Marco Raberto
Names
| first: |
Marco |
| last: |
Raberto |
Identifer
Contact
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+39 010 3532028 |
| postal address: |
Prof. Marco Raberto
DIME - University of Genoa
Via Opera Pia 15
I-16145 Genova, Italy |
Affiliations
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Università degli Studi di Genova
/ Centro Interdisciplinario in Economia e Finanza (CINEF)
Research profile
author of:
- Modeling non-stationarities in high-frequency financial time series (RePEc:arx:papers:1212.0479)
by Linda Ponta & Mailan Trinh & Marco Raberto & Enrico Scalas & Silvano Cincotti - Learning short-option valuation in the presence of rare events (RePEc:arx:papers:cond-mat/0001253)
by M. Raberto & G. Cuniberti & E. Scalas & M. Riani & F. Mainardi & G. Servizi - Fractional calculus and continuous-time finance II: the waiting-time distribution (RePEc:arx:papers:cond-mat/0006454)
by Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas - The waiting-time distribution of LIFFE bond futures (RePEc:arx:papers:cond-mat/0012497)
by Marco Raberto & Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi - Agent-based simulation of a financial market (RePEc:arx:papers:cond-mat/0103600)
by Marco Raberto & Silvano Cincotti & Sergio M. Focardi & Michele Marchesi - Waiting-times and returns in high-frequency financial data: an empirical study (RePEc:arx:papers:cond-mat/0203596)
by M. Raberto & E. Scalas & F. Mainardi - Anomalous waiting times in high-frequency financial data (RePEc:arx:papers:cond-mat/0310305)
by Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi & Maurizio Mantelli & Marco Raberto - Correlations in the Bond-Future Market (RePEc:arx:papers:cond-mat/9903220)
by Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas - Volatility in the Italian Stock Market: an Empirical Study (RePEc:arx:papers:cond-mat/9903221)
by Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani - Anomalous waiting times in high-frequency financial data (RePEc:arx:papers:physics/0505210)
by Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto - Macroprudential Policies in an Agent-Based Artificial Economy (RePEc:cai:reofsp:reof_124_0205)
by Silvano Cincotti & Marco Raberto & Andrea Teglio - Reply to Comments (RePEc:cai:reofsp:reof_124_0505)
by Silvano Cincotti & Marco Raberto & Andrea Teglio - Large-Scale Modeling of Economic Systems (RePEc:dar:wpaper:62347)
by Holcombe, Mike & Coakley, Simon & Kiran, Mariam & Chin, Shawn & Greenough, Chris & Worth, David & Cincotti, Silvano & Raberto, M. & Teglio, Andrea & Deissenberg, Christophe & Hoog, Sander van der & Da - A dynamic general disequilibrium model of a sequential monetary production economy (RePEc:eee:chsofr:v:29:y:2006:i:3:p:566-577)
by Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - Should I stay or should I go? An agent-based setup for a trading and monetary union (RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188918302720)
by Petrović, Marko & Ozel, Bulent & Teglio, Andrea & Raberto, Marco & Cincotti, Silvano - The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds (RePEc:eee:ecolec:v:144:y:2018:i:c:p:228-243)
by Monasterolo, Irene & Raberto, Marco - An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector (RePEc:eee:ecolec:v:145:y:2018:i:c:p:274-300)
by Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - Resource scarcity, circular economy and the energy rebound: A macro-evolutionary input-output model (RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006539)
by Di Domenico, Lorenzo & Raberto, Marco & Safarzynska, Karolina - The impact of phasing out fossil fuel subsidies on the low-carbon transition (RePEc:eee:enepol:v:124:y:2019:i:c:p:355-370)
by Monasterolo, Irene & Raberto, Marco - Compounding COVID-19 and climate risks: The interplay of banks’ lending and government’s policy in the shock recovery (RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426621002582)
by Dunz, Nepomuk & Hrast Essenfelder, Arthur & Mazzocchetti, Andrea & Monasterolo, Irene & Raberto, Marco - The complexity of the intangible digital economy: an agent-based model (RePEc:eee:jbrese:v:129:y:2021:i:c:p:527-540)
by Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model (RePEc:eee:jeborg:v:157:y:2019:i:c:p:59-83)
by Teglio, Andrea & Mazzocchetti, Andrea & Ponta, Linda & Raberto, Marco & Cincotti, Silvano - Volatility in the Italian stock market: an empirical study (RePEc:eee:phsmap:v:269:y:1999:i:1:p:148-155)
by Raberto, Marco & Scalas, Enrico & Cuniberti, Gianaurelio & Riani, Massimo - Correlations in the bond-future market (RePEc:eee:phsmap:v:269:y:1999:i:1:p:90-97)
by Cuniberti, Gianaurelio & Raberto, Marco & Scalas, Enrico - Fractional calculus and continuous-time finance II: the waiting-time distribution (RePEc:eee:phsmap:v:287:y:2000:i:3:p:468-481)
by Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico - Agent-based simulation of a financial market (RePEc:eee:phsmap:v:299:y:2001:i:1:p:319-327)
by Raberto, Marco & Cincotti, Silvano & Focardi, Sergio M. & Marchesi, Michele - Waiting-times and returns in high-frequency financial data: an empirical study (RePEc:eee:phsmap:v:314:y:2002:i:1:p:749-755)
by Raberto, Marco & Scalas, Enrico & Mainardi, Francesco - Who wins? Study of long-run trader survival in an artificial stock market (RePEc:eee:phsmap:v:324:y:2003:i:1:p:227-233)
by Cincotti, Silvano & M. Focardi, Sergio & Marchesi, Michele & Raberto, Marco - Modeling and simulation of a double auction artificial financial market (RePEc:eee:phsmap:v:355:y:2005:i:1:p:34-45)
by Raberto, Marco & Cincotti, Silvano - A general equilibrium model of a production economy with asset markets (RePEc:eee:phsmap:v:370:y:2006:i:1:p:75-80)
by Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - Modeling non-stationarities in high-frequency financial time series (RePEc:eee:phsmap:v:521:y:2019:i:c:p:173-196)
by Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano - An agent-based modeling approach to predict the evolution of market share of electric vehicles: A case study from Iceland (RePEc:eee:tefoso:v:79:y:2012:i:9:p:1638-1653)
by Shafiei, Ehsan & Thorkelsson, Hedinn & Ásgeirsson, Eyjólfur Ingi & Davidsdottir, Brynhildur & Raberto, Marco & Stefansson, Hlynur - Learning Oligopolistic Competition In Electricty Auctions (RePEc:hal:journl:halshs-00871017)
by Eric Guerci & Stefano Ivaldi & Marco Raberto & Silvano Cincotti - The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach (RePEc:jau:wpaper:2011/01)
by Andrea Teglio & Marco Raberto & Silvano Cincotti - On the distributional properties of size, profit and growth of Icelandic firms (RePEc:jau:wpaper:2012/01)
by Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn - Macroprudential policies in an agent-based artificial economy (RePEc:jau:wpaper:2012/05)
by Marco Raberto & Andrea Teglio & Silvano Cincotti - Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model (RePEc:jau:wpaper:2015/07)
by Andrea Teglio & Andrea Mazzocchetti & Linda Ponta & Marco Raberto & Silvano Cincotti - Macroeconomic implications of mortgage loans requirements: An agent based approach (RePEc:jau:wpaper:2016/05)
by Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti - From financial instability to green finance: the role of banking and monetary policies in the Eurace model (RePEc:jau:wpaper:2016/07)
by Marco Raberto & Bulent Ozel & Linda Ponta & Andrea Teglio & Silvano Cincotti - Eurace Open: An agent-based multi-country model (RePEc:jau:wpaper:2017/09)
by Marko Petrovic & Bulent Ozel & Andrea Teglio & Marco Raberto & Silvano Cincotti - Macroeconomic effects of varied mortgage instruments studied using agent-based model simulations (RePEc:jau:wpaper:2017/10)
by Thorir Bjarnason & Einar Jón Erlingsson & Bulent Ozel & Hlynur Stefánsson & Jón Thor Sturluson & Marco Raberto - Traders' Long-Run Wealth in an Artificial Financial Market (RePEc:kap:compec:v:22:y:2003:i:2:p:255-272)
by Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi - Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design (RePEc:kap:compec:v:32:y:2008:i:1:p:147-162)
by Marco Raberto & Andrea Teglio & Silvano Cincotti - Securitization and business cycle: an agent-based perspective (RePEc:oup:indcch:v:27:y:2018:i:6:p:1091-1121.)
