Raffaella Calabrese

University of Edinburgh — United Kingdom

Business, Management and Accounting · Social Sciences

23h-index1.6kcitations108works1.92yr avg
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Research Topics

Financial Distress and Bankruptcy Prediction(33), Banking stability, regulation, efficiency(27), Credit Risk and Financial Regulations(22), Housing Market and Economics(18), Spatial and Panel Data Analysis(13)

Publications108 total

A climate stress testing exercise on loans to European small and medium enterprises
Energy Economics·2026Open Access
The Impact of Biodiversity Loss on Residential Mortgage Default Risk
SSRN Electronic Journal·2026Open Access
Joint model for longitudinal and spatio-temporal survival data
European Journal of Operational Research·2025Open Access
<p><span>A Climate Stress Testing Exercise On Loans to European Small and Medium Enterprises</span><span></span></p>
SSRN Electronic Journal·2025Open Access
JointLIME: An interpretation method for machine learning survival models with endogenous time‐varying covariates in credit scoring
Risk Analysis·2024· 2 citedOpen Access
A novel generalised extreme value gradient boosting decision tree for the class imbalanced problem in credit scoring
Journal of the Operational Research Society·2024· 4 citedOpen Access
Differential Measurement Error in House Price Indices
The Journal of Real Estate Finance and Economics·2024· 1 citedOpen Access
Sample selection bias in non-traditional lending: A copula-based approach for imbalanced data
Socio-Economic Planning Sciences·2024· 3 citedOpen Access
Climate stress testing for mortgage default probability
International Review of Financial Analysis·2024· 13 citedOpen Access
Measuring the energy poverty premium in Great Britain and identifying its main drivers based on longitudinal household survey data
Energy Economics·2024· 2 citedOpen Access
Understanding Vulnerability to the Poverty Premium: An Analysis of Factors Influencing Use of High-Cost Credit Among Low-Income Individuals
International Journal for Population Data Science·2024· 1 citedOpen Access
Climate Stress Testing for Mortgage Default Probability
SSRN Electronic Journal·2024· 4 citedOpen Access
Does Local Bank Structure Influence Access to Finance for Small Businesses?
SSRN Electronic Journal·2024Open Access
Climate Stress Testing for Mortgage Default Probability
SSRN Electronic Journal·2024Open Access
Sample Selection Bias in Non-Traditional Lending: A Copula-Based Approach for Imbalanced Data
SSRN Electronic Journal·2024Open Access
Big Banks and Small Banks – Does Transactional Lending Outperform Relational Lending in Default Prediction and Loss Given Default?
SSRN Electronic Journal·2024Open Access
Financing small and innovative firms during COVID-19
Economics of Innovation and New Technology·2023· 6 citedOpen Access
Does energy efficiency of UK SMEs affect their access to finance?
Energy Economics·2023· 18 citedOpen Access
Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida
European Journal of Operational Research·2023· 46 citedOpen Access
Joint model for longitudinal and spatio-temporal survival data
arXiv (Cornell University)·2023Open Access
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Frequent Co-authors

Silvia Angela Osmetti(8), Luca Zanin(6), Jonathan Crook(5), Claudia Girardone(4), Marc Cowling(4), Weixi Liu(3), Paolo Giudici(3), Victor Medina-Olivares(3), Marta Degl’Innocenti(2), Galina Andreeva(2), Yizhe Dong(2), Finn Lindgren(2), Johan A. Elkink(2), Connor Innes Thorburn(2), Mingchen Sun(2), Yujia Chen(1), Belén Martín-Barragán(1), Viani B. Djeundje(1), Mona Hamid(1), Michele Zenga(1)