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1

From financial instability to green finance: the role of banking and credit market regulation in the Eurace model

Raberto, Marco, Ozel, Bulent, Ponta, Linda, Teglio, Andrea, Cincotti, Silvano

Journal:

Journal of Evolutionary Economics

Year:

2018

Language:

english

File:

PDF, 1.42 MB

english, 2018

2

The impact of phasing out fossil fuel subsidies on the low-carbon transition

Monasterolo, Irene, Raberto, Marco

Journal:

Year:

2019

Language:

english

File:

PDF, 7.08 MB

english, 2019

3

The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds

Monasterolo, Irene, Raberto, Marco

Journal:

Ecological Economics

Year:

2018

Language:

english

File:

PDF, 1.35 MB

english, 2018

4

An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector

Ponta, Linda, Raberto, Marco, Teglio, Andrea, Cincotti, Silvano

Journal:

Ecological Economics

Year:

2018

Language:

english

File:

PDF, 1.48 MB

english, 2018

5

Who wins? Study of long-run trader survival in an artificial stock market

Silvano Cincotti, Sergio M. Focardi, Michele Marchesi, Marco Raberto

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2003

Language:

english

File:

PDF, 106 KB

english, 2003

6

Housing Market Bubbles and Business Cycles in an Agent-Based Credit Economy

Erlingsson, Einar Jon, Teglio, Andrea, Cincotti, Silvano, Stefansson, Hlynur, Sturluson, Jon Thor, Raberto, Marco

Journal:

Economics The Open-Access Open-Assessment E-Journal

Year:

2014

Language:

english

File:

PDF, 553 KB

english, 2014

7

Debt Deleveraging and Business Cycles. An Agent-Based Perspective

Raberto, Marco, Teglio, Andrea, Cincotti, Silvano

Journal:

Economics The Open-Access Open-Assessment E-Journal

Year:

2012

Language:

english

File:

PDF, 912 KB

english, 2012

8

Don’t Forget Climate Sentiments: Real and Financial Markets’ Reactions to Climate Risks

Dunz, Nepomuk, Monasterolo, Irene, Raberto, Marco

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 949 KB

english, 2018

9

Macroeconomic implications of mortgage loan requirements: an agent-based approach

Ozel, Bulent, Nathanael, Reynold Christian, Raberto, Marco, Teglio, Andrea, Cincotti, Silvano

Journal:

Journal of Economic Interaction and Coordination

Year:

2019

Language:

english

File:

PDF, 2.16 MB

english, 2019

10

Modeling and simulation of a double auction artificial financial market

Marco Raberto, Silvano Cincotti

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2005

Language:

english

File:

PDF, 464 KB

english, 2005

11

Fractional calculus and continuous-time finance II: the waiting-time distribution

Francesco Mainardi, Marco Raberto, Rudolf Gorenflo, Enrico Scalas

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2000

Language:

english

File:

PDF, 185 KB

english, 2000

12

Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design

Marco Raberto, Andrea Teglio, Silvano Cincotti

Journal:

Computational Economics

Year:

2008

Language:

english

File:

PDF, 359 KB

english, 2008

13

Statistical Analysis and Agent-Based Microstructure Modeling of High-Frequency Financial Trading

Ponta, L., Scalas, E., Raberto, M., Cincotti, S.

Journal:

IEEE Journal of Selected Topics in Signal Processing

Year:

2012

Language:

english

File:

PDF, 1.10 MB

english, 2012

14

An agent-based modeling approach to predict the evolution of market share of electric vehicles: A case study from Iceland

Ehsan Shafiei, Hedinn Thorkelsson, Eyjólfur Ingi Ásgeirsson, Brynhildur Davidsdottir, Marco Raberto, Hlynur Stefansson

Journal:

Technological Forecasting and Social Change

Year:

2012

Language:

english

File:

PDF, 1.62 MB

english, 2012

15

Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility

Shafiei, Ehsan, Stefansson, Hlynur, Asgeirsson, Eyjolfur Ingi, Davidsdottir, Brynhildur, Raberto, Marco

Journal:

Transport Reviews

Year:

2013

Language:

english

File:

PDF, 635 KB

english, 2013

16

Anomalous waiting times in high-frequency financial data

Scalas, Enrico, Gorenflo, Rudolf, Luckock, Hugh, Mainardi, Francesco, Mantelli, Maurizio, Raberto, Marco

Journal:

Quantitative Finance

Year:

2004

Language:

english

File:

PDF, 169 KB

english, 2004

17

LEARNING SHORT-OPTION VALUATION IN THE PRESENCE OF RARE EVENTS

RABERTO, M., CUNIBERTI, G., RIANI, M., SCALES, E., MAINARDI, F., SERVIZI, G.

