Mar 2025
Journal

Globale Krisen bewältigen: Mit Daten zu resilienteren Lieferketten
in Wirtschaftsdienst
Mathilde Bossut , Christian Diem , Dmitry Ivanov , Peter Klimek , Anton Pichler , Johannes Stangl , Stefan Thurner

Feb 2025
Working Paper

A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
Jan Fialkowski , Christian Diem , András Borsos , Stefan Thurner

Jan 2025
INET Working Paper

No. 2025-04 - Combined climate stress testing of supply-chain networks and the financial system with nation-wide firm-level emission estimates
Zlata Tabachová , Christian Diem , Johannes Stangl , András Borsos , Stefan Thurner

Nov 2024
Journal

Estimating the impact of supply chain network contagion on financial stability
in Journal of Financial Stability
Zlata Tabachová , Christian Diem , András Borsos , Csaba Burger , Stefan Thurner

Nov 2024
Journal

Supply network stress-testing of food security on the establishment-level
in International Journal of Production Research
Christian Diem , William Schueller , Melanie Gerschberger , Johannes Stangl , Beate Conrady , Markus Gerschberger , Stefan Thurner

Aug 2024
Paper

Inferring firm-level supply chain networks with realistic systemic risk from industry sector-level data
Massimiliano Fessina , Giulio Cimini , Tiziano Squartini , Pablo Astudillo-Estévez , Stefan Thurner , Diego Garlaschelli

Apr 2024
Journal

Inequality in economic shock exposures across the global firm-level supply network
in Nature Communications
Abhijit Chakraborty , Tobias Reisch , Christian Diem , Pablo Astudillo-Estévez , Stefan Thurner

Oct 2023
Journal

Building an alliance to map global supply networks
in Science
Anton Pichler , Christian Diem , Alexandra Brintrup , François Lafond , Glenn Magerman , Gert Buiten , Thomas Choi , Vasco M. Carvalho , J. Doyne Farmer , Stefan Thurner

Jul 2020
Journal

What is the minimal systemic risk in financial exposure networks?
in Journal of Economic Dynamics and Control
Christian Diem , Anton Pichler , Stefan Thurner

Mar 2018
INET Working Paper

No. 2018-11 - Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem
Stefan Thurner , Sebastian Poledna , Anton Pichler

Jan 2015
Paper

To Bail-out or to Bail-in? Answers from an Agent-based Model
J. Doyne Farmer , Stefan Thurner , Peter Klimek , Sebastian Poledna

May 2014
Paper

Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies
J. Doyne Farmer , John Geanakoplos , Stefan Thurner , Sebastian Poledna

Aug 2009
Journal

Leverage Causes Fat Tails and Clustered Volatility
J. Doyne Farmer , John Geanakoplos , Stefan Thurner

Publications