Raffaele Fiocco
Personal Details
First Name: | Raffaele |
Middle Name: | |
Last Name: | Fiocco |
Suffix: | |
RePEc Short-ID: | pfi255 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/raffaelefiocco12/ | |
Via dei Caniana, 2 24127, Bergamo, Italy | |
Affiliation
Dipartimento di Scienze Economiche
Università degli Studi di Bergamo
Bergamo, Italyhttps://dse.unibg.it/
RePEc:edi:deberit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Antoniou, Fabio & Fiocco, Raffaele, 2020.
"Storable good market with intertemporal cost variations,"
MPRA Paper
97948, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2023. "Storable Good Market With Intertemporal Cost Variations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 361-385, February.
- Leda Maria Bonazzi & Raffaele Fiocco & Salvatore Piccolo, 2020.
"Vertical Price Restraints and Free Entry Under Asymmetric Information,"
CSEF Working Papers
564, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Leda Maria Bonazzi & Raffaele Fiocco & Salvatore Piccolo, 2021. "Vertical Price Restraints and Free Entry Under Asymmetric Information," Journal of Industrial Economics, Wiley Blackwell, vol. 69(4), pages 854-899, December.
- Fiocco, Raffaele & Guo, Dongyu, 2020.
"Regulatory risk, vertical integration, and upstream investment,"
MPRA Paper
97960, University Library of Munich, Germany.
- Fiocco, Raffaele & Guo, Dongyu, 2020. "Regulatory risk, vertical integration, and upstream investment," European Economic Review, Elsevier, vol. 128(C).
- Antoniou, Fabio & Fiocco, Raffaele, 2018.
"Strategic inventories under limited commitment,"
MPRA Paper
83928, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2019. "Strategic inventories under limited commitment," RAND Journal of Economics, RAND Corporation, vol. 50(3), pages 695-729, September.
- Antoniou, Fabio & Fiocco, Raffaele, 2017. "Strategic inventories under limited commitment," Working Papers 2072/306512, Universitat Rovira i Virgili, Department of Economics.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2015.
"Asymmetric price adjustments: A supply side approach,"
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
493, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017. "Asymmetric price adjustments: A supply side approach," International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 335-360.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017. "Asymmetric price adjustments: A supply side approach," Working Papers 2072/306511, Universitat Rovira i Virgili, Department of Economics.
- Fiocco, Raffaele & Gilli, Mario, 2014.
"Bargaining and collusion in a regulatory relationship,"
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
466, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Raffaele Fiocco & Mario Gilli, 2016. "Bargaining and collusion in a regulatory relationship," Journal of Economics, Springer, vol. 117(2), pages 93-116, March.
- Fiocco, Raffaele & Guo, Dongyu, 2014.
"Mergers between regulated firms with unknown efficiency gains,"
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
464, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Raffaele Fiocco & Dongyu Guo, 2015. "Mergers between regulated firms with unknown efficiency gains," Review of Economic Design, Springer;Society for Economic Design, vol. 19(4), pages 299-326, December.
- Fiocco, Raffaele, 2014.
"The strategic value of partial vertical integration,"
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
455, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Fiocco, Raffaele, 2016. "The strategic value of partial vertical integration," European Economic Review, Elsevier, vol. 89(C), pages 284-302.
- Fiocco, Raffaele, 2016. "The strategic value of partial vertical integration," Working Papers 2072/267267, Universitat Rovira i Virgili, Department of Economics.
- Raffaele Fiocco & Roland Strausz, 2014.
"Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation,"
CESifo Working Paper Series
4758, CESifo.
- Raffaele Fiocco & Roland Strausz, 2015. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 24(3), pages 550-569, September.
- Strausz, Roland & Fiocco, Raffaele, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CEPR Discussion Papers 9928, C.E.P.R. Discussion Papers.
- Fiocco, Raffaele & Strausz, Roland, 2012. "Consumer standards as a strategic device to mitigate ratchet effects in dynamic regulation," SFB 649 Discussion Papers 2012-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele & Strausz, Roland, 2012.
"Consumer standards as a strategic device to mitigate ratchet effects in dynamic regulation,"
SFB 649 Discussion Papers
2012-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Roland Strausz, 2015. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 24(3), pages 550-569, September.
- Strausz, Roland & Fiocco, Raffaele, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CEPR Discussion Papers 9928, C.E.P.R. Discussion Papers.
- Raffaele Fiocco & Roland Strausz, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CESifo Working Paper Series 4758, CESifo.
- Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele & Scarpa, Carlo, 2011. "The regulation of interdependent markets," SFB 649 Discussion Papers 2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Mario Gilli, 2011.
"Bargaining and Collusion in a Regulatory Model,"
Working Papers
207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
- Fiocco, Raffaele & Gilli, Mario, 2011. "Bargaining and collusion in a regulatory model," SFB 649 Discussion Papers 2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2010. "The optimal industry structure in a vertically related market," SFB 649 Discussion Papers 2010-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2010.
"The optimal industry structure in a vertically related market,"
SFB 649 Discussion Papers
2010-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
repec:hum:wpaper:sfb649dp2011-047 is not listed on IDEAS
Articles
- Fabio Antoniou & Raffaele Fiocco, 2023.
"Storable Good Market With Intertemporal Cost Variations,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 361-385, February.
- Antoniou, Fabio & Fiocco, Raffaele, 2020. "Storable good market with intertemporal cost variations," MPRA Paper 97948, University Library of Munich, Germany.
- Leda Maria Bonazzi & Raffaele Fiocco & Salvatore Piccolo, 2021.
"Vertical Price Restraints and Free Entry Under Asymmetric Information,"
Journal of Industrial Economics, Wiley Blackwell, vol. 69(4), pages 854-899, December.
- Leda Maria Bonazzi & Raffaele Fiocco & Salvatore Piccolo, 2020. "Vertical Price Restraints and Free Entry Under Asymmetric Information," CSEF Working Papers 564, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Fiocco, Raffaele & Guo, Dongyu, 2020.
"Regulatory risk, vertical integration, and upstream investment,"
European Economic Review, Elsevier, vol. 128(C).
- Fiocco, Raffaele & Guo, Dongyu, 2020. "Regulatory risk, vertical integration, and upstream investment," MPRA Paper 97960, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2019.
"Strategic inventories under limited commitment,"
RAND Journal of Economics, RAND Corporation, vol. 50(3), pages 695-729, September.