Journal:

International Journal of Theoretical and Applied Finance

Year:

2000

Language:

english

File:

PDF, 95 KB

english, 2000

18

EDITORIAL — MANAGING FINANCIAL INSTABILITY IN CAPITALIST ECONOMIES

Journal:

Advances in Complex Systems

Year:

2012

Language:

english

File:

PDF, 71 KB

english, 2012

19

A multi-assets artificial stock market with zero-intelligence traders

Ponta, L., Raberto, M., Cincotti, S.

Journal:

EPL (Europhysics Letters)

Year:

2011

Language:

english

File:

PDF, 457 KB

english, 2011

20

SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - Poisson-process generalization for the trading waiting-time distribution in a double-auction mechanism

Cincotti, Silvano, Abbott, Derek, Bouchaud, Jean-Philippe, Ponta, Linda, Raberto, Marco, Gabaix, Xavier, McCauley, Joseph L., Scalas, Enrico

Year:

2005

Language:

english

File:

PDF, 434 KB

english, 2005

21

Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model

Teglio, Andrea, Mazzocchetti, Andrea, Ponta, Linda, Raberto, Marco, Cincotti, Silvano

Journal:

Journal of Economic Behavior & Organization

Year:

2017

Language:

english

File:

PDF, 879 KB

english, 2017

22

Credit Money and Macroeconomic Instability in the Agent-based Model and Simulator Eurace

Cincotti, Silvano, Raberto, Marco, Teglio, Andrea

Journal:

Economics The Open-Access Open-Assessment E-Journal

Year:

2010

Language:

english

File:

PDF, 623 KB

english, 2010

23

Securitization and business cycle: an agent-based perspective

Mazzocchetti, Andrea, Raberto, Marco, Teglio, Andrea, Cincotti, Silvano

Journal:

Industrial and Corporate Change

Year:

2018

Language:

english

File:

PDF, 2.81 MB

english, 2018

24

Don’t Forget Climate Sentiments: Real and Financial Markets’ Reactions to Climate Risks

Dunz, Nepomuk, Monasterolo, Irene, Raberto, Marco

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 949 KB

2018

25

Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework

Mazzocchetti, Andrea, Lauretta, Eliana, Raberto, Marco, Teglio, Andrea, Cincotti, Silvano

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 977 KB

english, 2018

26

Is There a Role for Central Banks in the Low-Carbon Transition? A Stock-Flow Consistent Modelling Approach

Monasterolo, Irene, Raberto, Marco

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 1.42 MB

english, 2017

27

Systemic financial risk indicators and securitised assets: an agent-based framework

Mazzocchetti, Andrea, Lauretta, Eliana, Raberto, Marco, Teglio, Andrea, Cincotti, Silvano

Journal:

Journal of Economic Interaction and Coordination

Year:

2019

Language:

english

File:

PDF, 1.40 MB

english, 2019

28

Systemic financial risk indicators and securitised assets: an agent-based framework

Mazzocchetti, Andrea, Lauretta, Eliana, Raberto, Marco, Teglio, Andrea, Cincotti, Silvano

Journal:

Journal of Economic Interaction and Coordination

Year:

2019

File:

PDF, 1.40 MB

2019

29

The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment

Bertani, Filippo, Raberto, Marco, Teglio, Andrea

Journal:

Review of Evolutionary Political Economy

Year:

2020

File:

PDF, 609 KB

2020

30

A general equilibrium model of a production economy with asset markets

Marco Raberto, Andrea Teglio, Silvano Cincotti

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2006

Language:

english

File:

PDF, 194 KB

english, 2006

31

Agent-based simulation of a financial market

Marco Raberto, Silvano Cincotti, Sergio M. Focardi, Michele Marchesi

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2001

Language:

english

File:

PDF, 108 KB

english, 2001

32

Waiting-times and returns in high-frequency financial data: an empirical study

Marco Raberto, Enrico Scalas, Francesco Mainardi

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2002

Language:

english

File:

PDF, 116 KB

english, 2002

33

A dynamic general disequilibrium model of a sequential monetary production economy

Marco Raberto, Andrea Teglio, Silvano Cincotti

Journal:

Chaos, Solitons & Fractals

Year:

2006

Language:

english

File:

