Journal Publications

ZORA Publication List

Publications

• 2018

  • Perillo, Chiara; Battiston, Stefano (2018). A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing Applied Network Science, 3:49.
  • Battiston, Stefano; Karpf, Andreas; Mandel, Antoine (2018). Price and network dynamics in the European carbon market Journal of Economic Behavior & Organization, 153:103-122.
  • Battiston, Stefano; Monasterolo, Irene; Stolbova, Veronika (2018). A Financial Macro-Network Approach to Climate Policy Evaluation Ecological Economics, 149:239-253.
  • Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2018). Interconnectedness as a Source of Uncertainty in Systemic Risk Journal of Financial Stability, 35:93-106.
  • D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin (2018). How does risk flow in the credit default swap market?
  • Olsen, Richard; Battiston, Stefano; Caldarelli, Guido; Golub, Anton; Nikulin, Mihail; Ivliev, Sergey (2018). Case study of Lykke exchange: architecture and outlook Journal of Risk Finance, 19(1):26-38.

• 2017

  • Tasca, Paolo; Deghi, Andrea; Battiston, Stefano (2017). Portfolio Diversification and Systemic Risk in Interbank Networks Journal of Economic Dynamics and Control, 82:96-124.
  • Battiston, Stefano; Mandel, Antoine; Monasterolo, Irene; Schuetze, Franziska; Visentin, Gabriele (2017). A Climate stress-test of the financial system Nature Climate Change, 7:283-288.
  • Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2017). Pathways towards instability in financial networks Nature Communications, 8:14416.

• 2016

  • Battiston, Stefano; Zeng, An (2016). The multiplex network of EU lobby organizations PLoS ONE, 11(10):e0158062-e0158062.
  • Battiston, Stefano; Caldarelli, Guido; May, Robert M; Roukny, Tarik; Stiglitz, Joseph E (2016). The price of complexity in financial networks Proceedings of the National Academy of Sciences of the United States of America, 113(36):10031-10036.
  • Battiston, Stefano; Caldarelli, Guido; D'Errico, Marco; Gurciullo, Stefano (2016). Leveraging the network: a stress-test framework based on DebtRank Statistics & Risk Modeling, 33(3-4):117-138.
  • Battiston, Stefano; Tasca, Paolo (2016). Market procyclicality and systemic risk Quantitative Finance, 16(8):1219-1235.
  • Vitali, Stefania; Battiston, Stefano; Gallegati, Mauro (2016). Financial fragility and distress propagation in a network of regions Journal of Economic Dynamics and Control, 62:56-75.
  • Battiston, Stefano; D'Errico, Marco; Gurciullo, Stefano (2016). DebtRank and the network of leverage The Journal of Alternative Investments, 18(4):68-81.
  • Battiston, Stefano; Farmer, J Doyne; Flache, Andreas; Garlaschelli, Diego; Haldane, Andrew G; Heesterbeek, Hans; Hommes, Cars; Jaeger, Carlo; May, Robert; Scheffer, Marten (2016). Complexity theory and financial regulation Science, 351(6275):818-819.

• 2015

  • Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2015). DebtRank: A Microscopic Foundation for Shock Propagation PLoS ONE, 10(7):e0130406.

• 2014

  • Puliga, Michelangelo; Caldarelli, Guido; Battiston, Stefano (2014). Credit default swaps networks and systemic risk Scientific Reports, 4(6822):online.
  • Vitali, Stefania; Battiston, Stefano (2014). The Community Structure of the Global Corporate Network PLoS ONE, 9(8):e104655.

• 2013

  • Galbiati, Marco; Delpini, Danilo; Battiston, Stefano (2013). The power to control Nature Physics, 9(3):126-128.

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