Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C63: Computational Techniques

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Dynamic Stochastic General Equilibrium
2. Solution Methods for DSGE models

2012

• Paolo Pellizzari & Dino Rizzi, 2012, "Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_24, revised 2012.
• Martina Nardon & Paolo Pianca, 2012, "Extracting information on implied volatilities and discrete dividends from American options prices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_25.
• Mariya Teteryatnikova, 2012, "Resilience of the Interbank Network to Shocks and Optimal Bail-Out Strategy: Advantages of "Tiered" Banking Systems," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1203, Mar.
• Cinzia Colapinto & Elena Sartori & Marco Tolotti, 2012, "A two-stage model for diffusion of innovations," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 16, Oct.
• Andrea Borghesan & Daniela Favaretto & Francesco Mason, 2012, "Constrained matchings in bipartite graphs," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 22, Nov.
• Tarr, David G., 2012, "Putting services and foreign direct investment with endogenous productivity effects in computable general equilibrium models," Policy Research Working Paper Series, The World Bank, number 6012, Mar.
• Yong Suk Lee, 2012, "Educational Tracking, Residential Sorting, and Intergenerational Mobility," Department of Economics Working Papers, Department of Economics, Williams College, number 2012-06, Nov.
• Ingrid Kubin & Laura Gardini, 2012, "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp137, Mar.
• Kubin, Ingrid & Gardini, Laura, 2012, "Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 137, Mar.
• Carol Alexander & Andreas Kaeck, 2012, "Does model fit matter for hedging? Evidence from FTSE 100 options," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 32, issue 7, pages 609-638, July.
• Dirk J Bezemer, 2012, "The Economy As A Complex System: The Balance Sheet Dimension," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 15, issue supp0, pages 1-22, DOI: 10.1142/S0219525912500476.
• Jirô Akahori & Andrea Macrina, 2012, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-15, DOI: 10.1142/S0219024911006553.
• Francis In & Sangbae Kim, 2012, "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431, ISBN: ARRAY(0x7d5dc850), March.
• Matheus R Grasselli & Lane P Hughston (ed.), 2012, "Finance at Fields," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8507, ISBN: ARRAY(0x7d1917f0), March.
• Jirô Akahori & Andrea Macrina, 2012, "Heat Kernel Interest Rate Models With Time-Inhomogeneous Markov Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Hamed Amini & Rama Cont & Andreea Minca, 2012, "Stress Testing The Resilience Of Financial Networks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Attakrit Asvanunt & Mark Broadie & Suresh Sundaresan, 2012, "Managing Corporate Liquidity: Strategies And Pricing Implications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• T. R. Bielecki & S. Crépey & M. Jeanblanc & B. Zargari, 2012, "Valuation And Hedging Of Cds Counterparty Exposure In A Markov Copula Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Dorje C. Brody & Lane P. Hughston & Andrea Macrina, 2012, "Information-Based Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• René Carmona & Sergey Nadtochiy, 2012, "Tangent Models As A Mathematical Framework For Dynamic Calibration," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Patrick Cheridito & Michael Kupper, 2012, "Composition Of Time-Consistent Dynamic Monetary Risk Measures In Discrete Time," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Giuseppe Di Graziano & Lorenzo Torricelli, 2012, "Target Volatility Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Damir Filipović & Lane P. Hughston & Andrea Macrina, 2012, "Conditional Density Models For Asset Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Hans Föllmer & Irina Penner, 2012, "Monetary Valuation Of Cash Flows Under Knightian Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Marco Frittelli & Emanuela Rosazza Gianin, 2012, "On The Penalty Function And On Continuity Properties Of Risk Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Marco Frittelli & Marco Maggis, 2012, "Conditional Certainty Equivalent," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Pavel V. Gapeev, 2012, "Pricing Of Perpetual American Options In A Model With Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Paul Gassiat & Huyên Pham & Mihai Sîrbu, 2012, "Optimal Investment On Finite Horizon With Random Discrete Order Flow In Illiquid Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jim Gatheral & Alexander Schied, 2012, "Optimal Trade Execution Under Geometric Brownian Motion In The Almgren And Chriss Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jim Gatheral & Tai-Ho Wang, 2012, "The Heat-Kernel Most-Likely-Path Approximation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Paul Glasserman & Qi Wu, 2012, "Forward And Future Implied Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Svante Janson & Sokhna M'Baye & Philip Protter, 2012, "Absolutely Continuous Compensators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Dilip B. Madan & Wim Schoutens, 2012, "Conic Finance And The Corporate Balance Sheet," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Michael Monoyios & Andrew Ng, 2012, "Optimal Exercise Of An Executive Stock Option By An Insider," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• M. Musiela & T. Zariphopoulou, 2012, "Initial Investment Choice And Optimal Future Allocations Under Time-Monotone Performance Criteria," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Jan Obłój & Frédérik Ulmer, 2012, "Performance Of Robust Hedges For Digital Double Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Thorsten Schmidt & Jerzy Zabczyk, 2012, "Cdo Term Structure Modelling With Lévy Processes And The Relation To Market Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Matheus R Grasselli & Lane P Hughston, "Finance at Fields".
