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Christian Diem

Personal Details

First Name:Christian
Middle Name:
Last Name:Diem
Suffix:
RePEc Short-ID:pdi616
[This author has chosen not to make the email address public]
https://www.linkedin.com/in/diemchristian/

Affiliation

Complexity Science Hub Vienna

Wien, Austria
https://www.csh.ac.at/
RePEc:edi:cshviat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner, 2022. "Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk," Papers 2201.13325, arXiv.org.
  2. Christian Diem & Andr'as Borsos & Tobias Reisch & J'anos Kert'esz & Stefan Thurner, 2021. "Quantifying firm-level economic systemic risk from nation-wide supply networks," Papers 2104.07260, arXiv.org.
  3. Abhijit Chakraborty & Tobias Reisch & Christian Diem & Stefan Thurner, 2021. "Inequality in economic shock exposures across the global firm-level supply network," Papers 2112.00415, arXiv.org.
  4. Tobias Reisch & Georg Heiler & Christian Diem & Stefan Thurner, 2021. "Inferring supply networks from mobile phone data to estimate the resilience of a national economy," Papers 2110.05625, arXiv.org.
  5. Christian Diem & Anton Pichler & Stefan Thurner, 2019. "What is the Minimal Systemic Risk in Financial Exposure Networks?," Papers 1905.05931, arXiv.org.

Articles

  1. Diem, Christian & Pichler, Anton & Thurner, Stefan, 2020. "What is the minimal systemic risk in financial exposure networks?," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).

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

  1. William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner, 2022. "Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk," Papers 2201.13325, arXiv.org.

    Cited by:

    1. Christian Diem & Andr'as Borsos & Tobias Reisch & J'anos Kert'esz & Stefan Thurner, 2023. "Estimating the loss of economic predictability from aggregating firm-level production networks," Papers 2302.11451, arXiv.org.
    2. Lafond, François & Farmer, J. Doyne & Mungo, Luca & Astudillo-Estévez, Pablo, 2022. "Reconstructing production networks using machine learning," INET Oxford Working Papers 2022-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, revised Jan 2023.
    3. Schuster, Hannah & Polleres, Axel & Wachs, Johannes, 2024. "Stress-testing road networks and access to medical care," Transportation Research Part A: Policy and Practice, Elsevier, vol. 181(C).

  2. Christian Diem & Andr'as Borsos & Tobias Reisch & J'anos Kert'esz & Stefan Thurner, 2021. "Quantifying firm-level economic systemic risk from nation-wide supply networks," Papers 2104.07260, arXiv.org.

    Cited by:

    1. László Lőrincz & Sándor Juhász & Rebeka O. Szabó, 2022. "Business transactions and ownership ties between firms," CERS-IE WORKING PAPERS 2216, Institute of Economics, Centre for Economic and Regional Studies.
    2. William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner, 2022. "Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk," Papers 2201.13325, arXiv.org.

  3. Abhijit Chakraborty & Tobias Reisch & Christian Diem & Stefan Thurner, 2021. "Inequality in economic shock exposures across the global firm-level supply network," Papers 2112.00415, arXiv.org.

    Cited by:

    1. Ipsen, Leonhard & Aminian, Armin & Schulz-Gebhard, Jan, 2023. "Stress-testing inflation exposure: Systemically significant prices and asymmetric shock propagation in the EU28," BERG Working Paper Series 188, Bamberg University, Bamberg Economic Research Group.
    2. Fessina, Massimiliano & Zaccaria, Andrea & Cimini, Giulio & Squartini, Tiziano, 2024. "Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).

  4. Tobias Reisch & Georg Heiler & Christian Diem & Stefan Thurner, 2021. "Inferring supply networks from mobile phone data to estimate the resilience of a national economy," Papers 2110.05625, arXiv.org.

    Cited by:

    1. Andrea Bacilieri & Pablo Austudillo-Estevez, 2023. "Reconstructing firm-level input-output networks from partial information," Papers 2304.00081, arXiv.org.
    2. William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner, 2022. "Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk," Papers 2201.13325, arXiv.org.

  5. Christian Diem & Anton Pichler & Stefan Thurner, 2019. "What is the Minimal Systemic Risk in Financial Exposure Networks?," Papers 1905.05931, arXiv.org.