- Antoniou, Fabio & Fiocco, Raffaele, 2017. "Strategic inventories under limited commitment," Working Papers 2072/306512, Universitat Rovira i Virgili, Department of Economics.
- Antoniou, Fabio & Fiocco, Raffaele, 2018. "Strategic inventories under limited commitment," MPRA Paper 83928, University Library of Munich, Germany.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017.
"Asymmetric price adjustments: A supply side approach,"
International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 335-360.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2015. "Asymmetric price adjustments: A supply side approach," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 493, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017. "Asymmetric price adjustments: A supply side approach," Working Papers 2072/306511, Universitat Rovira i Virgili, Department of Economics.
- Fiocco, Raffaele, 2016.
"The strategic value of partial vertical integration,"
European Economic Review, Elsevier, vol. 89(C), pages 284-302.
- Fiocco, Raffaele, 2014. "The strategic value of partial vertical integration," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 455, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Fiocco, Raffaele, 2016. "The strategic value of partial vertical integration," Working Papers 2072/267267, Universitat Rovira i Virgili, Department of Economics.
- Raffaele Fiocco & Mario Gilli, 2016.
"Bargaining and collusion in a regulatory relationship,"
Journal of Economics, Springer, vol. 117(2), pages 93-116, March.
- Fiocco, Raffaele & Gilli, Mario, 2014. "Bargaining and collusion in a regulatory relationship," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 466, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Raffaele Fiocco & Roland Strausz, 2015.
"Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 24(3), pages 550-569, September.
- Strausz, Roland & Fiocco, Raffaele, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CEPR Discussion Papers 9928, C.E.P.R. Discussion Papers.
- Fiocco, Raffaele & Strausz, Roland, 2012. "Consumer standards as a strategic device to mitigate ratchet effects in dynamic regulation," SFB 649 Discussion Papers 2012-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Roland Strausz, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CESifo Working Paper Series 4758, CESifo.
- Raffaele Fiocco & Dongyu Guo, 2015.
"Mergers between regulated firms with unknown efficiency gains,"
Review of Economic Design, Springer;Society for Economic Design, vol. 19(4), pages 299-326, December.
- Fiocco, Raffaele & Guo, Dongyu, 2014. "Mergers between regulated firms with unknown efficiency gains," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 464, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Fiocco, Raffaele & Scarpa, Carlo, 2014. "The regulation of markets with interdependent demands," Information Economics and Policy, Elsevier, vol. 27(C), pages 1-12.
- Fiocco Raffaele, 2013. "The Optimal Institutional Design of Vertically Related Markets with Unknown Upstream Costs," Review of Network Economics, De Gruyter, vol. 12(2), pages 183-210, June.
- Raffaele Fiocco, 2012. "Competition and regulation with product differentiation," Journal of Regulatory Economics, Springer, vol. 42(3), pages 287-307, December.
Chapters
- Raffaele Fiocco & Mario Gilli, 2012.
"Bargaining and Collusion in a Regulatory Model,"
Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12,
Edward Elgar Publishing.
- Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Fiocco, Raffaele & Gilli, Mario, 2011. "Bargaining and collusion in a regulatory model," SFB 649 Discussion Papers 2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Antoniou, Fabio & Fiocco, Raffaele, 2020.
"Storable good market with intertemporal cost variations,"
MPRA Paper
97948, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2023. "Storable Good Market With Intertemporal Cost Variations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 361-385, February.
Cited by:
- Antoniou, Fabio & Fiocco, Raffaele, 2020.
"Storable good market with intertemporal cost variations,"
MPRA Paper
97948, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2023. "Storable Good Market With Intertemporal Cost Variations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 361-385, February.
- Leda Maria Bonazzi & Raffaele Fiocco & Salvatore Piccolo, 2020.
"Vertical Price Restraints and Free Entry Under Asymmetric Information,"
CSEF Working Papers
564, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Leda Maria Bonazzi & Raffaele Fiocco & Salvatore Piccolo, 2021. "Vertical Price Restraints and Free Entry Under Asymmetric Information," Journal of Industrial Economics, Wiley Blackwell, vol. 69(4), pages 854-899, December.
Cited by:
- Marco de Pinto & Lazlo Goerke & Alberto Palermo, 2023.
"Informational Rents and the Excessive Entry Theorem: The Case of Hidden Action,"
IAAEU Discussion Papers
202301, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
- Marco de Pinto & Laszlo Goerke & Alberto Palermo, 2024. "Informational rents and the excessive entry theorem: The case of hidden action," Scottish Journal of Political Economy, Scottish Economic Society, vol. 71(2), pages 237-252, May.
- Marco de Pinto & Laszlo Goerke & Alberto Palermo, 2022.
"On the Welfare Effects of Adverse Selection in Oligopolistic Markets,"
CESifo Working Paper Series
10003, CESifo.
- Marco de Pinto & Lazlo Goerke & Alberto Palermo, 2022. "On the Welfare Effects of Adverse - Selection in Oligopolistic Markets," IAAEU Discussion Papers 202202, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
- de Pinto, Marco & Goerke, Laszlo & Palermo, Alberto, 2023. "On the welfare effects of adverse selection in oligopolistic markets," Games and Economic Behavior, Elsevier, vol. 138(C), pages 22-41.
- Marco de Pinto & Laszlo Goerke & Alberto Palermo, 2024. "Business Stealing + Economic Rent = Insufficient Entry? An Integrative Framework," IAAEU Discussion Papers 202402, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
- Fiocco, Raffaele & Guo, Dongyu, 2020.
"Regulatory risk, vertical integration, and upstream investment,"
MPRA Paper
97960, University Library of Munich, Germany.
- Fiocco, Raffaele & Guo, Dongyu, 2020. "Regulatory risk, vertical integration, and upstream investment," European Economic Review, Elsevier, vol. 128(C).
Cited by:
- Wang, Wei & Zhang, Yue-Jun, 2022. "Does China's carbon emissions trading scheme affect the market power of high-carbon enterprises?," Energy Economics, Elsevier, vol. 108(C).
- Antoniou, Fabio & Fiocco, Raffaele, 2018.
"Strategic inventories under limited commitment,"
MPRA Paper
83928, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2019. "Strategic inventories under limited commitment," RAND Journal of Economics, RAND Corporation, vol. 50(3), pages 695-729, September.