• Andrew J. Cassey & Ben O. Smith, 2012, "Simulating Confidence for the Ellison-Glaeser Index," Working Papers, School of Economic Sciences, Washington State University, number 2012-8, Oct.
• Westerhoff, Frank & Franke, Reiner, 2012, "Agent-based models for economic policy design: Two illustrative examples," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 88.
• Funke, Michael & Paetz, Michael, 2012, "A DSGE-based assessment of nonlinear loan-to-Value policies: Evidence from Hong Kong," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 11/2012.
• Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012, "Money creation and financial instability: An agent-based credit network approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-15.
• Hübsch, Arnd & Walther, Ursula, 2012, "The impact of network inhomogeneities on contagion and system stability," CPQF Working Paper Series, Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF), number 32.
• Bargigli, Leonardo & Gallegati, Mauro, 2012, "Finding communities in credit networks," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-41.
• Soramäki, Kimmo & Cook, Samantha, 2012, "Algorithm for identifying systemically important banks in payment systems," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-43.
• Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012, "Money creation and financial instability: An agent-based credit network approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2012-61.
• Chen, Shu-heng & Chang, Chia-ling, 2012, "Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2012-.
• Muck, Johannes, 2012, "The Effect of On-net/Off-net Differentiation and Heterogeneous Consumers on Network Size in Mobile Telecommunications – An Agent-based Approach," 19th ITS Biennial Conference, Bangkok 2012: Moving Forward with Future Technologies - Opening a Platform for All, International Telecommunications Society (ITS), number 72477.
• Muck, Johannes, 2012, "The effect of on-net / off-net differentiation and heterogeneuous consumers on network size in mobile telecommunications : an agent-based aporoach," 23rd European Regional ITS Conference, Vienna 2012, International Telecommunications Society (ITS), number 60355.
• Neuberger, Doris & Rissi, Roger, 2012, "Macroprudential banking regulation: Does one size fit all?," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 124.
• Heufer, Jan, 2012, "Generating Random Optimising Choices," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 354, DOI: 10.4419/86788408.
• Härdle, Wolfgang Karl & Mori, Yuichi & Symanzik, Jürgen, 2012, "Computational Statistics (Journal)," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-004.
• Lan, Hong & Meyer-Gohde, Alexander, 2012, "Existence and uniqueness of perturbation solutions to DSGE models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-015.
• Härdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian, 2012, "Support vector machines with evolutionary feature selection for default prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-030.
• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2012, "Financial network systemic risk contributions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2012-053.
• Brügelmann, Ralph & Schaefer, Thilo, 2012, "Der Einkommenssteuertarif verteilt stärker um als je zuvor: Eine Simulationsanalyse," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge, University of Cologne, FiFo Institute for Public Economics, number 12-3.
• Schröder, Andreas, 2012, "An Electricity Market Model with Generation Capacity Investment under Uncertainty," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century, Verein für Socialpolitik / German Economic Association, number 62068.
• Tangian, Andranik, 2012, "Statistical test for the mathematical theory of democracy," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 179.
• Fischer, Thomas & Riedler, Jesper, 2012, "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-045.
