechanisms revisited: Towards a new era of restructuring. (2023). Tsomocos, Dimitrios P ; Kryg, Natalia ; Hryckiewicz, Aneta. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s157230892300058x.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2024From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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2024Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147.

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2024Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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2023Policy stringency and the spread of COVID-19: The moderating role of culture and its implications on first responses. (2023). Mesler, Rhiannon Macdonnell ; Chen, Shirley ; Tu, KE. In: Health Policy. RePEc:eee:hepoli:v:137:y:2023:i:c:s0168851023001811.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x.

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2023The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique. In: Journal of Economics and Business. RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280.

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2023COVID-19 Interventions in an informal settlement: A spatial analysis of accessibility in Kibera, Kenya. (2023). Mulligan, Joe ; Malamud, Bruce D ; Drummond, John Amin ; Taylor, Faith E ; Pelling, Mark ; Wandera, Amos ; Talib, Manshur ; Bukachi, Vera. In: Journal of Transport Geography. RePEc:eee:jotrge:v:113:y:2023:i:c:s096669232300176x.

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2023Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039.

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2023Supply risk propagation of global copper industry chain based on multi-layer complex network. (2023). Li, Xin ; Chen, LU ; Wang, Minxi ; Kang, Xinyu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005081.

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2024Supply shock propagation in the multi-layer network of global steel product chain: Additive effect of trade and production. (2024). Sun, Xiaoqi ; Jiang, Meihui ; Hao, Xiaoqing. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000229.

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2023Immunization of systemic risk in trade–investment networks. (2023). Li, Shouwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437122009980.

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2023Fair immunization and network topology of complex financial ecosystems. (2023). Markose, Sheri ; Manfredi, Sabato ; Giansante, Simone. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110.

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2023A network analysis of the structure and dynamics of FX derivatives markets. (2023). Granados, Oscar M ; Ospina-Forero, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001048.

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2023Superstatistics of anisotropic oscillator in a noncommutative plane. (2023). Nath, Debraj. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123005861.

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2023Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994.

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2023Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191.

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2023Dimensional reduction of solvency contagion dynamics on financial networks. (2023). Montagna, Guido ; Ricciardi, Gianmarco ; Cimini, Giulio ; Caldarelli, Guido. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008427.