    Cited by:

    1. Wang, Chao & Liu, Xiaoxing & Chen, Boyi & Li, Menyu, 2023. "Topological properties of reconstructed credit networks and banking systemic risk," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    2. Anton Pichler & Sebastian Poledna & Stefan Thurner, 2018. "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem," Papers 1801.10515, arXiv.org, revised Mar 2018.
    3. Auer, Raphael & Haslhofer, Bernhard & Kitzler, Stefan & Saggese, Pietro & Friedhelm, Victor, 2023. "The Technology of Decentralized Finance (DeFi)," CEPR Discussion Papers 18038, C.E.P.R. Discussion Papers.
    4. Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
    5. Abhijit Chakraborty & Tobias Reisch & Christian Diem & Stefan Thurner, 2021. "Inequality in economic shock exposures across the global firm-level supply network," Papers 2112.00415, arXiv.org.
    6. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš, 2022. "Measuring systemic risk in the global banking sector: A cross-quantilogram network approach," Economic Modelling, Elsevier, vol. 109(C).
    7. Carro, Adrian & Stupariu, Patricia, 2024. "Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market," Journal of Financial Stability, Elsevier, vol. 71(C).
    8. Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021. "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers 2021-002, Department of Research, Ipag Business School.
    9. Wang, Chao & Liu, Xiaoxing & He, Jianmin, 2022. "Does diversification promote systemic risk?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    10. Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff, 2022. "Heterogeneous speculators and stock market dynamics: a simple agent-based computational model," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1263-1282, October.
    11. Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
    12. Chao, Wang & Jing, Ma & Xiaoxing, Liu, 2023. "Optimizing systemic risk through credit network reconstruction," Emerging Markets Review, Elsevier, vol. 57(C).
    13. Amini, Hamed & Feinstein, Zachary, 2023. "Optimal network compression," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1439-1455.
    14. Wang, Ze & Gao, Xiangyun & Huang, Shupei & Sun, Qingru & Chen, Zhihua & Tang, Renwu & Di, Zengru, 2022. "Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
    15. William Schueller & Christian Diem & Melanie Hinterplattner & Johannes Stangl & Beate Conrady & Markus Gerschberger & Stefan Thurner, 2022. "Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk," Papers 2201.13325, arXiv.org.
    16. Hamed Amini & Zachary Feinstein, 2020. "Optimal Network Compression," Papers 2008.08733, arXiv.org, revised Jul 2022.
    17. Le, Richard & Ku, Hyejin, 2022. "Reducing systemic risk in a multi-layer network using reinforcement learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
    18. Zdzislaw Burda & Malgorzata J. Krawczyk & Krzysztof Malarz & Malgorzata Snarska, 2021. "Wealth rheology," Papers 2105.08048, arXiv.org, revised Jun 2021.
    19. Ahn, Dohyun & Kim, Kyoung-Kuk & Kwon, Eunji, 2023. "Multivariate stress scenario selection in interbank networks," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
    20. Shuyue Jin & Lei Song & Lei Shu & Qifeng Gao & Yu Chen, 2024. "Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data," Empirical Economics, Springer, vol. 67(6), pages 2539-2564, December.
    21. Schuster, Hannah & Polleres, Axel & Wachs, Johannes, 2024. "Stress-testing road networks and access to medical care," Transportation Research Part A: Policy and Practice, Elsevier, vol. 181(C).
    22. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.

Articles

  1. Diem, Christian & Pichler, Anton & Thurner, Stefan, 2020. "What is the minimal systemic risk in financial exposure networks?," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
    See citations under working paper version above.Sorry, no citations of articles recorded.

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 5 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.
  1. NEP-RMG: Risk Management (4) 2019-05-20 2021-04-19 2022-01-03 2022-03-07. Author is listed
  2. NEP-NET: Network Economics (3) 2021-10-18 2022-01-03 2022-03-07. Author is listed
  3. NEP-BEC: Business Economics (1) 2019-05-20
  4. NEP-FMK: Financial Markets (1) 2019-05-20
  5. NEP-INT: International Trade (1) 2022-01-03
  6. NEP-PAY: Payment Systems and Financial Technology (1) 2021-10-18

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