Items where IIASA Author is "Poledna, Sebastian"

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Number of items: 44.

Hommes, C., He, M., Poledna, S., Siqueira, M. & Zhang, Y. (2024). CANVAS: A Canadian behavioral agent-based model for monetary policy. Journal of Economic Dynamics and Control, e104986. 10.1016/j.jedc.2024.104986. (In Press)

Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Poledna, S., Hochrainer-Stigler, S., Sakic Trogrlic, R., Reiter, K. & Daniell, J. (2024). Assessing transboundary and intersectoral spillovers of multiple natural hazards in the Danube Region using a large-scale macroeconomic agent-based model. In: 3rd International Conference Natural Hazards and Risks in a Changing World Addressing Compound and Multi-Hazard Risk, 12-13 June 2024, Amsterdam.

Hochrainer-Stigler, S., Bachner, G., Knittel, N., Poledna, S., Reiter, K. & Bosello, F. (2024). Risk management against indirect risks from disasters: A multi-model and participatory governance framework applied to flood risk in Austria. International Journal of Disaster Risk Reduction 106, e104425. 10.1016/j.ijdrr.2024.104425.

Poledna, S., Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Conte, A., Goujon, A. ORCID: https://orcid.org/0000-0003-4125-6857, Linnerooth-Bayer, J., Catalano, M. & Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 (2024). Economic and labour market impacts of migration in Austria: an agent-based modelling approach. Comparative Migration Studies 12 (1), e18. 10.1186/s40878-024-00374-3.

Magnuszewski, P., Campo, P., Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Fresolone-Caparrós, A. ORCID: https://orcid.org/0000-0001-7221-3337, Linnerooth-Bayer, J., Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Pajak, M., Goujon, A. ORCID: https://orcid.org/0000-0003-4125-6857, Conte, A., Szewczyk, K. & Wegschaider, K. (2023). The Migration Policy Simulation: Engaging stakeholders in Austria’s migration future by linking an agent-based model with a policy exercise. IIASA Report. Laxenburg, Austria: IIASA

Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 & Linnerooth-Bayer, J. (2023). A guide to the methodology and potential applications of economic agent-based models (ABMs). IIASA , Laxenburg.

Bachner, G., Knittel, N., Poledna, S., Hochrainer-Stigler, S. & Reiter, K. (2023). Revealing indirect risks in complex socioeconomic systems: A highly detailed multi‐model analysis of flood events in Austria. Risk Analysis 44, 229-243. 10.1111/risa.14144.

Pajak, M., Magnuszewski, P., Poledna, S., Strelkovskii, N. ORCID: https://orcid.org/0000-0001-6862-1768, Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Goujon, A. ORCID: https://orcid.org/0000-0003-4125-6857, Conte, A., Linnerooth-Bayer, J., Fresolone-Caparrós, A. ORCID: https://orcid.org/0000-0001-7221-3337, Catalano, M. & Campo, P. (2023). A model-based policy exercise to examine climate migration policy in Europe. In: Klimatag 2023, 11-13 April 2023.

Hommes, C., He, M., Poledna, S., Siqueira, M. & Zhang, Y. (2022). CANVAS: A Canadian Behavioral Agent-Based Model. Bank of Canada Staff Working Paper 2022-51 10.34989/SWP-2022-51.

Poledna, S., Miess, M.G., Hommes, C. & Rabitsch, K. (2022). Economic forecasting with an agent-based model. European Economic Review 151, e104306. 10.1016/j.euroecorev.2022.104306.

Bachner, G., Knittel, N., Poledna, S., Hochrainer-Stigler, S., Reiter, K. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 (2022). Revealing the indirect risks of flood events: A multi-model assessment for Austria. IIASA Report. Laxenburg, Austria: IIASA

Hochrainer-Stigler, S., Poledna, S., Knittel, N., Bachner, G. & Reiter, K. (2022). Modelling the indirect impacts of flood risks in Austria. International Institute for Applied Systems Analysis (IIASA) and Wegener Center for Climate and Global Change, University of Graz , Laxenburg, Austria.

