Raffaella Calabrese : Citation Profile

University of Edinburgh

11

H index

13

i10 index

283

Citations

RESEARCH PRODUCTION:

21

Articles

13

Papers

2

Chapters

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 25
   Journals where Raffaella Calabrese has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 16 (5.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca878
   Updated: 2025-12-13    RAS profile: 2021-07-26    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Raffaella Calabrese.

Is cited by:

Zanin, Luca (16)

Giudici, Paolo (8)

Lu, Yang (6)

Belyaev, Konstantin (5)

Konecny, Tomas (5)

Seidler, Jakub (5)

Punzo, Antonio (5)

Liberati, Caterina (4)

Crosato, Lisa (4)

Hurlin, Christophe (4)

Leymarie, Jérémy (4)

Cites to:

Altman, Edward (13)

Manganelli, Simone (5)

Giudici, Paolo (5)

Zenga, Michele (5)

Lelyveld, Iman (5)

Arena, Marco (5)

Liedorp, Franka (4)

Tasche, Dirk (4)

de Vries, Casper (4)

Dermine, jean (4)

Zanin, Luca (4)

Main data

Where Raffaella Calabrese has published?

Journals with more than one article published# docs
European Journal of Operational Research5
Journal of the Operational Research Society3
Journal of Applied Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Geary Institute, University College Dublin9
DEM Working Papers Series / University of Pavia, Department of Economics and Management2
Papers / arXiv.org2

Recent works citing Raffaella Calabrese (2025 and 2024)

YearTitle of citing document
2025The TruEnd-procedure: Treating trailing zero-valued balances in credit data. (2025). Verster, Tanja ; Bester, Roelinde ; Botha, Arno. In: Papers. RePEc:arx:papers:2404.17008.

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2024Exit Spillovers of Foreign-invested Enterprises in Shenzhens Electronics Manufacturing Industry. (2024). Zhang, Hanqiao. In: Papers. RePEc:arx:papers:2404.18009.

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2024Peer-induced Fairness: A Causal Approach for Algorithmic Fairness Auditing. (2024). Chen, Zexun ; Fang, Shiqi ; Ansell, Jake. In: Papers. RePEc:arx:papers:2408.02558.

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2025A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios. (2024). Sigrist, Fabio ; Kundig, Pascal. In: Papers. RePEc:arx:papers:2410.02846.

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2025Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring. (2025). Li, Xia ; Mao, Mao ; Tao, Kunpeng ; Zheng, Hanghang. In: Papers. RePEc:arx:papers:2501.12285.

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2025Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework. (2025). Botha, Arno ; Breedt, Roland ; Verster, Tanja. In: Papers. RePEc:arx:papers:2502.14479.

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2025A cost of capital approach to determining the LGD discount rate. (2025). Botha, Arno ; Larney, Janette ; Grobler, Gerrit Lodewicus ; Raubenheimer, Helgard. In: Papers. RePEc:arx:papers:2503.23992.

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2024The Persistence of Gender Pay and Employment Gaps in European Countries. (2024). Afonso, Antonio ; Blanco-Arana, Carmen M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11315.

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2025Interpretable credit scoring based on an additive extreme gradient boosting. (2025). Lan, Xingyu ; Zou, Yao ; Xia, Meng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:194:y:2025:i:c:s0960077925002292.

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2024A hierarchical Bayesian logit model for spatial multivariate choice data. (2024). Oyama, Yuki ; Krueger, Rico ; Murakami, Daisuke. In: Journal of choice modelling. RePEc:eee:eejocm:v:52:y:2024:i:c:s1755534524000356.

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2024Interpretable machine learning for imbalanced credit scoring datasets. (2024). Chen, Yujia ; Calabrese, Raffaella ; Martin-Barragan, Belen. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:1:p:357-372.

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2024A simulation-based method for estimating systemic risk measures. (2024). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2024Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida. (2024). Zanin, Luca ; Mandel, Antoine ; Dombrowski, Timothy ; Calabrese, Raffaella ; Pace, Kelley R. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:377-392.

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2025Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957.

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2024Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290.

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2024Time-varying default risk of Chinese-listed companies: From empirical test to theoretical conjecture. (2024). Qin, Zhaohui ; Chen, Yijie ; Fan, Yali ; Wang, Xiaowan ; Andrianarimanana, Mihasina Harinaivo ; Duok, Dhornor Tarir. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008699.

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2025Multi-view locally weighted regression for loss given default forecasting. (2025). Wang, Zhao ; Cheng, Hui ; Ni, Xiaoya ; Jiang, Cuiqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:290-306.

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2025Modeling and pricing credit risk with a focus on recovery risk. (2025). Liu, Haibo ; Tang, Qihe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002310.

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2024Assessing the performance of banks through an improved sigma-mu multicriteria analysis approach. (2024). Angilella, Silvia ; Doumpos, Michalis ; Pappalardo, Maria Rosaria ; Zopounidis, Constantin. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000653.

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2024Predicting the cure of a defaulted company: Nonlinear relationships between loan-related variables and the cure probability. (2024). Ohliger, Thorsten ; Lohmann, Christian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001880.

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2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

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2024Sample selection bias in non-traditional lending: A copula-based approach for imbalanced data. (2024). Zanin, Luca ; Osmetti, Silvia Angela ; Calabrese, Raffaella. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002441.

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2025Developing the value of legal judgments of supply chain finance for credit risk prediction through novel ACWGAN-GPSA approach. (2025). Chen, Yuxi ; Xiong, YU ; Wang, Weiqing. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:196:y:2025:i:c:s1366554525000614.