- Antoniou, Fabio & Fiocco, Raffaele, 2017. "Strategic inventories under limited commitment," Working Papers 2072/306512, Universitat Rovira i Virgili, Department of Economics.
Cited by:
- Lenhard, Severin, 2022. "Imperfect Competition with Costly Disposal," VfS Annual Conference 2022 (Basel): Big Data in Economics 264038, Verein für Socialpolitik / German Economic Association.
- Xiaowei Hu & Jaejin Jang & Nabeel Hamoud & Amirsaman Bajgiran, 2021. "Strategic Inventories in a Supply Chain with Downstream Cournot Duopoly," Papers 2109.06995, arXiv.org, revised Jan 2022.
- Severin Lenhard, 2021. "Imperfect Competition with Costly Disposal," Diskussionsschriften dp2105, Universitaet Bern, Departement Volkswirtschaft.
- Henry Thille & Sebastien Mitraille, 2022. "Advance sales and deterrence with heterogeneous firms," Working Papers 2201, University of Guelph, Department of Economics and Finance.
- Lenhard, Severin, 2022. "Imperfect competition with costly disposal," International Journal of Industrial Organization, Elsevier, vol. 82(C).
- Antoniou, Fabio & Fiocco, Raffaele, 2020.
"Storable good market with intertemporal cost variations,"
MPRA Paper
97948, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2023. "Storable Good Market With Intertemporal Cost Variations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 361-385, February.
- Amihai Glazer & Refael Hassin & Irit Nowik, 2019. "How Advance Sales can Reduce Profits: When to Buy, When to Sell, and What Price to Charge," Papers 1912.02869, arXiv.org, revised Apr 2023.
- Lang Xiong & Tingting Xiao & Fuhai Nie, 2022. "Group Buying of Competing Retailers with Strategic Inventory," Sustainability, MDPI, vol. 14(20), pages 1-18, October.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2015.
"Asymmetric price adjustments: A supply side approach,"
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
493, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017. "Asymmetric price adjustments: A supply side approach," International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 335-360.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017. "Asymmetric price adjustments: A supply side approach," Working Papers 2072/306511, Universitat Rovira i Virgili, Department of Economics.
Cited by:
- Levy, Daniel & Snir, Avichai & Gotler, Alex & Chen, Haipeng (Allan), 2019.
"Not all price endings are created equal: Price points and asymmetric price rigidity,"
MPRA Paper
91360, University Library of Munich, Germany.
- Daniel Levy & Avichai Snir & Alex Gotler & Haipeng (Allan) Chen, 2019. "Not all price endings are created equal: Price points and asymmetric price rigidity," Working Papers 001-19 JEL Codes: E31, L1, International School of Economics at TSU, Tbilisi, Republic of Georgia.
- Daniel Levy, 2019. "Not All Price Endings Are Created Equal: Price Points and Asymmetric Price Rigidity," Working Papers 2019-01, Bar-Ilan University, Department of Economics.
- Snir, Avichai & Levy, Daniel & Gotler, Alex & Chen, Haipeng (Allan), 2012. "Not All Price Endings Are Created Equal: Price Points and Asymmetric Price Rigidity," MPRA Paper 42252, University Library of Munich, Germany.
- Daniel Levy & Avichai Snir & Alex Gotler & Haipeng (Allan) Chen, 2019. "Not all price endings are created equal: Price points and asymmetric price rigidity," Working Paper series 19-02, Rimini Centre for Economic Analysis.
- Avichai Snir & Daniel Levy & Alex Gotler & Haipeng (Allan) Chen, 2012. "Not All Price Endings Are Created Equal: Price Points and Asymmetric Price Rigidity," Working Paper series 69_12, Rimini Centre for Economic Analysis.
- Levy, Daniel & Snir, Avichai & Gotler, Alex & Chen, Haipeng (Allan), 2020. "Not all price endings are created equal: Price points and asymmetric price rigidity," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 33-49.
- Levy, Daniel & Snir, Avichai & Gotler, Alex & Chen, Haipeng (Allan), 2020. "Not all price endings are created equal: Price points and asymmetric price rigidity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
- Snir, Avichai & Levy, Daniel & Gotler, Alex & Chen, Haipeng (Allan), 2014. "Not All Price Endings Are Created Equal: Price Points and Asymmetric Price Rigidity," EconStor Preprints 104540, ZBW - Leibniz Information Centre for Economics.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017.
"Asymmetric price adjustments: A supply side approach,"
Working Papers
2072/306511, Universitat Rovira i Virgili, Department of Economics.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2015. "Asymmetric price adjustments: A supply side approach," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 493, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017. "Asymmetric price adjustments: A supply side approach," International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 335-360.
- Antoniou, Fabio & Fiocco, Raffaele, 2020.
"Storable good market with intertemporal cost variations,"
MPRA Paper
97948, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2023. "Storable Good Market With Intertemporal Cost Variations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 361-385, February.
- Antoniou, Fabio & Fiocco, Raffaele, 2017.
"Strategic inventories under limited commitment,"
Working Papers
2072/306512, Universitat Rovira i Virgili, Department of Economics.
- Fabio Antoniou & Raffaele Fiocco, 2019. "Strategic inventories under limited commitment," RAND Journal of Economics, RAND Corporation, vol. 50(3), pages 695-729, September.
- Antoniou, Fabio & Fiocco, Raffaele, 2018. "Strategic inventories under limited commitment," MPRA Paper 83928, University Library of Munich, Germany.
- Oladosu, Gbadebo, 2022. "Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws," Journal of Commodity Markets, Elsevier, vol. 27(C).
- Palencia-González, Francisco J. & Navío-Marco, Julio & Juberías-Cáceres, Gema, 2020. "Analysis of brand influence in the rockets and feathers effect using disaggregated data," Research in International Business and Finance, Elsevier, vol. 52(C).
- Fiocco, Raffaele & Gilli, Mario, 2014.
"Bargaining and collusion in a regulatory relationship,"
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
466, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Raffaele Fiocco & Mario Gilli, 2016. "Bargaining and collusion in a regulatory relationship," Journal of Economics, Springer, vol. 117(2), pages 93-116, March.
Cited by:
- Pan, Yanchun & Yang, Wen & Ma, Nan & Chen, Zhimin & Zhou, Ming & Xiong, Yi, 2019. "Game analysis of carbon emission verification: A case study from Shenzhen's cap-and-trade system in China," Energy Policy, Elsevier, vol. 130(C), pages 418-428.