Reiter, K., Hochrainer-Stigler, S., Bachner, G., Knittel, N. & Poledna, S. (2022). Indirect flood risk management in Austria: Challenges and ways forward. International Institute for Applied Systems Analysis (IIASA) and Wegener Center for Climate and Global Change, University of Graz

Gill, A., Lalith, M., Poledna, S., Hori, M., Fujita, K. & Ichimura, T. (2021). High-Performance Computing Implementations of Agent-Based Economic Models for Realizing 1:1 Scale Simulations of Large Economies. IEEE Transactions on Parallel and Distributed Systems 32 (8), 2101-2114. 10.1109/TPDS.2021.3060462.

Poledna, S., Martínez-Jaramillo, S., Caccioli, F. & Thurner, S. (2021). Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability 52, e100808. 10.1016/j.jfs.2020.100808.

Pichler, A., Poledna, S. & Thurner, S. (2021). Systemic-risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. Journal of Financial Stability 52, e100809. 10.1016/j.jfs.2020.100809.

Hochrainer-Stigler, S., Colon, C. ORCID: https://orcid.org/0000-0002-4132-4648, Boza, G. ORCID: https://orcid.org/0000-0001-6453-8254, Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 & Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393 (2020). Enhancing Resilience of Systems to Individual and Systemic Risk: Steps toward An Integrative Framework. International Journal of Disaster Risk Reduction 51, e101868. 10.1016/j.ijdrr.2020.101868.

Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Crespo Cuaresma, J., Kaniovski, S. & Miess, M. (2020). Recovery of the Austrian economy following the COVID-19 crisis can take up to three years. IIASA Policy Brief. Laxenburg, Austria: PB-26

Poledna, S. (2020). Economic Forecasting with an Agent-Based Model.

Poledna, S., Miess, M.G. & Hommes, C.H. (2020). Economic Forecasting with an Agent-Based Model. IIASA Working Paper. Laxenburg, Austria: WP-20-001

Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, Dieckmann, U. ORCID: https://orcid.org/0000-0001-7089-0393, Hochrainer-Stigler, S. & Linkov, I. (2020). Systemic Risk Emerging from Interconnections: The Case of Financial Systems. In: Systemic Thinking for Policy Making: The Potential of Systems Analysis for Addressing Global Policy Challenges in the 21st Century. pp. 123-132 Paris, France: New Approaches to Economic Challenges, OECD Publishing. ISBN 978-92-64-49456-5 10.1787/879c4f7a-en.

Poledna, S., Miess, M.G. & Hommes, C.H. (2019). Economic Forecasting with an Agent-Based Model. SSRN Electronic Journal 10.2139/ssrn.3484768.

Hochrainer-Stigler, S., Colon, C. ORCID: https://orcid.org/0000-0002-4132-4648, Boza, G. ORCID: https://orcid.org/0000-0001-6453-8254, Brännström, Å., Linnerooth-Bayer, J., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 & 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. 10.1080/13669877.2019.1646312.

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. 10.1007/978-3-030-22741-8_30.

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. 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. ORCID: https://orcid.org/0000-0002-2761-3443, Thurner, S., Poledna, S., Boza, G. ORCID: https://orcid.org/0000-0001-6453-8254, Linnerooth-Bayer, J. & Brännström, Å. (2018). Integrating Systemic Risk and Risk Analysis Using Copulas. International Journal of Disaster Risk Science 9 (4), 561-567. 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. 10.3390/e20100792.

Poledna, S., Hochrainer-Stigler, S., Miess, M., Klimek, P., Schmelzer, S., Sorger, J., Shchekinova, E., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, 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

Hochrainer-Stigler, S., Boza, G. ORCID: https://orcid.org/0000-0001-6453-8254, Colon, C. ORCID: https://orcid.org/0000-0002-4132-4648, Poledna, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443 & 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.

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. 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. 10.1016/j.jedc.2017.02.004.

Poledna, S., Miess, M., Schmelzer, S., Rovenskaya, E. ORCID: https://orcid.org/0000-0002-2761-3443, 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. ORCID: https://orcid.org/0000-0002-6660-2712, 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. SSRN Electronic Journal, 1-20. 10.2139/ssrn.2713200.

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.

Poledna, S. & Thurner, S. (2016). Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. Quantitative Finance, 1-15. 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) 10.2205/2016BS01Sochi.

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.

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. 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. 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. 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. 10.1038/srep01888.

This list was generated on Sat Dec 21 16:04:06 2024 UTC.