Journal Publications
ZORA Publication List
Publications
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2018
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A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing Applied Network Science, 3:49.
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Price and network dynamics in the European carbon market Journal of Economic Behavior & Organization, 153:103-122.
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A Financial Macro-Network Approach to Climate Policy Evaluation Ecological Economics, 149:239-253.
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Interconnectedness as a Source of Uncertainty in Systemic Risk Journal of Financial Stability, 35:93-106.
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Case study of Lykke exchange: architecture and outlook Journal of Risk Finance, 19(1):26-38.
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2017
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Portfolio Diversification and Systemic Risk in Interbank Networks Journal of Economic Dynamics and Control, 82:96-124.
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A Climate stress-test of the financial system Nature Climate Change, 7:283-288.
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Pathways towards instability in financial networks Nature Communications, 8:14416.
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2016
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The multiplex network of EU lobby organizations PLoS ONE, 11(10):e0158062-e0158062.
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The price of complexity in financial networks Proceedings of the National Academy of Sciences of the United States of America, 113(36):10031-10036.
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Leveraging the network: a stress-test framework based on DebtRank Statistics & Risk Modeling, 33(3-4):117-138.
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Market procyclicality and systemic risk Quantitative Finance, 16(8):1219-1235.
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Financial fragility and distress propagation in a network of regions Journal of Economic Dynamics and Control, 62:56-75.
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DebtRank and the network of leverage The Journal of Alternative Investments, 18(4):68-81.
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Complexity theory and financial regulation Science, 351(6275):818-819.
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2015
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DebtRank: A Microscopic Foundation for Shock Propagation PLoS ONE, 10(7):e0130406.
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2014
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Credit default swaps networks and systemic risk Scientific Reports, 4(6822):online.
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The Community Structure of the Global Corporate Network PLoS ONE, 9(8):e104655.
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2013
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The power to control Nature Physics, 9(3):126-128.
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