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2018Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem.(2018) In: Papers.
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2010Leverage Causes Fat Tails and Clustered Volatility.(2010) In: Cowles Foundation Discussion Papers.
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2011Leverage Causes Fat Tails and Clustered Volatility.(2011) In: Cowles Foundation Discussion Papers.
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2012Leverage causes fat tails and clustered volatility.(2012) In: Quantitative Finance.
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2009Schumpeterian economic dynamics as a quantifiable minimum model of evolution In: Papers.
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2011Empirical confirmation of creative destruction from world trade data In: Papers.
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2012Empirical confirmation of creative destruction from world trade data.(2012) In: CID Working Papers.
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2012Empirical Confirmation of Creative Destruction from World Trade Data.(2012) In: Working Paper Series.
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2012Empirical Confirmation of Creative Destruction from World Trade Data.(2012) In: Scholarly Articles.
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2012Empirical Confirmation of Creative Destruction from World Trade Data.(2012) In: Scholarly Articles.
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2012Empirical Confirmation of Creative Destruction from World Trade Data.(2012) In: PLOS ONE.
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2014Leverage-induced systemic risk under Basle II and other credit risk policies In: Papers.
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2014Leverage-induced systemic risk under Basle II and other credit risk policies.(2014) In: Journal of Banking & Finance.
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2013DebtRank-transparency: Controlling systemic risk in financial networks In: Papers.
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2016Elimination of systemic risk in financial networks by means of a systemic risk transaction tax In: Papers.
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2016Elimination of systemic risk in financial networks by means of a systemic risk transaction tax.(2016) In: Quantitative Finance.
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2014To bail-out or to bail-in? Answers from an agent-based model In: Papers.
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2015To bail-out or to bail-in? Answers from an agent-based model.(2015) In: Journal of Economic Dynamics and Control.
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2014Behavioral and Network Origins of Wealth Inequality: Insights from a Virtual World In: Papers.
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2014Behavioral and Network Origins of Wealth Inequality: Insights from a Virtual World.(2014) In: PLOS ONE.
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2015Systemic trade-risk of critical resources In: Papers.
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2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises In: Papers.
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2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises.(2015) In: Journal of Financial Stability.
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2016Basel III capital surcharges for G-SIBs fail to control systemic risk and can cause pro-cyclical side effects In: Papers.
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2017Incentivizing Resilience in Financial Networks In: Papers.
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2017Incentivizing resilience in financial networks.(2017) In: Journal of Economic Dynamics and Control.
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2021Quantification of systemic risk from overlapping portfolios in the financial system.(2021) In: Journal of Financial Stability.
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2021Quantification of systemic risk from overlapping portfolios in the financial system.(2021) In: LSE Research Online Documents on Economics.
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2019What is the Minimal Systemic Risk in Financial Exposure Networks? In: Papers.
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2020What is the minimal systemic risk in financial exposure networks?.(2020) In: Journal of Economic Dynamics and Control.
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2021Inferring supply networks from mobile phone data to estimate the resilience of a national economy In: Papers.
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2021Inequality in economic shock exposures across the global firm-level supply network In: Papers.
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2022Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk In: Papers.
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2004Contagion Flow Through Banking Networks In: Papers.
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2006Random matrix ensembles of time-lagged correlation matrices: Derivation of eigenvalue spectra and analysis of financial time-series In: Papers.
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2008Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series.(2008) In: Quantitative Finance.
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2017Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes In: Journal of Economic Dynamics and Control.
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2003Scaling laws and persistence in human brain activity In: Physica A: Statistical Mechanics and its Applications.
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2005Search and topology aspects in transport on scale-free networks In: Physica A: Statistical Mechanics and its Applications.
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2005Derivation of power-law distributions within standard statistical mechanics In: Physica A: Statistical Mechanics and its Applications.
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2005Anomalous diffusion in view of Einsteins 1905 theory of Brownian motion In: Physica A: Statistical Mechanics and its Applications.
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2006On the derivation of power-law distributions within classical statistical mechanics far from the thermodynamic limit In: Physica A: Statistical Mechanics and its Applications.
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2006Two statistical mechanics aspects of complex networks In: Physica A: Statistical Mechanics and its Applications.
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2007Generalized Boltzmann factors and the maximum entropy principle: Entropies for complex systems In: Physica A: Statistical Mechanics and its Applications.
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2009To how many politicians should government be left? In: Physica A: Statistical Mechanics and its Applications.
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2010Physics of evolution: Selection without fitness In: Physica A: Statistical Mechanics and its Applications.
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2011The blogosphere as an excitable social medium: Richter’s and Omori’s Law in media coverage In: Physica A: Statistical Mechanics and its Applications.
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2015Interevent time distributions of human multi-level activity in a virtual world In: Physica A: Statistical Mechanics and its Applications.
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2019Quantification of the resilience of primary care networks by stress testing the health care system In: Proceedings of the National Academy of Sciences.
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2022Empirical social triad statistics can be explained with dyadic homophylic interactions In: Proceedings of the National Academy of Sciences.
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2019Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery In: Nature Communications.
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2021Thermodynamics of structure-forming systems In: Nature Communications.
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2022Assessing the impact of SARS-CoV-2 prevention measures in Austrian schools using agent-based simulations and cluster tracing data In: Nature Communications.
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2022Stress-testing the resilience of the Austrian healthcare system using agent-based simulation In: Nature Communications.
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2020Ranking the effectiveness of worldwide COVID-19 government interventions In: Nature Human Behaviour.
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2004An Empirical Analysis of the Network Structure of the Austrian Interbank Market In: Financial Stability Report.
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2012Emergence of Good Conduct, Scaling and Zipf Laws in Human Behavioral Sequences in an Online World In: PLOS ONE.
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2015Physical Forces between Humans and How Humans Attract and Repel Each Other Based on Their Social Interactions in an Online World In: PLOS ONE.
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2017Fitting power-laws in empirical data with estimators that work for all exponents In: PLOS ONE.
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2020The role of mainstreamness and interdisciplinarity for the relevance of scientific papers In: PLOS ONE.
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2020The role of grammar in transition-probabilities of subsequent words in English text In: PLOS ONE.
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2006Emerging cooperation in the prisoners dilemma on dynamic networks In: Computing in Economics and Finance 2006.
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2006Statistical indicators of collective behavior and functional clusters in gene networks of yeast In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2008Solution of the unanimity rule on exponential, uniform and scalefree networks: A simple model for biodiversity collapse in foodwebs In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009Socio-economical dynamics as a solvable spin system on co-evolving networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009Network and eigenvalue analysis of financial transaction networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009Limit distributions of scale-invariant probabilistic models of correlated random variables with the q-Gaussian as an explicit example In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2011Peer-review in a world with rational scientists: Toward selection of the average In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2018Asocial balance—how your friends determine your enemies: understanding the co-evolution of friendship and enmity interactions in a virtual world In: Journal of Computational Social Science.
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2003Risk trading, network topology and banking regulation In: Quantitative Finance.
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2004Network topology of the interbank market In: Quantitative Finance.
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2010THE JERUSALEM GAME: CULTURAL EVOLUTION OF THE GOLDEN RULE In: Advances in Complex Systems (ACS).
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2012EDITORIAL — MODELING SOCIO-TECHNICAL COMPLEXITY In: Advances in Complex Systems (ACS).
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2012SOCIAL DYNAMICS IN A LARGE-SCALE ONLINE GAME In: Advances in Complex Systems (ACS).
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2006HIERARCHICAL AND MIXING PROPERTIES OF STATIC COMPLEX NETWORKS EMERGING FROM FLUCTUATING CLASSICAL RANDOM GRAPHS In: International Journal of Modern Physics C (IJMPC).
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