2 citations · 4 across the 3 of their papers we have counts for
3 papers
On the Practical Estimation and Interpretation of Rényi Transfer Entropy
Zlata Tabachová, Petr Jizba, Hynek Lavička +1
Rényi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with Rényi's information measure. This, in turn, introduces a new tun…
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 +2
On the way towards carbon neutrality, climate stress testing provides estimates for the physical and transition risks that climate change poses to the economy and the financial sys…
Estimating the impact of supply chain network contagion on financial stability
Zlata Tabachová, Christian Diem, András Borsos +2
Realistic credit risk assessment, the estimation of losses from counterparty's failure, is central for the financial stability. Credit risk models focus on the financial conditions…