Concepedia

Elena Dumitrescu

ED

6

Publications

1.4K

Citations

6

H-Index

2012

Active since

Affiliations

Université d'Orléans(Current)

Laboratoire d’Économie d’Orléans

International Monetary Fund

European University Institute

Elena Dumitrescu is an author at Université d'Orléans specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsStatisticsEconomic AnalysisTradeManagementExchange RateGlobal FinanceFinancial Crisis

Publications per year

2012–2021

6

Publications

6

Testing for Granger Non-causality in Heterogeneous Panels

Christophe Hurlin, Elena Dumitrescu · RePEc: Research Papers in Economics · 2012 · 959 citations · Full text

Econometric Model, Economics, Cross-section Units +14

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

Elena Dumitrescu, Sullivan Hué, Christophe Hurlin et al. · European Journal of Operational Research · 2021 · 361 citations · Full text

Engineering, Machine Learning, Data Mining +10

Commodity Prices and Exchange Rate Volatility: Lessons from South Africa's Capital Account Liberalization

Rabah Arezki, Elena Dumitrescu · Emerging Markets Review · 2012 · 19 citations · Full text

Capital Account Liberalization, Economics, International Finance +11

Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk

Elena Dumitrescu, Denisa Banulescu Radu · SSRN Electronic Journal · 2012 · 18 citations · Full text

Which are the SIFIs? A Component Expected Shortfall approach to systemic risk

Denisa Banulescu‐Radu, Elena Dumitrescu · Journal of Banking & Finance · 2014 · 14 citations

Economics, Financial Risk Management, Risk Management +9

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