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2024An Age–Period–Cohort Framework for Profit and Profit Volatility Modeling. (2024). Breeden, Joseph L. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1427-:d:1389720.

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2024A Marginal Maximum Likelihood Approach for Hierarchical Simultaneous Autoregressive Models with Missing Data. (2024). Suesse, Thomas ; Gunawan, David ; Wijayawardhana, Anjana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3870-:d:1539921.

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2024News Sentiment and Liquidity Risk Forecasting: Insights from Iranian Banks. (2024). Mirashk, Hamed ; Albadvi, Amir ; Kargari, Mehrdad ; Rastegar, Mohammad Ali. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:11:p:171-:d:1509771.

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2024The persistence of gender pay and employment gaps in European countries. (2024). Afonso, Antonio ; Blanco-Arana, Carmen M. In: Working Papers REM. RePEc:ise:remwps:wp03382024.

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2025Using Decision Trees to Predict Insolvency in Spanish SMEs: Is Early Warning Possible?. (2025). Cruz, Carlos A ; Novoa-Hernndez, Pavel ; Lara-Rubio, Juan ; Navarro-Galera, Andrs. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10586-5.

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2025The persistence of gender pay and employment gaps in European countries. (2025). Afonso, Antonio ; Blanco-Arana, Carmen M. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:2:d:10.1057_s41294-025-00252-6.

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2025An ensemble machine learning approach for forecasting credit risk of agricultural SMEs’ investments in agriculture 4.0 through supply chain finance. (2025). Benkhati, Imane ; Mani, Venkatesh ; Belhadi, Amine ; Kamble, Sachin S ; Touriki, Fatima Ezahra. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04366-9.

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2025A big data analytics method for assessing creditworthiness of SMEs: fuzzy equifinality relationships analysis. (2025). Bai, Chunguang ; Shi, Baofeng ; Dong, Yizhe. In: Annals of Operations Research. RePEc:spr:annopr:v:350:y:2025:i:2:d:10.1007_s10479-024-06054-w.

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2024Bootstrapping binary GEV regressions for imbalanced datasets. (2024). Rocca, Michele ; Niglio, Marcella ; Restaino, Marialuisa. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:1:d:10.1007_s00180-023-01330-y.

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2024Applications of Explainable Artificial Intelligence in Finance—a systematic review of Finance, Information Systems, and Computer Science literature. (2024). Hinz, Oliver ; Weber, Patrick ; Carl, Valerie K. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:2:d:10.1007_s11301-023-00320-0.

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2025Growth potential of machine learning in credit risk predicting of farmers in the industry 4.0 era. (2025). Shi, Baofeng ; Wang, Xiaoling ; Abedin, Mohammad Zoynul ; Chai, Nana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2163-2185.

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2024Credit scoring prediction leveraging interpretable ensemble learning. (2024). Liu, Yang ; Zeng, Qingguo ; Ma, Lili ; Shi, Jiale ; Huang, Fei. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:286-308.

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Works by Raffaella Calabrese:

YearTitleTypeCited
2014Modelling cross-border systemic risk in the European banking sector: a copula approach In: Papers.
[Full Text][Citation analysis]		paper1
2014A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models In: Papers.
[Full Text][Citation analysis]		paper12
2016A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.(2016) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2019A joint scoring model for peer‐to‐peer and traditional lending: a bivariate model with copula dependence In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article4
2014ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY In: Journal of Regional Science.
[Full Text][Citation analysis]		article22
2012Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2013A probabilistic scheme with uniform correlation structure In: Statistics in Transition new series.
[Full Text][Citation analysis]		article0
2014Downturn Loss Given Default: Mixture distribution estimation In: European Journal of Operational Research.
[Full Text][Citation analysis]		article21
2017The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach In: European Journal of Operational Research.
[Full Text][Citation analysis]		article18
2019A new approach to measure systemic risk: A bivariate copula model for dependent censored data In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2020Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients In: European Journal of Operational Research.
[Full Text][Citation analysis]		article13
2010Bank loan recovery rates: Measuring and nonparametric density estimation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article62
2019Mortgage default decisions in the presence of non-normal, spatially dependent disturbances In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article1
2013Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2012Uniform correlation structure and convex stochastic ordering in the PÓlya urn scheme.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Estimating Binary Spatial Autoregressive Models for Rare Events In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article25
2016Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article18
2017Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article10
2014Measuring Bank Contagion in Europe Using Binary Spatial Regression Models.(2014) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter0
2013Estimating bank default with generalised extreme value models In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper2
2017Interaction effects of region-level GDP per capita and age on labour market transition rates in Italy In: IZA Journal of Labor Economics.
[Full Text][Citation analysis]		article7
2021What affects bank debt rejections? Bank lending conditions for UK SMEs In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2013Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article15
2014Optimal cut-off for rare events and unbalanced misclassification costs In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article1
2011Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults In: Working Papers.
[Full Text][Citation analysis]		paper3
2011Cost-sensitive classification for rare events: an application to the credit rating model validation for SMEs In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Improving Classifier Performance Assessment of Credit Scoring Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Regression Model for Proportions with Probability Masses at Zero and One In: Working Papers.
[Full Text][Citation analysis]		paper3
2012Single-name concentration risk in credit portfolios: a comparison of concentration indices In: Working Papers.
[Full Text][Citation analysis]		paper1
2012Estimating bank loans loss given default by generalized additive models In: Working Papers.
[Full Text][Citation analysis]		paper4
2012Modelling Downturn Loss Given Default In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Predicting bank loan recovery rates with a mixed continuous‐discrete model In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article15
2015Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2019“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults In: Risk Analysis.
[Full Text][Citation analysis]		article10

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