• Martin Neumann, 2012, "Modelling the Dynamics of Securizitating National Identities," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 10, issue 1, pages 28-49.
• Serghey A. Amelkin, 2012, "A Model of an Open Microeconomic System Taking into Account its Objective Function," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 10, issue 2, pages 80-87.
• Chih-Sheng Hsieh & Michael D. König & Xiaodong Liu, 2012, "Network formation with local complements and global substitutes: the case of R&D networks," ECON - Working Papers, Department of Economics - University of Zurich, number 217, Apr, revised Feb 2017.
• Matt P. Dziubinski, 2012, "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-03, Jan.
• Peter Exterkate, 2012, "Model Selection in Kernel Ridge Regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-10, Feb.
• Richard Dennis, 2012, "Imperfect Credibility and Robust Monetary Policy," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-582, Aug.
• Takashi Kamihigashi & John Stachurski, 2012, "Exact Draws from the Stationary Distribution of Entry-Exit Models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2012-588, Oct.
• Britz, Wolfgang & van Ittersum, Martin K. & Oude Lansink, Alfons G.J.M. & Heckelei, Thomas, undated, "Tools for Integrated Assessment in Agriculture. State of the Art and Challenges," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 1, issue 2, pages 1-26, DOI: 10.22004/ag.econ.141966.
• Antoci, Angelo & Borghesi, Simone & Sodini, Mauro, 2012, "ETS and Technological Innovation: A Random Matching Model," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 139508, Oct, DOI: 10.22004/ag.econ.139508.
• Hirth, Lion, 2012, "The Market Value of Variable Renewables," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 122021, Mar, DOI: 10.22004/ag.econ.122021.
• Hirth, Lion & Ueckerdt, Falko, 2012, "Redistribution Effects of Energy and Climate Policy: The Electricity Market," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 142947, Oct, DOI: 10.22004/ag.econ.142947.
• Aghajanzadeh-Darzi, Parisa & Jayet, Pierre-Alain & Domingues, M.J.P, 2012, "Improvement of a bio-economic mathematical programming model in the case of on-farm source inputs and outputs," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126768, DOI: 10.22004/ag.econ.126768.
• Vassalos, Michael & Dillon, Carl R. & Coolong, Tim, 2012, "Choice of Optimal Planting and Marketing Decisions for Fresh Vegetable Producers: A Mathematical Programming Approach," 2012 Annual Meeting, February 4-7, 2012, Birmingham, Alabama, Southern Agricultural Economics Association, number 120016, DOI: 10.22004/ag.econ.120016.
• Dumitru Ciobanu, 2012, "Predicting The Exchange Rate Eur-Leu With Svm," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 40, pages 151-158.
• Dumitru Ciobanu, 2012, "Chaos Tests For Time Series," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 40, pages 159-166.
• Anufriev, M. & Tuinstra, J. & Kopányi, D., 2012, "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-05.
• Alberto RUSSO, 2012, "A Stochastic Model of Wealth Accumulation with Class Division," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 373, Jan.
• Jonathan Ziveyi & Craig Blackburn & Michael Sherris, 2012, "Pricing European Options on Deferred Insurance," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201202, Feb.
• Sofia Anyfantaki & Antonis Demos, 2012, "Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model," DEOS Working Papers, Athens University of Economics and Business, number 1228, Jul.
• Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012, "A Note on the Uniqueness of Solutions to Rational Expectations Models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 319, Dec.
• Christopher Heiberger & Torben Klarl & Alfred Maussner, 2012, "System Reduction and the Accuracy of Solutions of DSGE Models: A Note," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 320, Dec.
• Tai-Liang Chen, 2012, "Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 38-50, February.
• Martínez-Jaramillo Serafín & Alexandrova-Kabadjova Biliana & Bravo-Benítez Bernardo & Solórzano-Margain Juan Pablo, 2012, "An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk," Working Papers, Banco de México, number 2012-07, Aug.
• Alexandrova-Kabadjova Biliana & Solís-Robleda Francisco, 2012, "The Mexican Experience in How the Settlement of Large Payments is Performed in the Presence of a High Volume of Small Payments," Working Papers, Banco de México, number 2012-17, Dec.