by Andrea Mazzocchetti & Marco Raberto & Andrea Teglio & Silvano Cincotti - Semi-Markov Graph Dynamics (RePEc:plo:pone00:0023370)
by Marco Raberto & Fabio Rapallo & Enrico Scalas - Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach (RePEc:pra:mprapa:105326)
by Bertani, Filippo & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - An investigation into modelling approaches for industrial symbiosis: a literature review (RePEc:pra:mprapa:107448)
by Demartini, Melissa & Bertani, Filippo & Tonelli, Flavio & Raberto, Marco & Cincotti, Silvano - On the distributional properties of size, pro fit and growth of Icelandic firms (RePEc:pra:mprapa:35857)
by Erlingsson, Einar Jón & Alfarano, Simone & Raberto, Marco & Stefánsson, Hlynur - An agent-based stock-flow consistent model of the sustainable transition in the energy sector (RePEc:pra:mprapa:73183)
by Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - Securitisation and Business Cycle: An Agent-Based Perspective (RePEc:pra:mprapa:76760)
by Mazzocchetti, Andrea & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework (RePEc:pra:mprapa:89779)
by Mazzocchetti, Andrea & Lauretta, Eliana & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - An economy under the digital transformation (RePEc:pra:mprapa:94205)
by Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - The complexity of the intangible digital economy: an agent-based model (RePEc:pra:mprapa:97071)
by Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment (RePEc:pra:mprapa:98233)
by Bertani, Filippo & Raberto, Marco & Teglio, Andrea - Traders’ long-run wealth in an artificial financial market (RePEc:sce:scecf2:301)
by Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi - Multi-agent modeling and simulation of a sequential monetary production economy (RePEc:sce:scecf4:260)
by Marco Raberto & Silvano Cincotti - A dynamic model of a monetary production economy under the disequilibrium economics approach (RePEc:sce:scecf5:320)
by Marco Raberto & Andrea Teglio - Duopolistic competition in an electricity markets with heterogeneous cost functions (RePEc:sce:scecfa:412)
by Eric Guerci & Stefano Ivaldi & Marco Raberto & Silvano Cincotti - Introduction to the special issue (RePEc:spr:jeicoo:v:11:y:2016:i:2:d:10.1007_s11403-016-0179-7)
by Einar Jón Erlingsson & Marco Raberto & Hlynur Stefánsson - Macroeconomic implications of mortgage loan requirements: an agent-based approach (RePEc:spr:jeicoo:v:14:y:2019:i:1:d:10.1007_s11403-019-00238-5)
by Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti - Systemic financial risk indicators and securitised assets: an agent-based framework (RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00268-z)
by Andrea Mazzocchetti & Eliana Lauretta & Marco Raberto & Andrea Teglio & Silvano Cincotti - On the distributional properties of size, profit and growth of Icelandic firms (RePEc:spr:jeicoo:v:8:y:2013:i:1:p:57-74)
by Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson - From financial instability to green finance: the role of banking and credit market regulation in the Eurace model (RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0568-2)
by Marco Raberto & Bulent Ozel & Linda Ponta & Andrea Teglio & Silvano Cincotti - Subprime Lending and Financial Inequality in an Agent-Based Model (RePEc:spr:lnechp:978-3-319-00912-4_5)
by Andrea Teglio & Silvano Cincotti & Einar Jon Erlingsson & Marco Raberto & Hlynur Stefansson & Jon Thor Sturluson - Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand (RePEc:spr:lnechp:978-3-540-27296-0_20)
by Marco Raberto & Silvano Cincotti & Christian Dose & Sergio M. Focardi & Michele Marchesi - Fraudulent Agents in an Artificial Financial Market (RePEc:spr:lnechp:978-3-540-27296-0_21)
by Enrico Scalas & Silvano Cincotti & Christian Dose & Marco Raberto - The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market (RePEc:spr:lnechp:978-3-540-28727-8_16)
by Silvano Cincotti & Sergio M. Focardi & Linda Ponta & Marco Raberto & Enrico Scalas - Prospect Theory Behavioral Assumptions in an Artificial Financial Economy (RePEc:spr:lnechp:978-3-540-70556-7_5)
