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Francesca Campolongo

Personal Details

First Name:Francesca
Middle Name:
Last Name:Campolongo
Suffix:
RePEc Short-ID:pca1227
[This author has chosen not to make the email address public]

Affiliation

Joint Research Centre
European Commission

Sevilla, Spain
https://ec.europa.eu/jrc/en/about/jrc-site/seville
RePEc:edi:ipjrces (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Giovannini, Enrico & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita, 2020. "Time for transformative resilience: the COVID-19 emergency," JRC Research Reports JRC120489, Joint Research Centre.
  2. Alessi, Lucia & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita & Menyhert, Balint & Pagano, Andrea, 2018. "The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour?," JRC Research Reports JRC111606, Joint Research Centre.
  3. Marion Dewar & Funda CELIKEL ESSER & Peter BENCZUR & Francesca CAMPOLONGO & Peter HARASZTOSI & Stylianos KARAGIANNIS & Federico BIAGI & Yves PUNIE & Salvador BARRIOS & Viginta IVASKAITE-TAMOSIUNE & Vi, 2017. "What makes a fair society? Insights and evidence," JRC Research Reports JRC106087, Joint Research Centre, revised Mar 2023.
  4. Paraskevi Dimou & Alistair Milne & Francesca Campolongo, 2006. "Prediction of bank rating transition probabilities," Computing in Economics and Finance 2006 520, Society for Computational Economics.

Articles

  1. Lucia Alessi & Peter Benczur & Francesca Campolongo & Jessica Cariboni & Anna Rita Manca & Balint Menyhert & Andrea Pagano, 2020. "The Resilience of EU Member States to the Financial and Economic Crisis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(2), pages 569-598, April.
  2. Francesca Erica Di Girolamo & Francesca Campolongo & Jan De Spiegeleer & Wim Schoutens, 2017. "Contingent conversion convertible bond: New avenue to raise bank capital," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-31, March.
  3. Francesca Campolongo & Jessica Cariboni & Nathalie Ndacyayisenga & Andrea Pagano, 2015. "Banks under X-rays: business model choices and trading," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 7(4), pages 377-400, November.
  4. Francesca Di Girolamo & Henrik Jonsson & Francesca Campolongo & Wim Schoutens, 2012. "Sense and Sensitivity: An Input Space Odyssey for Asset-Backed Security Ratings," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(4), pages 46-68, October.
  5. Francesca Campolongo & Massimo Marchesi & Riccardo De Lisa, 2012. "The Potential Impact of Banking Crises on Public Finances: An Assessment of Selected EU Countries Using SYMBOL," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(2), pages 73-84.
  6. Riccardo Lisa & Stefano Zedda & Francesco Vallascas & Francesca Campolongo & Massimo Marchesi, 2011. "Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 123-141, December.
  7. Bedendo, Mascia & Campolongo, Francesca & Joossens, Elisabeth & Saita, Francesco, 2010. "Pricing multiasset equity options: How relevant is the dependence function?," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 788-801, April.
  8. Saltelli, Andrea & Campolongo, Francesca & Cariboni, Jessica, 2009. "Screening important inputs in models with strong interaction properties," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1149-1155.
  9. Campolongo, F. & Cariboni, J. & Schoutens, W., 2006. "The importance of jumps in pricing European options," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1148-1154.
  10. Saltelli, Andrea & Ratto, Marco & Tarantola, Stefano & Campolongo, Francesca, 2006. "Sensitivity analysis practices: Strategies for model-based inference," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1109-1125.

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. Giovannini, Enrico & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita, 2020. "Time for transformative resilience: the COVID-19 emergency," JRC Research Reports JRC120489, Joint Research Centre.

