Issue 2/2021
Content (33 Articles)
Nonlinear dynamics in economic modelling
Laura Gardini, Fabio Lamantia, Davide Radi, Ferenc Szidarovszky, Fabio Tramontana
A note on symmetry breaking in a non linear marketing model
Andrea Caravaggio, Lorenzo Cerboni Baiardi, Mauro Sodini
Hybrid dynamics of multi-species resource exploitation
Davide Radi, Fabio Lamantia, Tomáš Tichý
Dynamics of a business cycle model with two types of governmental expenditures: the role of border collision bifurcations
Mauro Gallegati, Laura Gardini, Iryna Sushko
Speculative asset price dynamics and wealth taxes
Sarah Mignot, Fabio Tramontana, Frank Westerhoff
A revised version of the Cathcart & El-Jahel model and its application to CDS market
Davide Radi, Vu Phuong Hoang, Gabriele Torri, Hana Dvořáčková
Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach
Giovanni Campisi, Silvia Muzzioli, Fabio Tramontana
Cross-section instability in financial markets: impatience, extrapolation, and switching
Roberto Dieci, Xue-Zhong He
Envy effects on conflict dynamics in supervised work groups
Arianna Dal Forno, Ugo Merlone
Blockchain and cryptocurrencies: economic and financial research
Alessandra Cretarola, Gianna Figà-Talamanca, Cyril Grunspan
Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective
Jihed Majdoub, Salim Ben Sassi, Azza Bejaoui
Investigating the relationship between volatilities of cryptocurrencies and other financial assets
Achraf Ghorbel, Ahmed Jeribi
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Gianna Figá-Talamanca, Sergio Focardi, Marco Patacca
Betting on bitcoin: a profitable trading between directional and shielding strategies
Paolo De Angelis, Roberto De Marchis, Mario Marino, Antonio Luciano Martire, Immacolata Oliva
Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume
Nino Antulov-Fantulin, Tian Guo, Fabrizio Lillo
Complexity traits and synchrony of cryptocurrencies price dynamics
Davide Provenzano, Rodolfo Baggio
Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?
Lennart Ante, André Meyer
The rise and fall of cryptocurrency coins and tokens
Neil Gandal, J. T. Hamrick, Tyler Moore, Marie Vasek
A deep learning model for gas storage optimization
Nicolas Curin, Michael Kettler, Xi Kleisinger-Yu, Vlatka Komaric, Thomas Krabichler, Josef Teichmann, Hanna Wutte
Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis
Carlo Mari, Emiliano Mari
A machine learning-based price state prediction model for agricultural commodities using external factors
Prilly Oktoviany, Robert Knobloch, Ralf Korn
Fundamental ratios as predictors of ESG scores: a machine learning approach
Valeria D’Amato, Rita D’Ecclesia, Susanna Levantesi
The impact of Clean Spark Spread expectations on storage hydropower generation
Claudia Condemi, Loretta Mastroeni, Pierluigi Vellucci
Optimal switch from a fossil-fueled to an electric vehicle
Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini, Maren Diane Schmeck
Optimal installation of renewable electricity sources: the case of Italy
Almendra Awerkin, Tiziano Vargiolu
Correlating Lévy processes with self-decomposability: applications to energy markets
Matteo Gardini, Piergiacomo Sabino, Emanuela Sasso