• Carlos León, 2012, "Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach," Borradores de Economia, Banco de la Republica de Colombia, number 703, Apr, DOI: 10.32468/be.703.
• Luis Fernando Melo & Hernán Rincón, 2012, "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica de Colombia, number 704, Apr, DOI: 10.32468/be.704.
• Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica de Colombia, number 705, Apr, DOI: 10.32468/be.705.
• Carlos León & Andrés Murcia, 2012, "Systemic Importance Index for financial institutions: A Principal Component Analysis approach," Borradores de Economia, Banco de la Republica de Colombia, number 741, Oct, DOI: 10.32468/be.741.
• Barry B. Barrios & Quim Castellà & Angel A. Juan & Manuel Mateo, 2015, "ILS-ESP: An Efficient, Simple, and Parameter-Free Algorithm for Solving the Permutation Flow-Shop Problem," Working Papers, Barcelona School of Economics, number 636, Sep.
• Manfred Kerber & Colin Rowat, 2012, "Sufficient Conditions for the Unique Stable Sets in Three Agent Pillage Games," Discussion Papers, Department of Economics, University of Birmingham, number 12-11, Nov.
• Michael D. Makowsky, 2012, "Emergent Extremism In A Multi‐Agent Model Of Religious Clubs," Economic Inquiry, Western Economic Association International, volume 50, issue 2, pages 327-347, April, DOI: j.1465-7295.2009.00262.x.
• Bernard Dumas & Andrew Lyasoff, 2012, "Incomplete-Market Equilibria Solved Recursively on an Event Tree," Journal of Finance, American Finance Association, volume 67, issue 5, pages 1897-1941, October, DOI: j.1540-6261.2012.01775.x.
• Laura Hospido, 2012, "Estimating Nonlinear Models with Multiple Fixed Effects: A Computational Note," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 5, pages 760-775, October, DOI: j.1468-0084.2011.00655.x.
• Nicholas Economides & Benjamin E. Hermalin, 2012, "The economics of network neutrality," RAND Journal of Economics, RAND Corporation, volume 43, issue 4, pages 602-629, December, DOI: 1756-2171.12001.
• STEFAN Raluca-Mariana & SERBAN Mariuta, 2012, "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 63, issue 4-5, pages 223-233.
• Andrew Blake, 2012, "Fixed interest rates over finite horizons," Bank of England Staff Working Paper series, Bank of England, number 454, May.
• Kartik Anand & Prasanna Gai & Sujit Kapadia & Simon Brennan & Matthew Willison, 2012, "A network model of financial system resilience," Bank of England Staff Working Paper series, Bank of England, number 458, Jul.
• M. E. Bontempi & I. Mammi, 2012, "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp843, Sep.
• Quamrul Ashraf & Boris Gershman & Peter Howitt, 2012, "How Inflation Affects Macroeconomic Performance: An Agent-Based Computational Investigation," Working Papers, Brown University, Department of Economics, number 2012-4.
• Richard W. Evans & Kerk L. Phillips, 2012, "Simulating Utah State Pension Reform," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2012-01, Apr.
• Richard W. Evans & Kerk L. Phillips, 2012, "OLG Life Cycle Model Transition Paths: Alternate Model Forecast Method," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2012-04, Apr.
• Tommaso Ciarli, 2012, "Structural Interactions and Long Run Growth. An Application of Experimental Design to Agent Based Models," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 5, pages 295-345.
• Newberry, D., 2012, "The roubstness of agent-based models of electricity wholesale markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1228, May.
• Telalagic, S., 2012, "Optimal Treatment of an SIS Disease with Two Strains," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1229, May.
• Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012, "Indirect estimation of agent-based models.An application to a simple diffusion model," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 118.
• Matteo G. Richiardi, 2012, "Forecasting with Unobserved Heterogeneity," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 123.
• Traeger, Christian, 2012, "A 4-stated DICE: quantitatively addressing uncertainty effects in climate change," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt6jx2p7fv, Dec.
• Giacomini, Raffaella & Haefke, Christian & White, Halbert & Gottschling, Andreas, 2002, "Hypernormal Densities," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt9wr373nt, Sep.