    Cited by:

    1. Siân Alice Summerton, 2020. "Implications of the COVID-19 Pandemic for Food Security and Social Protection in India," Indian Journal of Human Development, , vol. 14(2), pages 333-339, August.
    2. Marcelo Enrique Conti & Massimo Battaglia & Mario Calabrese & Cristina Simone, 2021. "Fostering Sustainable Cities through Resilience Thinking: The Role of Nature-Based Solutions (NBSs): Lessons Learned from Two Italian Case Studies," Sustainability, MDPI, vol. 13(22), pages 1-20, November.
    3. Aitziber Egusquiza & Mikel Zubiaga & Alessandra Gandini & Claudia de Luca & Simona Tondelli, 2021. "Systemic Innovation Areas for Heritage-Led Rural Regeneration: A Multilevel Repository of Best Practices," Sustainability, MDPI, vol. 13(9), pages 1-27, April.
    4. Hyoji Choi & Frank Neffke & Donghyeon Yu & Bogang Jun, 2024. "Close to Home: Analyzing Urban Consumer Behavior and Consumption Space in Seoul," Papers in Evolutionary Economic Geography (PEEG) 2425, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Jul 2024.
    5. Grazia Brunetta & Alessandra Faggian & Ombretta Caldarice, 2021. "Bridging the Gap: The Measure of Urban Resilience," Sustainability, MDPI, vol. 13(3), pages 1-4, January.
    6. Péter Benczúr & István Kónya, 2022. "Convergence to the Centre," Contributions to Economics, in: László Mátyás (ed.), Emerging European Economies after the Pandemic, chapter 0, pages 1-51, Springer.
    7. Maddalena Ferretti & Maria Giada Di Baldassarre & Caterina Rigo, 2022. "Reactivating Built Heritage with Shared, Creative, and Transcalar Approaches: An Exploration of the Marche Apennine Inner Area," Sustainability, MDPI, vol. 14(23), pages 1-26, December.
    8. PETRE Adriana, 2020. "Resilience In Clusters: An Application Of The Cluster Bridge Model To Life Science Nord (Germany)," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 72(3), pages 75-95, November.

  2. Alessi, Lucia & Benczur, Peter & Campolongo, Francesca & Cariboni, Jessica & Manca, Anna Rita & Menyhert, Balint & Pagano, Andrea, 2018. "The resilience of EU Member States to the financial and economic crisis. What are the characteristics of resilient behaviour?," JRC Research Reports JRC111606, Joint Research Centre.

    Cited by:

    1. Christoph Glatz & Anja Eder, 2020. "Patterns of Trust and Subjective Well-Being Across Europe: New Insights from Repeated Cross-Sectional Analyses Based on the European Social Survey 2002–2016," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(2), pages 417-439, April.
    2. Augusto Cerqua & Roberta Di Stefano & Guido Pellegrini, 2021. "What kind of region reaps the benefits of a currency union?," Working Papers 2/21, Sapienza University of Rome, DISS.
    3. Filippo Di Pietro & Patrizio Lecca & Simone Salotti, 2021. "Regional economic resilience in the European Union: a numerical general equilibrium analysis," Spatial Economic Analysis, Taylor & Francis Journals, vol. 16(3), pages 287-312, July.
    4. Alexandru Pavel & Bogdan Andrei Moldovan & Karima Kourtit & Peter Nijkamp, 2020. "Urban or Rural: Does It Make A Difference for Economic Resilience? A Modelling Study on Economic and Cultural Geography in Romania," Sustainability, MDPI, vol. 12(9), pages 1-39, May.
    5. Nicola Pontarollo & Carolina Serpieri, 2018. "A composite policy tool to measure territorial resilience capacity," JRC Research Reports JRC111389, Joint Research Centre.
    6. Kovács, Olivér, 2024. "A reziliencia metamorfózisa [The metamorphosis of resilience]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 408-443.

Articles

  1. Lucia Alessi & Peter Benczur & Francesca Campolongo & Jessica Cariboni & Anna Rita Manca & Balint Menyhert & Andrea Pagano, 2020. "The Resilience of EU Member States to the Financial and Economic Crisis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(2), pages 569-598, April.