- Fang Yao & Kai Zhao & Xiaoyu Xu & Wenfei Liu, 2022. "Can Corruption Facilitate Industrial Structure Upgrade in China? The Moderating Role of Government-Business Relationships," SAGE Open, , vol. 12(3), pages 21582440221, September.
- Gao, Ruoxin & Yao, Shiqing & Yang, Ruina, 2024. "Responsible audit and consumer awareness under collusion risk," European Journal of Operational Research, Elsevier, vol. 314(2), pages 466-476.
- Fiocco, Raffaele & Guo, Dongyu, 2014.
"Mergers between regulated firms with unknown efficiency gains,"
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
464, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Raffaele Fiocco & Dongyu Guo, 2015. "Mergers between regulated firms with unknown efficiency gains," Review of Economic Design, Springer;Society for Economic Design, vol. 19(4), pages 299-326, December.
Cited by:
- TEUSCH, Jonas, 2016. "Merger Incentives Under Yardstick Competition : a Theoretical Model," LIDAM Discussion Papers CORE 2016037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jonas Teusch, 2019. "When Efficient Firms Flock Together: Merger Incentives Under Yardstick Competition," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 55(2), pages 237-255, September.
- Fiocco, Raffaele, 2014.
"The strategic value of partial vertical integration,"
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
455, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Fiocco, Raffaele, 2016. "The strategic value of partial vertical integration," European Economic Review, Elsevier, vol. 89(C), pages 284-302.
- Fiocco, Raffaele, 2016. "The strategic value of partial vertical integration," Working Papers 2072/267267, Universitat Rovira i Virgili, Department of Economics.
Cited by:
- Gaigné, Carl & Latouche, Karine & Turolla, Stéphane, 2015.
"Vertical ownership and export performance: firm-level evidence from France,"
Working Papers
208913, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
- Carl Gaigné & Karine Latouche & Stéphane Turolla, 2015. "Vertical ownership and export performance: firm-level evidence from France," Working Papers SMART 15-07, INRAE UMR SMART.
- Leonard F. S. Wang & Qiang Gong & Ji Sun, 2024. "Vertical cross‐ownership, double marginalization, and social welfare," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 394-408, April.
- Fang Fang & Baojun Jiang & Jiong Sun, 2023. "Partial vertical ownership in the presence of downstream competition," Production and Operations Management, Production and Operations Management Society, vol. 32(6), pages 1692-1704, June.
- Fiocco, Raffaele, 2016.
"The strategic value of partial vertical integration,"
Working Papers
2072/267267, Universitat Rovira i Virgili, Department of Economics.
- Fiocco, Raffaele, 2016. "The strategic value of partial vertical integration," European Economic Review, Elsevier, vol. 89(C), pages 284-302.
- Fiocco, Raffaele, 2014. "The strategic value of partial vertical integration," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 455, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Sánchez, M. & Nerja, A., 2024.
"The role of asymmetric innovation’s sizes in technology licensing under partial vertical integration,"
Research in Economics, Elsevier, vol. 78(2).
- Sánchez, Mariola & Nerja, Adrian, 2024. "The role of asymmetric innovation’s sizes in technology licensing under partial vertical integration," MPRA Paper 120829, University Library of Munich, Germany.
- Emmanuel Petrakis & Panagiotis Skartados, 2022. "First-mover advantage reversals under passive cross forward ownership in vertically related markets," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(2), pages 303-311, October.
- Matthias Hunold & Vasilisa Petrishcheva, 2022. "Foreclosure and Tunneling with Partial Vertical Ownership," CEPA Discussion Papers 57, Center for Economic Policy Analysis.
- Emmanuel Petrakis & Panagiotis Skartados, 2022. "Vertical Opportunism, Bargaining, and Share-Based Agreements," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 60(4), pages 549-565, June.
- Romain Lestage, 2021. "Input price discrimination and non-controlling vertical shareholding," Journal of Regulatory Economics, Springer, vol. 59(3), pages 226-250, June.
- Hunold, Matthias, 2017. "Backward ownership, uniform pricing and entry deterrence," DICE Discussion Papers 250, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Hunold, Matthias, 2020. "Non-Discriminatory Pricing, Partial Backward Ownership, and Entry Deterrence," International Journal of Industrial Organization, Elsevier, vol. 70(C).
- Hunold, Matthias & Schlütter, Frank, 2022. "Supply Contracts under Partial Forward Ownership," LIDAM Discussion Papers CORE 2022003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mariola Sánchez & José Antonio Belso‐Martínez & María José López‐Sánchez & Adrián Nerja, 2022. "Incentives to exclusive and non‐exclusive technology licensing under partial vertical integration," Manchester School, University of Manchester, vol. 90(2), pages 171-189, March.
- Jie Shuai & Mengyuan Xia & Chenhang Zeng, 2023. "Upstream market structure and downstream partial ownership," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 32(1), pages 22-47, January.
- Hunold, Matthias & Schlütter, Frank, 2019. "Vertical financial interest and corporate influence," DICE Discussion Papers 309, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Ricardo Gonçalves & Peyman Khezr & Flavio Menezes, 2020. "Partial Vertical Ownership with Asymmetric Information," Discussion Papers Series 634, School of Economics, University of Queensland, Australia.
- Hunold, Matthias & Petrishcheva, Vasilisa, 2022. "Foreclosure and tunneling with partial vertical ownership," DICE Discussion Papers 391, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Matthias Hunold & Shiva Shekhar, 2022.
"Supply Chain Innovations and Partial Ownership,"
Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 60(1), pages 109-145, February.
- Hunold, Matthias & Shekhar, Shiva, 2018. "Supply chain innovations and partial ownership," DICE Discussion Papers 281, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Charistos, Konstantinos & Pinopoulos, Ioannis N. & Skartados, Panagiotis, 2022. "Passive forward ownership and upstream collusion," Economics Letters, Elsevier, vol. 216(C).
- Li, Pei & Tan, Dan & Wang, Guangyong & Wei, Hang & Wu, Jilan, 2021. "Retailer's vertical integration strategies under different business modes," European Journal of Operational Research, Elsevier, vol. 294(3), pages 965-975.
- Papadopoulos, Konstantinos G. & Skartados, Panagiotis, 2021. "The ambiguous competitive effects of passive partial forward integration," UC3M Working papers. Economics 33354, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Konstantinos G. Papadopoulos & Emmanuel Petrakis & Panagiotis Skartados, 2022. "The ambiguous competitive effects of passive partial forward ownership," Southern Economic Journal, John Wiley & Sons, vol. 89(2), pages 540-568, October.
