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Financial Networks with Intermediation and Transportation Network Equilibria: A Supernetwork Equivalence and Reinterpretation of the Equilibrium Conditions with Computations

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  • Zugang Liu
  • Anna Nagurney

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  • Zugang Liu & Anna Nagurney, 2007. "Financial Networks with Intermediation and Transportation Network Equilibria: A Supernetwork Equivalence and Reinterpretation of the Equilibrium Conditions with Computations," Computational Management Science, Springer, vol. 4(3), pages 243-281, July.
    • Handle: RePEc:spr:comgts:v:4:y:2007:i:3:p:243-281
    DOI: 10.1007/s10287-006-0010-3
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    References listed on IDEAS

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    1. Storoy, Sverre & Thore, Sten & Boyer, Marcel, 1975. "Equilibrium in Linear Capital Market Networks," Journal of Finance, American Finance Association, vol. 30(5), pages 1197-1211, December.
    2. D. Zhang & A. Nagurney, 1997. "Formulation, Stability, and Computation of Traffic Network Equilibria as Projected Dynamical Systems," Journal of Optimization Theory and Applications, Springer, vol. 93(2), pages 417-444, May.
    3. A. Nagurney & K. Ke, 2001. "Financial networks with intermediation," Quantitative Finance, Taylor & Francis Journals, vol. 1(4), pages 441-451.
    4. Anna Nagurney & Ding Zhang, 1997. "Projected Dynamical Systems in the Formulation, Stability Analysis, and Computation of Fixed-Demand Traffic Network Equilibria," Transportation Science, INFORMS, vol. 31(2), pages 147-158, May.
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    Citations

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    Cited by:

    1. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
    2. Zugang Liu & Anna Nagurney, 2009. "An integrated electric power supply chain and fuel market network framework: Theoretical modeling with empirical analysis for New England," Naval Research Logistics (NRL), John Wiley & Sons, vol. 56(7), pages 600-624, October.
    3. Anna Nagurney & Patrizia Daniele & Ladimer S. Nagurney, 2020. "Refugee migration networks and regulations: a multiclass, multipath variational inequality framework," Journal of Global Optimization, Springer, vol. 78(3), pages 627-649, November.
    4. Bigi, Giancarlo & Castellani, Marco & Pappalardo, Massimo & Passacantando, Mauro, 2013. "Existence and solution methods for equilibria," European Journal of Operational Research, Elsevier, vol. 227(1), pages 1-11.
    5. Zugang Liu, 2013. "The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk," Computational Management Science, Springer, vol. 10(2), pages 253-275, June.
    6. Nagurney, Anna & Nagurney, Ladimer S., 2012. "Dynamics and equilibria of ecological predator–prey networks as nature’s supply chains," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(1), pages 89-99.
    7. Massimo Pappalardo & Giandomenico Mastroeni & Mauro Passacantando, 2016. "Merit functions: a bridge between optimization and equilibria," Annals of Operations Research, Springer, vol. 240(1), pages 271-299, May.
    8. Guo, Zhaomiao & Fan, Yueyue, 2017. "A Stochastic Multi-Agent Optimization Model for Energy Infrastructure Planning Under Uncertainty and Competition," Institute of Transportation Studies, Working Paper Series qt89s5s8hn, Institute of Transportation Studies, UC Davis.
    9. Liu, Zugang & Cruz, Jose M., 2012. "Supply chain networks with corporate financial risks and trade credits under economic uncertainty," International Journal of Production Economics, Elsevier, vol. 137(1), pages 55-67.
    10. Giancarlo Bigi & Mauro Passacantando, 2015. "Descent and Penalization Techniques for Equilibrium Problems with Nonlinear Constraints," Journal of Optimization Theory and Applications, Springer, vol. 164(3), pages 804-818, March.

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