    Cited by:

    1. Augusto Cerqua & Roberta Di Stefano & Guido Pellegrini, 2021. "What kind of region reaps the benefits of a currency union?," Working Papers 2/21, Sapienza University of Rome, DISS.
    2. Giuseppe Terzo, 2021. "Social capital, social economy and economic resilience of Italian provinces," Papers in Regional Science, Wiley Blackwell, vol. 100(5), pages 1113-1135, October.
    3. Angeles Sánchez & Eduardo Jiménez-Fernández, 2023. "European Union Cohesion Policy: Socio-Economic Vulnerability of the Regions and the COVID-19 Shock," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 18(1), pages 195-228, February.
    4. Sebestyén, Tamás & Szabó, Norbert & Braun, Emese & Bedő, Zsolt, 2024. "Lokális reziliencia számítása térbeli általános egyensúlyi modell felhasználásával [Measuring local resilience with a spatial computable general equilibrium model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1222-1253.
    5. Péter Benczúr & István Kónya, 2022. "Convergence to the Centre," Contributions to Economics, in: László Mátyás (ed.), Emerging European Economies after the Pandemic, chapter 0, pages 1-51, Springer.
    6. Elias Giannakis & Christos T. Papadas, 2021. "Spatial Connectivity and Regional Economic Resilience in Turbulent Times," Sustainability, MDPI, vol. 13(20), pages 1-12, October.

  2. Francesca Erica Di Girolamo & Francesca Campolongo & Jan De Spiegeleer & Wim Schoutens, 2017. "Contingent conversion convertible bond: New avenue to raise bank capital," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-31, March.

    Cited by:

    1. Wolff, Christian & Masror Khah, Sara Abed, 2015. "The Determinants of CoCo Bond Prices," CEPR Discussion Papers 10996, C.E.P.R. Discussion Papers.
    2. Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.
    3. Liu, Liang-Chih & Dai, Tian-Shyr & Zhou, Lei, 2024. "On the design of bail-in-able bonds from the perspective of non-financial firms," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1136-1155.
    4. Piotr Jaworski & Kamil Liberadzki & Marcin Liberadzki, 2021. "On Write-Down/ Write-Up Loss Absorbing Instruments," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1204-1219.

  3. Francesca Di Girolamo & Henrik Jonsson & Francesca Campolongo & Wim Schoutens, 2012. "Sense and Sensitivity: An Input Space Odyssey for Asset-Backed Security Ratings," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(4), pages 46-68, October.

    Cited by:

    1. Ali, Wahid & Duong, Pham Luu Trung & Khan, Mohd Shariq & Getu, Mesfin & Lee, Moonyong, 2018. "Measuring the reliability of a natural gas refrigeration plant: Uncertainty propagation and quantification with polynomial chaos expansion based sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 103-117.
    2. Arndt Claußen & Sebastian Löhr & Daniel Rösch, 2014. "An analytical approach for systematic risk sensitivity of structured finance products," Review of Derivatives Research, Springer, vol. 17(1), pages 1-37, April.

  4. Riccardo Lisa & Stefano Zedda & Francesco Vallascas & Francesca Campolongo & Massimo Marchesi, 2011. "Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework," Journal of Financial Services Research, Springer;Western Finance Association, vol. 40(3), pages 123-141, December.

    Cited by:

    1. Kevin Davis, 2020. "Regulatory changes to bank liability structures: implications for deposit insurance design," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(1), pages 95-106, March.
    2. Nizar, Muhammad Afdi & Mansur, Alfan, 2021. "Can the Indonesian banking industry benefit from a risk-based deposit insurance system?," MPRA Paper 109083, University Library of Munich, Germany.
    3. Nicodème, Gaëtan & Langedijk, Sven & Rossi, Alessandro & Pagano, Andrea, 2015. "Debt Bias in Corporate Income Taxation and the Costs of Banking Crises," CEPR Discussion Papers 10616, C.E.P.R. Discussion Papers.
    4. Langedijk, Sven & Fontana, Alessandro, 2019. "The Bank-Sovereign Loop and Financial Stability in the Euro Area," JRC Working Papers in Economics and Finance 2019-10, Joint Research Centre, European Commission.
    5. Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014. "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series 096, University of Pavia, Department of Economics and Management.
    6. Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
    7. Pilar Gómez-Fernández-Aguado & Antonio Partal-Ureña & Antonio Trujillo-Ponce, 2013. "Evaluating the effects of the EU directive proposal for risk-based deposit insurance premiums in Spain," Working Papers 13.01, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
    8. Pilar Gómez-Fernández-Aguado & Antonio Partal-Ureña & Antonio Trujillo-Ponce, 2016. "A note on the adequacy of the EU scheme for bank recovery, resolution and deposit insurance in Spain," Journal of Banking Regulation, Palgrave Macmillan, vol. 17(4), pages 332-337, November.
    9. Fernández-Aguado, Pilar Gómez & Martínez, Eduardo Trigo & Ruíz, Rafael Moreno & Ureña, Antonio Partal, 2022. "Evaluation of European Deposit Insurance Scheme funding based on risk analysis," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 234-247.
    10. Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    11. Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021. "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers 137, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    12. Carone, Giuseppe & Berti, Katia, 2014. "Assessing public debt sustainability in EU member states:a guide," MPRA Paper 62570, University Library of Munich, Germany.
    13. Clara Galliani & Stefano Zedda, 2015. "Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign?," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 597-614, April.
    14. International Association of Deposit Insurers, 2018. "Deposit Insurance Fund Target Ratio," IADI Research Papers 18-07, International Association of Deposit Insurers.
    15. Stefano Zedda & Simone Sbaraglia, 2020. "Which interbank net is the safest?," Risk Management, Palgrave Macmillan, vol. 22(1), pages 65-82, March.
    16. Serena Fatica & Wouter Heynderickx & Andrea Pagano, 2020. "Banks, Debt And Risk: Assessing The Spillovers Of Corporate Taxes," Economic Inquiry, Western Economic Association International, vol. 58(2), pages 1023-1044, April.
    17. Pilar G -Fernᮤez-Aguado & Antonio Partal-Ure & Antonio Trujillo-Ponce, 2014. "Moving toward risk-based deposit insurance premiums in the European Union: the case of Spain," Applied Economics, Taylor & Francis Journals, vol. 46(13), pages 1547-1564, May.
    18. Bartsch, Florian & Busies, Iulia & Emambakhsh, Tina & Grill, Michael & Simoens, Mathieu & Spaggiari, Martina & Tamburrini, Fabio, 2024. "Designing a macroprudential capital buffer for climate-related risks," Working Paper Series 2943, European Central Bank.
    19. Ronal Muresano & Andrea Pagano, 2016. "Adapting and Optimizing the Systemic Model of Banking Originated Losses (SYMBOL) Tool to the Multi-core Architecture," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 253-280, August.
    20. Wang, Chao & Liu, Xiaoxing & He, Jianmin, 2022. "Does diversification promote systemic risk?," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    21. Gómez Fernández-Aguado, Pilar & Partal Ureña, Antonio & Trigo Martínez, Eduardo, 2024. "Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 341-355.
    22. Paola Cerchiello & Paolo Giudici, 2014. "Conditional graphical models for systemic risk measurement," DEM Working Papers Series 087, University of Pavia, Department of Economics and Management.
    23. Kusaya, Charles & O’Keefe, John P. & Ufier, Alexander B., 2023. "Bridging the gap from the current deposit insurance fund to a fund target," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 148-157.
    24. Benczur, Peter & Cannas, Giuseppina & Cariboni, Jessica & Di Girolamo, Francesca & Maccaferri, Sara & Petracco Giudici, Marco, 2017. "Evaluating the effectiveness of the new EU bank regulatory framework: A farewell to bail-out?," Journal of Financial Stability, Elsevier, vol. 33(C), pages 207-223.
    25. Xiaoming Zhang & Chunyan Wei & Stefano Zedda, 2019. "Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach," Sustainability, MDPI, vol. 12(1), pages 1-15, December.
    26. George ANTON & Cosmin-Octavian CEPOI & Cătălin-Emilian HUIDUMAC-PETRESCU, 2022. "Estimating Probability of Default for Systemically Important Financial Institutions during Covid-19 Pandemic. Evidence from Europe and USA," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 44-53, April.