• Sarunut Kunanopadon & Komsan Suriya, 2012, "What would happen to the economy when energy crops replace food crops? A case of gasohol production in Thailand," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 1, issue 2, pages 111-122, June.
• Lan Li & Jirawan Kitchaicharoen & Manfred Zeller, 2012, "Impact of reform of collective forest use rights on farmers’ production activities and incomes in Heishui village, West Yunnan province, People’s Republic of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 1, issue 2, pages 13-32, June.
• Menglei Zhang & Kunchon Wattanakul & Nisit Panthamit & Chukiat Chaiboonsri, 2012, "Analysis of border trade impacts on economic growth of Yunnan and the Greater Mekong Sub-region (GMS) countries," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 1, issue 2, pages 47-58, June.
• Jing Dai & Songsak Sriboonchitta & Yunjuan Yang & Cheng Zi, 2012, "Is socio-economic development of areas associate with hypertension prevalence, awareness and treatment? A multilevel approach," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, volume 1, issue 4, pages 67-88, December.
• Sebastian Kranz, 2012, "Discounted Stochastic Games with Voluntary Transfers," Levine's Working Paper Archive, David K. Levine, number 786969000000000423, Apr.
• Carlos Jaime Franco C. & Juan David Velásquez H. & David Cardona V., 2012, "Micromundo para la simulación de un mercado de corto plazo de electricidad," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos L�on, 2012, "Estimating financial institutions� intraday liquidity risk: a Monte Carlo simulation approach," Borradores de Economia, Banco de la Republica, number 9441, Apr.
• luis Fernando Melo & Hern�n Rinc�n, 2012, "Choques externos y precios de los activos en Latinoam�rica antes y despu�s de la quiebra de Lehman Brothers," Borradores de Economia, Banco de la Republica, number 9450, Apr.
• Luis Fernando Melo & Rub�n Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica, number 9511, Apr.
• Carlos Eduardo Le�n & Andr�s Murcia, 2012, "Systemic Importance Index for financial institutions: A Principal Component Analysis approach," Borradores de Economia, Banco de la Republica, number 10067, Oct.
• Viviana María Oquendo Patino, 2012, "Redes neuronales artificiales en las ciencias económicas," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 9938, Mar.
• José Armin Ordonez Castillo, 2012, "Análisis del Modelo de expectativas parametrizadas: evidencia empírica," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 10035, Sep.
• Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini, 2012, "Interval and fuzzy Average Internal Rate of Return for investment appraisal," Proyecciones Financieras y Valoración, Master Consultores, number 9641, Jun.
• Marjon Ruijter & Kees Oosterlee, 2012, "Two-dimensional Fourier cosine series expansion method for pricing financial options," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 225, Nov.
• Verona, Fabio & Wolters, Maik H., 2012, "Sticky Information Models in Dynare," Dynare Working Papers, CEPREMAP, number 11, Sep, revised Apr 2013.
• Lan, Hong & Meyer-Gohde, Alexander, 2012, "Existence and Uniqueness of Perturbation Solutions in DSGE Models," Dynare Working Papers, CEPREMAP, number 14, Sep.
• Villemot, Sébastien, 2012, "Accelerating the resolution of sovereign debt models using an endogenous grid method," Dynare Working Papers, CEPREMAP, number 17, Nov.
• Zenou, Yves & Koenig, Michael & Tessone, Claudio J., 2012, "Nestedness in Networks: A Theoretical Model and Some Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 8807, Jan.
• Martin Burda & Artem Prokhorov, 2012, "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers, Concordia University, Department of Economics, number 12012, Dec.
• Xiaoyong Cui & Liutang Gong & Xiaojun Zhao & Heng-fu Zou, 2012, "The Z-Transform Method for Multidimensional Dynamic Economic Systems," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 532.
• Sebastian Kranz, 2012, "Discounted Stochastic Games with Voluntary Transfers," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1847, Jan.
• Fischer, Thomas & Riedler, Jesper, 2012, "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 58512, Jul.
• Dawid, Herbert & Gemkow, Simon & Harting, Philipp & Neugart, Michael, 2012, "Labor market integration policies and the convergence of regions: the role of skills and technology diffusion," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 59627.