PDF, 455 KB

english, 2006

34

Volatility in the Italian stock market: an empirical study

Marco Raberto, Enrico Scalas, Gianaurelio Cuniberti, Massimo Riani

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

1999

Language:

english

File:

PDF, 131 KB

english, 1999

35

Correlations in the bond-future market

Gianaurelio Cuniberti, Marco Raberto, Enrico Scalas

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

1999

Language:

english

File:

PDF, 192 KB

english, 1999

36

LEARNING OLIGOPOLISTIC COMPETITION IN ELECTRICITY AUCTIONS

Eric Guerci, Stefano Ivaldi, Marco Raberto, Silvano Cincotti

Journal:

Computational Intelligence

Year:

2007

Language:

english

File:

PDF, 989 KB

english, 2007

37

Semi-Markov Graph Dynamics

Raberto, Marco, Rapallo, Fabio, Scalas, Enrico, Perc, Matjaz

Journal:

Year:

2011

Language:

english

File:

PDF, 434 KB

english, 2011

38

[IEEE 2012 IEEE International Energy Conference (ENERGYCON 2012) - Florence, Italy (2012.09.9-2012.09.12)] 2012 IEEE International Energy Conference and Exhibition (ENERGYCON) - A hybrid modeling framework for diffusion of alternative fuel vehicles

Shafiei, Ehsan, Stefansson, Hlynur, Asgeirsson, Eyjolfur I., Davidsdottir, Brynhildur, Raberto, Marco

Year:

2012

Language:

english

File:

PDF, 318 KB

english, 2012

39

[IEEE 2007 IEEE Congress on Evolutionary Computation - Singapore (2007.09.25-2007.09.28)] 2007 IEEE Congress on Evolutionary Computation - Learning agents in a monopolistic competition framework

Guerci, Eric, Ivaldi, Stefano, Raberto, Marco, Cincotti, Silvano

Year:

2007

Language:

english

File:

PDF, 196 KB

english, 2007

40

[IEEE 2006 IEEE International Conference on Evolutionary Computation - Vancouver, BC, Canada (16-21 July 2006)] 2006 IEEE International Conference on Evolutionary Computation - Discriminatory versus uniform electricity auctions in a duopolistic competition scenario with learning agents

Cincotti, S., Guerci, E., Ivaldi, S., Raberto, M.

Year:

2006

Language:

english

File:

PDF, 689 KB

english, 2006

41

THE IMPACT OF BANKS' CAPITAL ADEQUACY REGULATION ON THE ECONOMIC SYSTEM: AN AGENT-BASED APPROACH

TEGLIO, ANDREA, RABERTO, MARCO, CINCOTTI, SILVANO

Journal:

Advances in Complex Systems

Year:

2012

Language:

english

File:

PDF, 613 KB

english, 2012

42

REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION

SCALAS, ENRICO, GORENFLO, RUDOLF, MAINARDI, FRANCESCO, RABERTO, MARCO

Journal:

Year:

2003

Language:

english

File:

PDF, 123 KB

english, 2003

43

Introduction to the special issue

Einar Jón Erlingsson,Marco Raberto…

Journal:

Journal of Economic Interaction and Coordination

Year:

2016

Language:

english

File:

PDF, 297 KB

english, 2016

44

A Hybrid System Dynamics Agent Based Model to Assess the Role of Green Fiscal and Monetary Policies

Monasterolo, Irene, Raberto, Marco

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 853 KB

english, 2016

45

Macroprudential Policies in an Agent-Based Artificial Economy

Cincotti, Silvano, Raberto, Marco, Teglio, Andrea

Journal:

Revue de l OFCE

Year:

2012

Language:

english

File:

PDF, 1002 KB

english, 2012

46

Reply to Comments

Cincotti, Silvano, Raberto, Marco, Teglio, Andrea

Journal:

Revue de l OFCE

Year:

2012

Language:

english

File:

PDF, 503 KB

english, 2012

47

Modeling non-stationarities in high-frequency financial time series

Ponta, Linda, Trinh, Mailan, Raberto, Marco, Scalas, Enrico, Cincotti, Silvano

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 1.60 MB

english, 2019

48

Should I stay or should I go: an agent-based setup for a trading and monetary union

PetroviÄ, Marko, Ozel, Bulent, Teglio, Andrea, Raberto, Marco, Cincotti, Silvano

Journal:

Journal of Economic Dynamics and Control

Year:

2020

File:

PDF, 2.83 MB

2020