  5. Bedendo, Mascia & Campolongo, Francesca & Joossens, Elisabeth & Saita, Francesco, 2010. "Pricing multiasset equity options: How relevant is the dependence function?," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 788-801, April.

    Cited by:

    1. Kim, Young Shin & Rachev, Svetlozar T. & Bianchi, Michele Leonardo & Mitov, Ivan & Fabozzi, Frank J., 2011. "Time series analysis for financial market meltdowns," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1879-1891, August.
    2. Rombouts, Jeroen V.K. & Stentoft, Lars, 2011. "Multivariate option pricing with time varying volatility and correlations," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2267-2281, September.
    3. Grundke, Peter & Polle, Simone, 2012. "Crisis and risk dependencies," European Journal of Operational Research, Elsevier, vol. 223(2), pages 518-528.
    4. Lee, Chien-Chiang & Chang, Chi-Hung & Chen, Mei-Ping, 2015. "Industry co-movements of American depository receipts: Evidences from the copula approaches," Economic Modelling, Elsevier, vol. 46(C), pages 301-314.
    5. Nicola F. Zaugg & Lech A. Grzelak, 2024. "Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement," Papers 2407.02901, arXiv.org.
    6. Michele Leonardo Bianchi & Asmerilda Hitaj & Gian Luca Tassinari, 2020. "Multivariate non-Gaussian models for financial applications," Papers 2005.06390, arXiv.org.
    7. Herrera, R. & Eichler, S., 2011. "Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2916-2930, November.

  6. Saltelli, Andrea & Campolongo, Francesca & Cariboni, Jessica, 2009. "Screening important inputs in models with strong interaction properties," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1149-1155.

    Cited by:

    1. Borgonovo, E. & Peccati, L., 2011. "Finite change comparative statics for risk-coherent inventories," International Journal of Production Economics, Elsevier, vol. 131(1), pages 52-62, May.
    2. Ge, Qiao & Menendez, Monica, 2017. "Extending Morris method for qualitative global sensitivity analysis of models with dependent inputs," Reliability Engineering and System Safety, Elsevier, vol. 162(C), pages 28-39.
    3. Sinan Xiao & Zhenzhou Lu & Pan Wang, 2018. "Multivariate Global Sensitivity Analysis Based on Distance Components Decomposition," Risk Analysis, John Wiley & Sons, vol. 38(12), pages 2703-2721, December.
    4. Borgonovo, Emanuele & Rabitti, Giovanni, 2023. "Screening: From tornado diagrams to effective dimensions," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1200-1211.
    5. Chu-Agor, M.L. & Muñoz-Carpena, R. & Kiker, G.A. & Aiello-Lammens, M.E. & Akçakaya, H.R. & Convertino, M. & Linkov, I., 2012. "Simulating the fate of Florida Snowy Plovers with sea-level rise: Exploring research and management priorities with a global uncertainty and sensitivity analysis perspective," Ecological Modelling, Elsevier, vol. 224(1), pages 33-47.
    6. Hanqing Ma & Chunfeng Ma & Xin Li & Wenping Yuan & Zhengjia Liu & Gaofeng Zhu, 2020. "Sensitivity and Uncertainty Analyses of Flux-based Ecosystem Model towards Improvement of Forest GPP Simulation," Sustainability, MDPI, vol. 12(7), pages 1-18, March.
    7. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
    8. Emanuele Borgonovo, 2010. "A Methodology for Determining Interactions in Probabilistic Safety Assessment Models by Varying One Parameter at a Time," Risk Analysis, John Wiley & Sons, vol. 30(3), pages 385-399, March.
    9. Xu, Chonggang & Gertner, George, 2011. "Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 184-198, January.
    10. Marzloff, Martin P. & Johnson, Craig R. & Little, L. Rich & Soulié, Jean-Christophe & Ling, Scott D. & Frusher, Stewart D., 2013. "Sensitivity analysis and pattern-oriented validation of TRITON, a model with alternative community states: Insights on temperate rocky reefs dynamics," Ecological Modelling, Elsevier, vol. 258(C), pages 16-32.
    11. Ge, Qiao & Ciuffo, Biagio & Menendez, Monica, 2015. "Combining screening and metamodel-based methods: An efficient sequential approach for the sensitivity analysis of model outputs," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 334-344.