• Vasile MAZILESCU, 2012, "Knowledge Analysis in Terms of Representation,Processing based Mobilisation and Distribution," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 21-36.
• Thure Traber & Claudia Kemfert, 2012, "Vom Winde verweht? Strommarktpreise und Anreize zur Investition in thermische Kraftwerke bei erhöhtem Angebot an Windenergie," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 81, issue 1, pages 91-110, DOI: 10.3790/vjh.81.1.91.
• Thure Traber & Claudia Kemfert, 2012, "German Nuclear Phase-out Policy: Effects on European Electricity Wholesale Prices, Emission Prices, Conventional Power Plant Investments and Eletricity Trade," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1219.
• Christian Bidard, 2012, "The Ricardo-Lemke parametric algorithm on oddity and uniqueness," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-41.
• Peter Arcidiacono & Patrick Bayer & Federico Bugni & Jon James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," Working Papers, Duke University, Department of Economics, number 12-07.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2012, "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, volume 80, issue 5, pages 2303-2319, September, DOI: ECTA8291.
• Ulrich Doraszelski & Kenneth L. Judd, 2012, "Avoiding the curse of dimensionality in dynamic stochastic games," Quantitative Economics, Econometric Society, volume 3, issue 1, pages 53-93, March, DOI: QE153.
• Gholam Hossein Hasantash & Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Modelling the Errors of EIA's Oil Prices and Production Forecasts by the Grey Markov Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 3, pages 312-319.
• Hamidreza Mostafaei & Shaghayegh Kordnoori, 2012, "Hybrid Grey Forecasting Model for Iran s Energy Consumption and Supply," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 2, issue 3, pages 97-102.
• Den Haan, Wouter J. & De Wind, Joris, 2012, "Nonlinear and stable perturbation-based approximations," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1477-1497, DOI: 10.1016/j.jedc.2012.05.001.
• Grass, D., 2012, "Numerical computation of the optimal vector field: Exemplified by a fishery model," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1626-1658, DOI: 10.1016/j.jedc.2012.04.006.
• Lim, Dongjae & Li, Lingfei & Linetsky, Vadim, 2012, "Evaluating callable and putable bonds: An eigenfunction expansion approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1888-1908, DOI: 10.1016/j.jedc.2012.06.002.
• Forsyth, P.A. & Kennedy, J.S. & Tse, S.T. & Windcliff, H., 2012, "Optimal trade execution: A mean quadratic variation approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1971-1991, DOI: 10.1016/j.jedc.2012.05.007.
• Henriet, Fanny & Hallegatte, Stéphane & Tabourier, Lionel, 2012, "Firm-network characteristics and economic robustness to natural disasters," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 1, pages 150-167, DOI: 10.1016/j.jedc.2011.10.001.
• Chen, Shan & Insley, Margaret, 2012, "Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 2, pages 201-219, DOI: 10.1016/j.jedc.2011.08.010.
• Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J., 2012, "Small noise methods for risk-sensitive/robust economies," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 468-500, DOI: 10.1016/j.jedc.2011.11.007.
• Eleftherios Giovanis, 2012, "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," Economic Analysis and Policy, Elsevier, volume 42, issue 1, pages 79-96, March.
• Bao, Qunfang & Chen, Si & Li, Shenghong, 2012, "Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest," Economic Modelling, Elsevier, volume 29, issue 2, pages 471-477, DOI: 10.1016/j.econmod.2011.12.002.
• Mattalia, Claudio, 2012, "Human capital accumulation in R&D-based growth models," Economic Modelling, Elsevier, volume 29, issue 3, pages 601-609, DOI: 10.1016/j.econmod.2011.12.018.
• Cai, Yongyang & Judd, Kenneth L., 2012, "Dynamic programming with shape-preserving rational spline Hermite interpolation," Economics Letters, Elsevier, volume 117, issue 1, pages 161-164, DOI: 10.1016/j.econlet.2012.05.004.
• Horvath, Michal, 2012, "Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty," Economics Letters, Elsevier, volume 117, issue 1, pages 276-279, DOI: 10.1016/j.econlet.2012.05.017.