by Marco Raberto & Andrea Teglio & Silvano Cincotti - Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages (RePEc:spr:lnechp:978-3-540-73135-1_3)
by Marco Raberto & Andrea Teglio & Silvano Cincotti - Explaining Equity Excess Return by Means of an Agent-Based Financial Market (RePEc:spr:lnechp:978-3-642-02956-1_12)
by Andrea Teglio & Marco Raberto & Silvano Cincotti - Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model (RePEc:spr:lnechp:978-3-642-13947-5_17)
by Andrea Teglio & Marco Raberto & Silvano Cincotti - Do Capital Requirements Affect Long-Run Output Trends? (RePEc:spr:lnechp:978-3-642-21108-9_4)
by Andrea Teglio & Marco Raberto & Silvano Cincotti - Integrating the housing market into an agent-based economic model (RePEc:spr:lnechp:978-3-642-31301-1_6)
by Einar Jón Erlingsson & Marco Raberto & Hlynur Stefánsson & Jón Thór Sturluson - The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment (RePEc:spr:revepe:v:1:y:2020:i:3:d:10.1007_s43253-020-00022-3)
by Filippo Bertani & Marco Raberto & Andrea Teglio - Why do we need agent-based macroeconomics? (RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-022-00071-w)
by Silvano Cincotti & Marco Raberto & Andrea Teglio - Anomalous waiting times in high-frequency financial data (RePEc:taf:quantf:v:4:y:2004:i:6:p:695-702)
by Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto - Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility (RePEc:taf:transr:v:33:y:2013:i:1:p:44-70)
by Ehsan Shafiei & Hlynur Stefansson & Eyjolfur Ingi Asgeirsson & Brynhildur Davidsdottir & Marco Raberto - Multi-agent modeling and simulation of a sequential monetary production economy (RePEc:wpa:wuwpco:0503002)
by Marco Raberto & Andrea Teglio & Silvano Cincotti - Correlations in the Bond–Future Market (RePEc:wpa:wuwpfi:0411005)
by Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas - Volatility in the Italian Stock Market: An Empirical Study (RePEc:wpa:wuwpfi:0411006)
by Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani - Fractional calculus and continuous-time finance II: the waiting- time distribution (RePEc:wpa:wuwpfi:0411008)
by Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas - Waiting-times and returns in high-frequency financial data: an empirical study (RePEc:wpa:wuwpfi:0411014)
by Marco Raberto & Enrico Scalas & Francesco Mainardi - Editorial — Managing Financial Instability In Capitalist Economies (RePEc:wsi:acsxxx:v:15:y:2012:i:supp0:n:s0219525912030051)
by Marco Raberto - The Impact Of Banks' Capital Adequacy Regulation On The Economic System: An Agent-Based Approach (RePEc:wsi:acsxxx:v:15:y:2012:i:supp0:n:s0219525912500403)
by Andrea Teglio & Marco Raberto & Silvano Cincotti - Learning Short-Option Valuation In The Presence Of Rare Events (RePEc:wsi:ijtafx:v:03:y:2000:i:03:n:s0219024900000590)
by M. Raberto & G. Cuniberti & M. Riani & E. Scales & F. Mainardi & G. Servizi - Credit money and macroeconomic instability in the agent-based model and simulator Eurace (RePEc:zbw:ifwedp:20104)
by Cincotti, Silvano & Raberto, Marco & Teglio, Andrea - Debt deleveraging and business cycles: An agent-based perspective (RePEc:zbw:ifwedp:201131)
by Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - Housing market bubbles and business cycles in an agent-based credit economy (RePEc:zbw:ifwedp:201332)
by Erlingsson, Einar Jon & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Teglio, Andrea & Raberto, Marco - Credit money and macroeconomic instability in the agent-based model and simulator Eurace (RePEc:zbw:ifweej:201026)
by Cincotti, Silvano & Raberto, Marco & Teglio, Andrea - Debt, deleveraging and business cycles: An agent-based perspective (RePEc:zbw:ifweej:201227)
by Raberto, Marco & Teglio, Andrea & Cincotti, Silvano - Housing market bubbles and business cycles in an agent-based credit economy (RePEc:zbw:ifweej:20148)
by Erlingsson, Einar Jon & Teglio, Andrea & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Raberto, Marco