- Li, Jin & Yang, Shilei & Shi, Victor & Zhai, Senjing, 2020. "Partial vertical centralization in competing supply chains," International Journal of Production Economics, Elsevier, vol. 224(C).
- NJUGUNA, Naomi Njeri & Dr. Josphat Kwasira & Dr. Anne Kariuki, 2024. "Horizontal Integration Strategies and Competitiveness of Firms in EPZ Kenya," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(2), pages 1660-1676, February.
- Ryo Masuyama, 2022. "Partial forward ownership and upstream quality investment," Economics Bulletin, AccessEcon, vol. 42(4), pages 1811-1816.
- Raffaele Fiocco & Roland Strausz, 2014.
"Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation,"
CESifo Working Paper Series
4758, CESifo.
- Raffaele Fiocco & Roland Strausz, 2015. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 24(3), pages 550-569, September.
- Strausz, Roland & Fiocco, Raffaele, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CEPR Discussion Papers 9928, C.E.P.R. Discussion Papers.
- Fiocco, Raffaele & Strausz, Roland, 2012. "Consumer standards as a strategic device to mitigate ratchet effects in dynamic regulation," SFB 649 Discussion Papers 2012-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Laura Doval & Vasiliki Skreta, 2022.
"Mechanism Design With Limited Commitment,"
Econometrica, Econometric Society, vol. 90(4), pages 1463-1500, July.
- Laura Doval & Vasiliki Skreta, 2018. "Mechanism Design with Limited Commitment," Papers 1811.03579, arXiv.org, revised Dec 2021.
- Doval, Laura & Skreta, Vasiliki, 2024.
"Optimal mechanism for the sale of a durable good,"
Theoretical Economics, Econometric Society, vol. 19(2), May.
- Laura Doval & Vasiliki Skreta, 2019. "Optimal mechanism for the sale of a durable good," Papers 1904.07456, arXiv.org, revised May 2021.
- Skreta, Vasiliki & Doval, Laura, 2019. "Optimal mechanism for the sale of a durable good," CEPR Discussion Papers 13967, C.E.P.R. Discussion Papers.
- Fiocco, Raffaele & Guo, Dongyu, 2020.
"Regulatory risk, vertical integration, and upstream investment,"
European Economic Review, Elsevier, vol. 128(C).
- Fiocco, Raffaele & Guo, Dongyu, 2020. "Regulatory risk, vertical integration, and upstream investment," MPRA Paper 97960, University Library of Munich, Germany.
- Tangerås, Thomas & Gick, Wolfgang, 2021. "Contracting with Endogenously Incomplete Commitment: Escape Clauses," Working Paper Series 1390, Research Institute of Industrial Economics.
- Fiocco, Raffaele & Strausz, Roland, 2012.
"Consumer standards as a strategic device to mitigate ratchet effects in dynamic regulation,"
SFB 649 Discussion Papers
2012-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Roland Strausz, 2015. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 24(3), pages 550-569, September.
- Strausz, Roland & Fiocco, Raffaele, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CEPR Discussion Papers 9928, C.E.P.R. Discussion Papers.
- Raffaele Fiocco & Roland Strausz, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CESifo Working Paper Series 4758, CESifo.
Cited by:
- Laura Doval & Vasiliki Skreta, 2022.
"Mechanism Design With Limited Commitment,"
Econometrica, Econometric Society, vol. 90(4), pages 1463-1500, July.
- Laura Doval & Vasiliki Skreta, 2018. "Mechanism Design with Limited Commitment," Papers 1811.03579, arXiv.org, revised Dec 2021.
- Doval, Laura & Skreta, Vasiliki, 2024.
"Optimal mechanism for the sale of a durable good,"
Theoretical Economics, Econometric Society, vol. 19(2), May.
- Laura Doval & Vasiliki Skreta, 2019. "Optimal mechanism for the sale of a durable good," Papers 1904.07456, arXiv.org, revised May 2021.
- Skreta, Vasiliki & Doval, Laura, 2019. "Optimal mechanism for the sale of a durable good," CEPR Discussion Papers 13967, C.E.P.R. Discussion Papers.
- Fiocco, Raffaele & Guo, Dongyu, 2020.
"Regulatory risk, vertical integration, and upstream investment,"
European Economic Review, Elsevier, vol. 128(C).
- Fiocco, Raffaele & Guo, Dongyu, 2020. "Regulatory risk, vertical integration, and upstream investment," MPRA Paper 97960, University Library of Munich, Germany.
- Tangerås, Thomas & Gick, Wolfgang, 2021. "Contracting with Endogenously Incomplete Commitment: Escape Clauses," Working Paper Series 1390, Research Institute of Industrial Economics.
- Fiocco, Raffaele & Scarpa, Carlo, 2011.
"The regulation of interdependent markets,"
SFB 649 Discussion Papers
2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011.
"Semiparametric estimation with generated covariates,"
SFB 649 Discussion Papers
2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers 2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bocart, Fabian & Hafner, Christian, 2012.
"Econometric analysis of volatile art markets,"
LIDAM Reprints ISBA
2012020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
- BOCART, F. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers ISBA 2011029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers CORE 2011052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fiocco, Raffaele & Gilli, Mario, 2011.
"Bargaining and collusion in a regulatory model,"
SFB 649 Discussion Papers
2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
- Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011.
"Rollover risk, network structure and systemic financial crises,"
SFB 649 Discussion Papers
2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
- Aurélie Bertrand & Christian Hafner, 2014.
"On heterogeneous latent class models with applications to the analysis of rating scores,"
Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
- Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bertrand, Aurelie & Hafner, Christian, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Reprints ISBA 2014027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bertrand, Aurélie & Hafner, Christian M., 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," SFB 649 Discussion Papers 2011-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011. "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers 2011-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013.
"Financial network systemic risk contributions,"
CFS Working Paper Series
2013/20, Center for Financial Studies (CFS).
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2011-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2012. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2012-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011.
"Multivariate volatility modeling of electricity futures,"
LIDAM Discussion Papers CORE
2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
- Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011.
"Semiparametric estimation with generated covariates,"
SFB 649 Discussion Papers
2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele & Scarpa, Carlo, 2011.