• Aguirregabiria, Victor & Ho, Chun-Yu, 2012, "A dynamic oligopoly game of the US airline industry: Estimation and policy experiments," Journal of Econometrics, Elsevier, volume 168, issue 1, pages 156-173, DOI: 10.1016/j.jeconom.2011.09.013.
• Daniel, Betty C. & Shiamptanis, Christos, 2012, "Fiscal risk in a monetary union," European Economic Review, Elsevier, volume 56, issue 6, pages 1289-1309, DOI: 10.1016/j.euroecorev.2012.04.004.
• Shynkevich, Andrei, 2012, "Short-term predictability of equity returns along two style dimensions," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 675-685, DOI: 10.1016/j.jempfin.2012.07.003.
• Giraudet, Louis-Gaëtan & Guivarch, Céline & Quirion, Philippe, 2012, "Exploring the potential for energy conservation in French households through hybrid modeling," Energy Economics, Elsevier, volume 34, issue 2, pages 426-445, DOI: 10.1016/j.eneco.2011.07.010.
• Kopsakangas Savolainen, Maria & Svento, Rauli, 2012, "Real-Time Pricing in the Nordic Power markets," Energy Economics, Elsevier, volume 34, issue 4, pages 1131-1142, DOI: 10.1016/j.eneco.2011.10.006.
• Nomikos, Nikos & Andriosopoulos, Kostas, 2012, "Modelling energy spot prices: Empirical evidence from NYMEX," Energy Economics, Elsevier, volume 34, issue 4, pages 1153-1169, DOI: 10.1016/j.eneco.2011.10.001.
• Jakobsson, Kristofer & Söderbergh, Bengt & Snowden, Simon & Li, Chuan-Zhong & Aleklett, Kjell, 2012, "Oil exploration and perceptions of scarcity: The fallacy of early success," Energy Economics, Elsevier, volume 34, issue 4, pages 1226-1233, DOI: 10.1016/j.eneco.2011.11.003.
• van der Veen, Reinier A.C. & Abbasy, Alireza & Hakvoort, Rudi A., 2012, "Agent-based analysis of the impact of the imbalance pricing mechanism on market behavior in electricity balancing markets," Energy Economics, Elsevier, volume 34, issue 4, pages 874-881, DOI: 10.1016/j.eneco.2012.04.001.
• Asante, Patrick & Armstrong, Glen W., 2012, "Optimal forest harvest age considering carbon sequestration in multiple carbon pools: A comparative statics analysis," Journal of Forest Economics, Elsevier, volume 18, issue 2, pages 145-156, DOI: 10.1016/j.jfe.2011.12.002.
• Noe, Thomas H. & Rebello, Michael & Wang, Jun, 2012, "Learning to bid: The design of auctions under uncertainty and adaptation," Games and Economic Behavior, Elsevier, volume 74, issue 2, pages 620-636, DOI: 10.1016/j.geb.2011.08.005.
• Economides, Nicholas & Tåg, Joacim, 2012, "Network neutrality on the Internet: A two-sided market analysis," Information Economics and Policy, Elsevier, volume 24, issue 2, pages 91-104, DOI: 10.1016/j.infoecopol.2012.01.001.
• Arbenz, Philipp & Hummel, Christoph & Mainik, Georg, 2012, "Copula based hierarchical risk aggregation through sample reordering," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 1, pages 122-133, DOI: 10.1016/j.insmatheco.2012.03.009.
• Lanne, Markku & Luoto, Jani & Saikkonen, Pentti, 2012, "Optimal forecasting of noncausal autoregressive time series," International Journal of Forecasting, Elsevier, volume 28, issue 3, pages 623-631, DOI: 10.1016/j.ijforecast.2011.08.003.
• Kaeck, Andreas & Alexander, Carol, 2012, "Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3110-3121, DOI: 10.1016/j.jbankfin.2012.07.012.
• Iscoe, Ian & Kreinin, Alexander & Mausser, Helmut & Romanko, Oleksandr, 2012, "Portfolio credit-risk optimization," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1604-1615, DOI: 10.1016/j.jbankfin.2012.01.013.
