Guido Caldarelli

IMT Alti Studi Lucca

Professor

Piazza San Francesco 19

Lucca, 55100

Italy

SCHOLARLY PAPERS

7

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Top 29,099

in Total Papers Downloads

2,135

SSRN CITATIONS
Rank 8,151

SSRN RANKINGS

Top 8,151

in Total Papers Citations

58

CROSSREF CITATIONS

104

Scholarly Papers (7)

1.

The Price of Complexity in Financial Networks

Columbia Business School Research Paper No. 15-49
Number of pages: 28 Posted: 15 Apr 2015 Last Revised: 02 Nov 2015
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Oxford, Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB) and Columbia Business School - Finance and Economics
Downloads 908 (32,546)
Citation 22

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financial markets, systemic risk, complex systems, computational social science

2.

Network Valuation in Financial Systems

Mathematical Finance, https://doi.org/10.1111/mafi.12272, 2020
Number of pages: 23 Posted: 16 Jun 2016 Last Revised: 02 Jun 2020
University of Zurich - Department of Banking and Finance, Bank of England, University College London, University of Zurich, University of Zurich - Institute of Mathematics, IMT Alti Studi Lucca and University of Zurich - Department of Banking and Finance
Downloads 580 (59,178)
Citation 38

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Financial networks, Contagion, Systemic risk, Credit risk, Mark-to-market losses

3.

A Network Analysis of the Italian Overnight Money Market

Number of pages: 22 Posted: 09 Nov 2005
City University London - Department of Economics, University of L'Aquila - Department of Physics, Kings College, London - Department of Mathematics, SDA Bocconi School of Management and IMT Alti Studi Lucca
Downloads 313 (122,188)
Citation 102

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4.

Leveraging the Network: A Stress-Test Framework Based on DebtRank

Number of pages: 27 Posted: 27 Feb 2015 Last Revised: 23 Feb 2016
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Zurich and School of Public Policy, University College London
Downloads 254 (151,609)
Citation 28

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Systemic risk, financial networks, contagion, balance-sheets, stress-tests

5.

Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics

Number of pages: 24 Posted: 06 Dec 2015 Last Revised: 16 Dec 2015
IMT Institute for Advanced Studies, Yahoo! - Yahoo! Research Labs, University of Bologna - Department of Mathematics, IMT Alti Studi Lucca, Università di Bologna and List Group
Downloads 57 (451,015)
Citation 1

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financial markets, complex systems, data science, computational social science

The Hidden Structure of Energy Efficiency Finance

Number of pages: 33 Posted: 02 Aug 2021 Last Revised: 10 Aug 2021
Nadia Ameli, Sumit Kothari, Giacomo Livan and Guido Caldarelli
University College London, University College of London, University College London - Financial Computing and Analytics Group, Department of Computer Science and IMT Alti Studi Lucca
Downloads 16 (693,399)

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Climate Finance, Energy Efficiency Investment, Networks

The Hidden Structure Of Energy Efficiency Finance

USAEE Working Paper No. 21-519
Number of pages: 33 Posted: 31 Aug 2021
Nadia Ameli, Sumit Kothari, Giacomo Livan and Guido Caldarelli
University College London, University College of London, University College London - Financial Computing and Analytics Group, Department of Computer Science and IMT Alti Studi Lucca
Downloads 7 (769,797)

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Climate Finance, Energy Efficiency Investment, Networks

7.

Network Valuation in Financial Systems

Mathematical Finance, Vol. 30, Issue 4, pp. 1181-1204, 2020
Number of pages: 24 Posted: 07 Oct 2020
University College London, Bank of England, University College London, European Central Bank (ECB), University of Zurich - Institute of Mathematics, University of Zurich - Department of Banking and Finance and IMT Alti Studi Lucca
Downloads 0 (808,754)
Citation 4
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contagion, credit risk, financial networks, mark‐to‐market losses, systemic risk