Details about Javier Ojea Ferreiro

Access statistics for papers by Javier Ojea Ferreiro.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: poj23

Working Papers

2023

1. Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data
   Discussion Papers, Bank of Canada View citations (1)

2022

2. The Hedging Cost of Forgetting the Exchange Rate
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
3. The impact of climate transition risks on financial stability. A systemic risk approach
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (2)

2021

4. Deconstrucción del riesgo sistémico: Un método de prueba de resistencia inversa
   CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas
5. Deconstructing systemic risk: A reverse stress testing approach
   CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department
   See also Chapter Deconstructing Systemic Risk: A Reverse Stress Testing Approach, Springer Books, Springer (2021) (2021)
6. Exchange rates and the global transmission of equity market shocks
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (1)

2019

7. A proposal for the design of energy-related scenario for stock stress testing
   CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department
8. Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
   Working Paper Series, European Central Bank
   See also Journal Article Disentangling the role of the exchange rate in oil-related scenarios for the European stock market, Energy Economics, Elsevier (2020) View citations (6) (2020)
9. Una propuesta para el diseño de un test de estrés del mercado de renta variable a un escenario energético
   CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas

2018

10. Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (3)

Journal Articles

2022

1. Do green bonds de-risk investment in low-carbon stocks?
   Economic Modelling, 2022, 108, (C) View citations (21)

2020

2. Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
   Energy Economics, 2020, 89, (C) View citations (6)
   See also Working Paper Disentangling the role of the exchange rate in oil-related scenarios for the European stock market, Working Paper Series (2019) (2019)

2019

3. Structural change in the link between oil and the European stock market: implications for risk management
   Dependence Modeling, 2019, 7, (1), 53-125 View citations (7)

Chapters

2021

1. Deconstructing Systemic Risk: A Reverse Stress Testing Approach
   Springer
   See also Working Paper Deconstructing systemic risk: A reverse stress testing approach, CNMV- Spanish Securities Markets Commission - Research and Statistics Department (2021) (2021)