Items where IIASA Author is "Poledna, Sebastian"

Up a level
Export as [feed] RSS
Group by: Item Type | No Grouping
Number of items: 22.

Article

Hochrainer-Stigler, S., Colon, C., Boza, G., Brännström, Å., Linnerooth-Bayer, J., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Poledna, S., Rovenskaya, E. & Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393 (2019). Measuring, modeling, and managing systemic risk: the missing aspect of human agency. Journal of Risk Research: 1-17. DOI:10.1080/13669877.2019.1646312. (In Press)

Klimek, P., Poledna, S. & Thurner, S. (2019). Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery. Nature Communications 10 (1): e1677. DOI:10.1038/s41467-019-09357-w.

Hochrainer-Stigler, S., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393, Rovenskaya, E., Thurner, S., Poledna, S., Boza, G., Linnerooth-Bayer, J. & Brännström, Å. (2018). Integrating Systemic Risk and Risk Analysis Using Copulas. International Journal of Disaster Risk Science 9 (4): 561-567. DOI:10.1007/s13753-018-0198-1.

Poledna, S., Hinteregger, A. & Thurner, S. (2018). Identifying Systemically Important Companies by Using the Credit Network of an Entire Nation. Entropy 20 (10): p. 792. DOI:10.3390/e20100792.

Pichler, A., Poledna, S. & Thurner, S. (2018). Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem. Journal of Financial Stability (In Press)

Leduc, M.V., Poledna, S. & Thurner, S. (2017). Systemic risk management in financial networks with credit default swaps. The Journal of Network Theory in Finance 3 (3): 19-39. DOI:10.21314/JNTF.2017.034.

Poledna, S., Bochmann, O. & Thurner, S. (2017). Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. Journal of Economic Dynamics and Control 77: 230-246. DOI:10.1016/j.jedc.2017.02.004.

Leduc, M.V., Poledna, S. & Thurner, S. (2016). Systemic Risk Management in Financial Networks with Credit Default Swaps. SSRN Electronic Journal: 1-20. DOI:10.2139/ssrn.2713200.

Poledna, S. & Thurner, S. (2016). Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. Quantitative Finance: 1-15. DOI:10.1080/14697688.2016.1156146.

Hochrainer-Stigler, S. & Poledna, S. (2016). Modelling Dependent Risk With Copulas: An Application On Flooding Using Agent-Based Modelling. Geoinformatics Research Papers 4 (BS4002) DOI:10.2205/2016BS01Sochi.

Poledna, S., Molina-Borboa, J.L., Martinez-Jaramillo, S., van der Leij, M. & Thurner, S. (2015). The multi-layer network nature of systemic risk and its implications for the costs of financial crises. Journal of Financial Stability 20: 70-81. DOI:10.1016/j.jfs.2015.08.001.

Klimek, P., Poledna, S., Farmer, J.D. & Thurner, S. (2015). To bail-out or to bail-in? Answers from an agent-based model. Journal of Economic Dynamics and Control 50: 144-154. DOI:10.1016/j.jedc.2014.08.020.

Poledna, S., Thurner, S., Farmer, J.D. & Geanakoplos, J. (2014). Leverage-induced systemic risk under Basle II and other credit risk policies. Journal of Banking & Finance 42 (1): 199-212. DOI:10.1016/j.jbankfin.2014.01.038.

Thurner, S. & Poledna, S. (2013). DebtRank-transparency: Controlling systemic risk in financial networks. Scientific Reports 3: no.1888. DOI:10.1038/srep01888.

Book Section

Lalith, M., Gill, A., Poledna, S., Hori, M., Hikaru, I., Tomoyuki, N., Koyo, T. & Ichimura, T. (2019). Distributed Memory Parallel Implementation of Agent-Based Economic Models. In: Lecture Notes in Computer Science. pp. 419-433 Faro, Portugal: Springer. DOI:10.1007/978-3-030-22741-8_30.

Hochrainer-Stigler, S., Boza, G., Colon, C., Poledna, S., Rovenskaya, E. & Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393 (2018). IRGC resource guide on resilience (vol. 2): Domains of resilience for complex interconnected systems. In: Domains of resilience for complex interconnected systems. Eds. Trump, B.D., Florin, M.V. & Linkov, I., Lausanne, Switzerland: EPFL International Risk Governance Center.

Conference or Workshop Item

Poledna, S., Miess, M., Schmelzer, S., Rovenskaya, E., Hochrainer-Stigler, S. & Thurner, S. (2017). Agent-based Modelling of Systemic Risk: A Big-data Approach. In: IIASA Institutional Evaluation 2017, 27 February-1 March 2017, IIASA, Laxenburg, Austria.

Hochrainer-Stigler, S. & Poledna, S. (2016). Modelling Macroeconomic Effects of Natural Disaster Risk: A Large Scale Agent Based Modelling Approach Using Copulas. In: IDRiM 2016 7th International Conference on Integrated Disaster Risk Management Disasters and Development: Towards a Risk Aware Society, October 1-3, 2016, Isfahan, Islamic Republic of Iran.

Wildemeersch, M., Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Poledna, S. & Leduc, M. (2016). Network reslience and systemic risk. Methodological approaches to address network resilience. In: European Meetings on Cybernetics and Systems Research, 30 March-1 April 2016, Vienna.

Leduc, M.V., Poledna, S. & Thurner, S. (2016). Systemic Risk Management in Financial Networks with Credit Default Swaps. In: NetSci-X 2016, 11 -13 January, 2016, Wroclaw, Poland.

Leduc, M.V., Poledna, S. & Thurner, S. (2015). Systemic Risk Management in Financial Networks with Credit Default Swaps. In: Systems Analysis 2015 - A Conference in Celebration of Howard Raiffa, 11 -13 November, 2015, Laxenburg, Austria.

Other

Poledna, S., Hochrainer-Stigler, S., Miess, M., Klimek, P., Schmelzer, S., Sorger, J., Shchekinova, E., Rovenskaya, E., Linnerooth-Bayer, J., Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393 & Thurner, S. (2018). When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters. arXiv preprint

This list was generated on Fri Nov 15 15:41:45 2019 UTC.

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313