"The regulation of interdependent markets,"
SFB 649 Discussion Papers
2011-046, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011.
"Semiparametric estimation with generated covariates,"
SFB 649 Discussion Papers
2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers 2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bocart, Fabian & Hafner, Christian, 2012.
"Econometric analysis of volatile art markets,"
LIDAM Reprints ISBA
2012020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
- BOCART, F. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers ISBA 2011029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers CORE 2011052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fiocco, Raffaele & Gilli, Mario, 2011.
"Bargaining and collusion in a regulatory model,"
SFB 649 Discussion Papers
2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
- Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011.
"Rollover risk, network structure and systemic financial crises,"
SFB 649 Discussion Papers
2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
- Aurélie Bertrand & Christian Hafner, 2014.
"On heterogeneous latent class models with applications to the analysis of rating scores,"
Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
- Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bertrand, Aurelie & Hafner, Christian, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Reprints ISBA 2014027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bertrand, Aurélie & Hafner, Christian M., 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," SFB 649 Discussion Papers 2011-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011. "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers 2011-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013.
"Financial network systemic risk contributions,"
CFS Working Paper Series
2013/20, Center for Financial Studies (CFS).
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2011-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2012. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2012-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011.
"Multivariate volatility modeling of electricity futures,"
LIDAM Discussion Papers CORE
2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
- Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011.
"Semiparametric estimation with generated covariates,"
SFB 649 Discussion Papers
2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Mario Gilli, 2011.
"Bargaining and Collusion in a Regulatory Model,"
Working Papers
207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
- Fiocco, Raffaele & Gilli, Mario, 2011. "Bargaining and collusion in a regulatory model," SFB 649 Discussion Papers 2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011.
"Semiparametric estimation with generated covariates,"
SFB 649 Discussion Papers
2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric Estimation With Generated Covariates," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers 2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Bocart, Fabian & Hafner, Christian, 2012.
"Econometric analysis of volatile art markets,"
LIDAM Reprints ISBA
2012020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bocart, Fabian Y.R.P. & Hafner, Christian M., 2012. "Econometric analysis of volatile art markets," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3091-3104.
- BOCART, F. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers ISBA 2011029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bocart, Fabian Y. R. P. & Hafner, Christian M., 2011. "Econometric analysis of volatile art markets," SFB 649 Discussion Papers 2011-071, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," LIDAM Discussion Papers CORE 2011052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fiocco, Raffaele & Gilli, Mario, 2011.
"Bargaining and collusion in a regulatory model,"
SFB 649 Discussion Papers
2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Mario Gilli, 2012. "Bargaining and Collusion in a Regulatory Model," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12, Edward Elgar Publishing.
- Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011.
"Rollover risk, network structure and systemic financial crises,"
SFB 649 Discussion Papers
2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
- Aurélie Bertrand & Christian Hafner, 2014.
"On heterogeneous latent class models with applications to the analysis of rating scores,"
Computational Statistics, Springer, vol. 29(1), pages 307-330, February.
- Bertrand, Aurelie & Hafner, Christian, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Discussion Papers ISBA 2011028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bertrand, Aurelie & Hafner, Christian, 2014. "On heterogeneous latent class models with applications to the analysis of rating scores," LIDAM Reprints ISBA 2014027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Bertrand, Aurélie & Hafner, Christian M., 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," SFB 649 Discussion Papers 2011-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers 2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Heyne, Gregor & Kupper, Michael & Mainberger, Christoph, 2011. "Minimal supersolutions of BSDEs with lower semicontinuous generations," SFB 649 Discussion Papers 2011-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Naujokat, Felix & Horst, Ulrich, 2011. "When to cross the spread: Curve following with singular control," SFB 649 Discussion Papers 2011-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013.
"Financial network systemic risk contributions,"
CFS Working Paper Series
2013/20, Center for Financial Studies (CFS).
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2011. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2011-072, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2012. "Financial network systemic risk contributions," SFB 649 Discussion Papers 2012-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kratz, Peter & Schöneborn, Torsten, 2011. "Optimal liquidation in dark pools," SFB 649 Discussion Papers 2011-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Osipenko, Maria, 2011. "Pricing Chinese rain: A multisite mulit-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers 2011-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011.
"Multivariate volatility modeling of electricity futures,"
LIDAM Discussion Papers CORE
2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & HAFNER, Christian M. & PIERRET, Diane, 2013. "Multivariate volatility modeling of electricity futures," LIDAM Reprints CORE 2526, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.
- Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011. "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers 2011-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schneider, Dorothee, 2011. "The labor share: A review of theory and evidence," SFB 649 Discussion Papers 2011-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang Karl, 2011. "TVICA - time varying independent component analysis and its application to financial data," SFB 649 Discussion Papers 2011-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Huang, Ruihong, 2011. "Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data," SFB 649 Discussion Papers 2011-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Cebiroğlu, Gökhan & Horst, Ulrich, 2011. "Optimal display of Iceberg orders," SFB 649 Discussion Papers 2011-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Tischer, Sven & Hildebrandt, Lutz, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers 2011-065, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011. "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers 2011-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Meyer-Gohde, Alexander, 2011. "Monetary policy, determinacy, and the natural rate hypothesis," SFB 649 Discussion Papers 2011-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2011.
"Competition and regulation in a differentiated good market,"
SFB 649 Discussion Papers
2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2011.
"Competition and regulation in a differentiated good market,"
SFB 649 Discussion Papers
2011-084, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Myšičková, Alena & Song, Song & Majer, Piotr & Mohr, Peter N. C. & Heekeren, Hauke R. & Härdle, Wolfgang Karl, 2011. "Risk patterns and correlated brain activities: Multidimensional statistical analysis of fMRI data with application to risk patterns," SFB 649 Discussion Papers 2011-085, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2010.
"The optimal industry structure in a vertically related market,"
SFB 649 Discussion Papers
2010-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Hecht, Carolin & Hanewald, Katja, 2010. "Sociodemographic, economic, and psychological drivers of the demand for life insurance: Evidence from the German Retirement Income Act," SFB 649 Discussion Papers 2010-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schulze, Franziska, 2010. "Spatial dependencies in German matching functions," SFB 649 Discussion Papers 2010-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010.
"Models for Heavy-tailed Asset Returns,"
MPRA Paper
25494, University Library of Munich, Germany.
- Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010. "Models for heavy-tailed asset returns," SFB 649 Discussion Papers 2010-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe, 2010.