• Semmler, Willi & Bernard, Lucas, 2012, "Boom–bust cycles: Leveraging, complex securities, and asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 81, issue 2, pages 442-465, DOI: 10.1016/j.jebo.2011.07.002.
• Arifovic, Jasmina & Maschek, Michael K., 2012, "Currency crisis: Evolution of beliefs and policy experiments," Journal of Economic Behavior & Organization, Elsevier, volume 82, issue 1, pages 131-150, DOI: 10.1016/j.jebo.2012.01.001.
• Mochon, A. & Saez, Y. & Gomez-Barroso, J.L. & Isasi, P., 2012, "Exploring pricing rules in combinatorial sealed-bid auctions," Journal of Economic Behavior & Organization, Elsevier, volume 82, issue 2, pages 462-478, DOI: 10.1016/j.jebo.2012.02.018.
• Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro, 2012, "Structural contagion and vulnerability to unexpected liquidity shortfalls," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 558-569, DOI: 10.1016/j.jebo.2012.05.014.
• Benigno, Pierpaolo & Woodford, Michael, 2012, "Linear-quadratic approximation of optimal policy problems," Journal of Economic Theory, Elsevier, volume 147, issue 1, pages 1-42, DOI: 10.1016/j.jet.2011.10.012.
• Balasko, Yves & Geanakoplos, John, 2012, "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 400-406, DOI: 10.1016/j.jet.2012.01.022.
• Tsuneyoshi, Takao & Hashimoto, Akihiro & Haneda, Shoko, 2012, "Quantitative evaluation of nation stability," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 132-154, DOI: 10.1016/j.jpolmod.2011.06.003.
• Grauwin, Sébastian & Goffette-Nagot, Florence & Jensen, Pablo, 2012, "Dynamic models of residential segregation: An analytical solution," Journal of Public Economics, Elsevier, volume 96, issue 1, pages 124-141, DOI: 10.1016/j.jpubeco.2011.08.011.
• Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012, "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, volume 42, issue 1-2, pages 211-220, DOI: 10.1016/j.regsciurbeco.2011.09.003.
• Ben Abdallah, Skander & Lasserre, Pierre, 2012, "A real option approach to the protection of a habitat dependent endangered species," Resource and Energy Economics, Elsevier, volume 34, issue 3, pages 295-318, DOI: 10.1016/j.reseneeco.2011.11.003.
• Mosiño, Alejandro, 2012, "Producing energy in a stochastic environment: Switching from non-renewable to renewable resources," Resource and Energy Economics, Elsevier, volume 34, issue 4, pages 413-430, DOI: 10.1016/j.reseneeco.2012.04.002.
• Liu, Yu-hong & Jiang, I-ming, 2012, "Influence of investor subjective judgments in investment decision-making," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 129-142, DOI: 10.1016/j.iref.2012.01.002.
• Richard Dennis, 2012, "Imperfect Credibility and Robust Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-41, Aug.
• Arif Oduncu, 2012, "Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion," EcoMod2012, EcoMod, number 4380, Jul.
• Tommaso Ciarli, 2012, "Structural interactions and long run growth: An application of Experimental Design to Agent Based Models," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2012-06, Mar.
• Callan, Tim & van de Ven, Justin & Keane, Claire & O'Connell, Philip J., 2012, "A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model," Book Chapters, Economic and Social Research Institute (ESRI), in: Callan, Tim, "Analysing Pensions: Modelling and Policy Issues".
• Maxim Bouev, 2012, "Finding a Valid FX Covariance Matrix in the BS World," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2012/03, Jun.
• António Caleiro, 2012, "Um Exercício de Simulação de Ocupação dos Espaços Rurais e Urbanos," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2012.
• Jerome Creel & Paul Hubert & Francesco Saraceno, 2012, "An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2012-04, Feb.
• Angelo Antoci & Simone Borghesi & Mauro Sodini, 2012, "ETS and Technological Innovation: A Random Matching Model," Working Papers, Fondazione Eni Enrico Mattei, number 2012.79, Oct.
• Lion Hirth & Falko Ueckerdt, 2012, "Redistribution Effects of Energy and Climate Policy: The Electricity Market," Working Papers, Fondazione Eni Enrico Mattei, number 2012.82, Nov.