  7. Campolongo, F. & Cariboni, J. & Schoutens, W., 2006. "The importance of jumps in pricing European options," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1148-1154.

    Cited by:

    1. J. Beirlant & G. Claeskens & C. Croux & H. Degryse & H. Dewachter & G. Dhaene & J. Dhaene & I. Gijbels & M. Goovaerts & M. Hubert & F. Roodhooft & W. Schouten & M. Willekens, 2005. "Managing Uncertainty: Financial, Actuarial and Statistical Modeling," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(1), pages 23-48.
    2. Jan Pospíšil & Tomáš Sobotka & Philipp Ziegler, 2019. "Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure," Empirical Economics, Springer, vol. 57(6), pages 1935-1958, December.
    3. Jan Posp'iv{s}il & Tom'av{s} Sobotka & Philipp Ziegler, 2019. "Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure," Papers 1912.06709, arXiv.org.

  8. Saltelli, Andrea & Ratto, Marco & Tarantola, Stefano & Campolongo, Francesca, 2006. "Sensitivity analysis practices: Strategies for model-based inference," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1109-1125.

    Cited by:

    1. Imron, Muhammad Ali & Gergs, Andre & Berger, Uta, 2012. "Structure and sensitivity analysis of individual-based predator–prey models," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 71-81.
    2. Yu, W. & Harris, T.J., 2009. "Parameter uncertainty effects on variance-based sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 94(2), pages 596-603.
    3. Ting Peng & Jingying Fu & Dong Jiang & Jinshuang Du, 2020. "Simulation of the Growth Potential of Sugarcane as an Energy Crop Based on the APSIM Model," Energies, MDPI, vol. 13(9), pages 1-20, May.
    4. Chao Shi & Kenneth C. Land, 2021. "The Data Envelopment Analysis and Equal Weights/Minimax Methods of Composite Social Indicator Construction: a Methodological Study of Data Sensitivity and Robustness," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 16(4), pages 1689-1716, August.
    5. Drago, Carlo, 2017. "Interval Based Composite Indicators," ETA: Economic Theory and Applications 263481, Fondazione Eni Enrico Mattei (FEEM).
    6. Pannier, S. & Graf, W., 2015. "Sectional global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 110-117.
    7. Zhao, Gang & Bryan, Brett A. & Song, Xiaodong, 2014. "Sensitivity and uncertainty analysis of the APSIM-wheat model: Interactions between cultivar, environmental, and management parameters," Ecological Modelling, Elsevier, vol. 279(C), pages 1-11.
    8. Reder, Klara & Alcamo, Joseph & Flörke, Martina, 2017. "A sensitivity and uncertainty analysis of a continental-scale water quality model of pathogen pollution in African rivers," Ecological Modelling, Elsevier, vol. 351(C), pages 129-139.
    9. Velarde, Joey & Kramhøft, Claus & Sørensen, John Dalsgaard, 2019. "Global sensitivity analysis of offshore wind turbine foundation fatigue loads," Renewable Energy, Elsevier, vol. 140(C), pages 177-189.
    10. Haas, Marcelo B. & Guse, Björn & Pfannerstill, Matthias & Fohrer, Nicola, 2015. "Detection of dominant nitrate processes in ecohydrological modeling with temporal parameter sensitivity analysis," Ecological Modelling, Elsevier, vol. 314(C), pages 62-72.
    11. Masciantonio, Sergio, 2013. "Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective," MPRA Paper 46788, University Library of Munich, Germany.
    12. Yasser Abbasi & Chris M. Mannaerts, 2020. "Exploring the Environmental Exposure to Methoxychlor, α-HCH and Endosulfan–sulfate Residues in Lake Naivasha (Kenya) Using a Multimedia Fate Modeling Approach," IJERPH, MDPI, vol. 17(8), pages 1-18, April.
    13. Sulieman, H. & Kucuk, I. & McLellan, P.J., 2009. "Parametric sensitivity: A case study comparison," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2640-2652, May.
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