"FX Smile in the Heston Model,"
MPRA Paper
25491, University Library of Munich, Germany.
- Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010. "FX Smile in the Heston Model," Papers 1010.1617, arXiv.org.
- Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010. "FX Smile in the Heston Model," HSC Research Reports HSC/10/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Janek, Agnieszka & Kluge, Tino & Weron, Rafał & Wystup, Uwe, 2010. "FX smile in the Heston model," SFB 649 Discussion Papers 2010-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Moro, Rouslan A. & Hoffmann, Linda, 2010. "Learning machines supporting bankruptcy prediction," SFB 649 Discussion Papers 2010-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013.
"Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes,"
Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 89-121, December.
- Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2010/19, Center for Financial Studies (CFS).
- Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2014. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 89-121.
- Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," SFB 649 Discussion Papers 2010-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2011. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2011/25, Center for Financial Studies (CFS).
- Panov, Vladimir, 2010. "Estimation of the signal subspace without estimation of the inverse covariance matrix," SFB 649 Discussion Papers 2010-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Basteck, Christian & Daniëls, Tijmen R., 2010. "Every symmetric 3 x 3 global game of strategic complementarities is noise independent," SFB 649 Discussion Papers 2010-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wiebach, Nicole & Hildebrandt, Lutz, 2010. "Context effects as customer reaction on delisting of brands," SFB 649 Discussion Papers 2010-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ulrich Horst & Santiago Moreno-Bromberg, 2011.
"Efficiency and Equilibria in Games of Optimal Derivative Design,"
Papers
1107.0839, arXiv.org.
- Horst, Ulrich & Moreno-Bromberg, Santiago, 2010. "Efficiency and equilibria in games of optimal derivative design," SFB 649 Discussion Papers 2010-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Grith, Maria & Krätschmer, Volker, 2010. "Parametric estimation of risk neutral density functions," SFB 649 Discussion Papers 2010-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2010. "Nonparametric regression with nonparametrically generated covariates," SFB 649 Discussion Papers 2010-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Sabiwalsky, Ralf, 2010. "Executive compensation regulation and the dynamics of the pay-performance sensitivity," SFB 649 Discussion Papers 2010-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Baranovski, Alexander L., 2010. "Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling," SFB 649 Discussion Papers 2010-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Fiocco, Raffaele, 2010.
"The optimal industry structure in a vertically related market,"
SFB 649 Discussion Papers
2010-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Hecht, Carolin & Hanewald, Katja, 2010. "Sociodemographic, economic, and psychological drivers of the demand for life insurance: Evidence from the German Retirement Income Act," SFB 649 Discussion Papers 2010-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Schulze, Franziska, 2010. "Spatial dependencies in German matching functions," SFB 649 Discussion Papers 2010-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010.
"Models for Heavy-tailed Asset Returns,"
MPRA Paper
25494, University Library of Munich, Germany.
- Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010. "Models for heavy-tailed asset returns," SFB 649 Discussion Papers 2010-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe, 2010.
"FX Smile in the Heston Model,"
MPRA Paper
25491, University Library of Munich, Germany.
- Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010. "FX Smile in the Heston Model," Papers 1010.1617, arXiv.org.
- Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup, 2010. "FX Smile in the Heston Model," HSC Research Reports HSC/10/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Janek, Agnieszka & Kluge, Tino & Weron, Rafał & Wystup, Uwe, 2010. "FX smile in the Heston model," SFB 649 Discussion Papers 2010-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Moro, Rouslan A. & Hoffmann, Linda, 2010. "Learning machines supporting bankruptcy prediction," SFB 649 Discussion Papers 2010-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2013.
"Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes,"
Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 89-121, December.
- Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2010/19, Center for Financial Studies (CFS).
- Nikolaus Hautsch & Peter Malec & Melanie Schienle, 2014. "Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 89-121.
- Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," SFB 649 Discussion Papers 2010-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2011. "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series 2011/25, Center for Financial Studies (CFS).
- Panov, Vladimir, 2010. "Estimation of the signal subspace without estimation of the inverse covariance matrix," SFB 649 Discussion Papers 2010-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Basteck, Christian & Daniëls, Tijmen R., 2010. "Every symmetric 3 x 3 global game of strategic complementarities is noise independent," SFB 649 Discussion Papers 2010-061, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wiebach, Nicole & Hildebrandt, Lutz, 2010. "Context effects as customer reaction on delisting of brands," SFB 649 Discussion Papers 2010-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ulrich Horst & Santiago Moreno-Bromberg, 2011.
"Efficiency and Equilibria in Games of Optimal Derivative Design,"
Papers
1107.0839, arXiv.org.
- Horst, Ulrich & Moreno-Bromberg, Santiago, 2010. "Efficiency and equilibria in games of optimal derivative design," SFB 649 Discussion Papers 2010-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Grith, Maria & Krätschmer, Volker, 2010. "Parametric estimation of risk neutral density functions," SFB 649 Discussion Papers 2010-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2010. "Nonparametric regression with nonparametrically generated covariates," SFB 649 Discussion Papers 2010-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Sabiwalsky, Ralf, 2010. "Executive compensation regulation and the dynamics of the pay-performance sensitivity," SFB 649 Discussion Papers 2010-051, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Baranovski, Alexander L., 2010. "Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling," SFB 649 Discussion Papers 2010-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Articles
- Fabio Antoniou & Raffaele Fiocco, 2023.
"Storable Good Market With Intertemporal Cost Variations,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 361-385, February.
See citations under working paper version above.
- Antoniou, Fabio & Fiocco, Raffaele, 2020. "Storable good market with intertemporal cost variations," MPRA Paper 97948, University Library of Munich, Germany.
- Leda Maria Bonazzi & Raffaele Fiocco & Salvatore Piccolo, 2021.
"Vertical Price Restraints and Free Entry Under Asymmetric Information,"
Journal of Industrial Economics, Wiley Blackwell, vol. 69(4), pages 854-899, December.
See citations under working paper version above.
- Leda Maria Bonazzi & Raffaele Fiocco & Salvatore Piccolo, 2020. "Vertical Price Restraints and Free Entry Under Asymmetric Information," CSEF Working Papers 564, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Fiocco, Raffaele & Guo, Dongyu, 2020.
"Regulatory risk, vertical integration, and upstream investment,"
European Economic Review, Elsevier, vol. 128(C).
See citations under working paper version above.
- Fiocco, Raffaele & Guo, Dongyu, 2020. "Regulatory risk, vertical integration, and upstream investment," MPRA Paper 97960, University Library of Munich, Germany.
- Fabio Antoniou & Raffaele Fiocco, 2019.
"Strategic inventories under limited commitment,"
RAND Journal of Economics, RAND Corporation, vol. 50(3), pages 695-729, September.
See citations under working paper version above.
- Antoniou, Fabio & Fiocco, Raffaele, 2017. "Strategic inventories under limited commitment," Working Papers 2072/306512, Universitat Rovira i Virgili, Department of Economics.
- Antoniou, Fabio & Fiocco, Raffaele, 2018. "Strategic inventories under limited commitment," MPRA Paper 83928, University Library of Munich, Germany.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017.
"Asymmetric price adjustments: A supply side approach,"
International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 335-360.
See citations under working paper version above.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2015. "Asymmetric price adjustments: A supply side approach," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 493, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017. "Asymmetric price adjustments: A supply side approach," Working Papers 2072/306511, Universitat Rovira i Virgili, Department of Economics.
- Fiocco, Raffaele, 2016.
"The strategic value of partial vertical integration,"
European Economic Review, Elsevier, vol. 89(C), pages 284-302.
See citations under working paper version above.
- Fiocco, Raffaele, 2014. "The strategic value of partial vertical integration," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 455, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Fiocco, Raffaele, 2016. "The strategic value of partial vertical integration," Working Papers 2072/267267, Universitat Rovira i Virgili, Department of Economics.
- Raffaele Fiocco & Mario Gilli, 2016.
"Bargaining and collusion in a regulatory relationship,"
Journal of Economics, Springer, vol. 117(2), pages 93-116, March.
See citations under working paper version above.
- Fiocco, Raffaele & Gilli, Mario, 2014. "Bargaining and collusion in a regulatory relationship," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 466, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Raffaele Fiocco & Roland Strausz, 2015.
"Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation,"
Journal of Economics & Management Strategy, Wiley Blackwell, vol. 24(3), pages 550-569, September.
See citations under working paper version above.
- Strausz, Roland & Fiocco, Raffaele, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CEPR Discussion Papers 9928, C.E.P.R. Discussion Papers.
- Fiocco, Raffaele & Strausz, Roland, 2012. "Consumer standards as a strategic device to mitigate ratchet effects in dynamic regulation," SFB 649 Discussion Papers 2012-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Raffaele Fiocco & Roland Strausz, 2014. "Consumer Standards as a Strategic Device to Mitigate Ratchet Effects in Dynamic Regulation," CESifo Working Paper Series 4758, CESifo.
- Raffaele Fiocco & Dongyu Guo, 2015.
"Mergers between regulated firms with unknown efficiency gains,"
Review of Economic Design, Springer;Society for Economic Design, vol. 19(4), pages 299-326, December.
See citations under working paper version above.
- Fiocco, Raffaele & Guo, Dongyu, 2014. "Mergers between regulated firms with unknown efficiency gains," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 464, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Fiocco Raffaele, 2013.
"The Optimal Institutional Design of Vertically Related Markets with Unknown Upstream Costs,"
Review of Network Economics, De Gruyter, vol. 12(2), pages 183-210, June.
Cited by:
- Yusuke Ikuta & Takashi Yanagawa, 2023. "Ownership structure of nuclear power plants for fair competition and efficiency: private low-cost access versus public ownership," International Journal of Economic Policy Studies, Springer, vol. 17(1), pages 307-330, February.
- Raffaele Fiocco, 2012.
"Competition and regulation with product differentiation,"
Journal of Regulatory Economics, Springer, vol. 42(3), pages 287-307, December.
Cited by:
- Fiocco, Raffaele & Guo, Dongyu, 2020.
"Regulatory risk, vertical integration, and upstream investment,"
European Economic Review, Elsevier, vol. 128(C).
- Fiocco, Raffaele & Guo, Dongyu, 2020. "Regulatory risk, vertical integration, and upstream investment," MPRA Paper 97960, University Library of Munich, Germany.
- Ajay Bhaskarabhatla & Priyatam Anurag & Chirantan Chatterjee & Enrico Pennings, 2021. "How Does Regulation Impact Strategic Repositioning by Firms Across Submarkets? Evidence from the Indian Pharmaceutical Industry," Strategy Science, INFORMS, vol. 6(3), pages 209-227, September.
- Fiocco, Raffaele & Guo, Dongyu, 2020.
"Regulatory risk, vertical integration, and upstream investment,"
European Economic Review, Elsevier, vol. 128(C).
Chapters
- Raffaele Fiocco & Mario Gilli, 2012.
"Bargaining and Collusion in a Regulatory Model,"
Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 12,
Edward Elgar Publishing.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Raffaele Fiocco & Mario Gilli, 2011. "Bargaining and Collusion in a Regulatory Model," Working Papers 207, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
- Fiocco, Raffaele & Gilli, Mario, 2011. "Bargaining and collusion in a regulatory model," SFB 649 Discussion Papers 2011-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-COM: Industrial Competition (11) 2010-05-02 2014-03-22 2014-06-02 2015-03-22 2016-10-30 2018-02-05 2018-04-09 2018-04-09 2020-01-20 2020-01-20 2020-06-15. Author is listed
- NEP-REG: Regulation (9) 2010-05-02 2011-04-09 2011-08-09 2012-10-06 2014-03-22 2014-06-02 2014-06-02 2014-07-13 2020-01-20. Author is listed
- NEP-IND: Industrial Organization (7) 2011-08-09 2014-03-22 2014-06-02 2014-07-13 2015-03-22 2016-10-30 2020-06-15. Author is listed
- NEP-MIC: Microeconomics (7) 2011-04-09 2014-03-22 2014-06-02 2014-07-13 2016-10-30 2020-01-20 2020-06-15. Author is listed
- NEP-CTA: Contract Theory and Applications (6) 2011-04-09 2011-08-09 2011-08-09 2014-03-22 2014-06-02 2014-07-13. Author is listed
- NEP-ACC: Accounting and Auditing (1) 2014-07-13
- NEP-AGR: Agricultural Economics (1) 2018-04-09
- NEP-BEC: Business Economics (1) 2014-07-13
- NEP-GTH: Game Theory (1) 2011-04-09
- NEP-ORE: Operations Research (1) 2020-06-15
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