Details about Andrea Ugolini

Access statistics for papers by Andrea Ugolini.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: pug17

Working Papers

2023

1. Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps
   Working Papers, Fondazione Eni Enrico Mattei
   Also in Working Papers, University of Milano-Bicocca, Department of Economics (2023)
   Staff Working Papers, Bank of Canada (2023)
   FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2023)
   See also Journal Article Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps, Research in International Business and Finance, Elsevier (2024) View citations (1) (2024)

2022

2. 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)

2016

3. Median Response to Shocks: A Model for VaR Spillovers in East Asia
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
4. Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (1)

Journal Articles

2024

1. Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps
   Research in International Business and Finance, 2024, 70, (PB) View citations (1)
   See also Working Paper Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps, Working Papers (2023) (2023)
2. Systemic risk effects of climate transition on financial stability
   International Review of Financial Analysis, 2024, 96, (PB)
3. Tail risks of energy transition metal prices for commodity prices
   Resources Policy, 2024, 93, (C)
4. The impact of uncertainty shocks on energy transition metal prices
   Resources Policy, 2024, 95, (C)

2023

5. Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets
   Finance Research Letters, 2023, 53, (C) View citations (15)

2022

6. Climate transition risk, profitability and stock prices
   International Review of Financial Analysis, 2022, 83, (C) View citations (20)
7. Do green bonds de-risk investment in low-carbon stocks?
   Economic Modelling, 2022, 108, (C) View citations (21)
8. Switching connectedness between real estate investment trusts, oil, and gold markets
   Finance Research Letters, 2022, 49, (C) View citations (5)

2021

9. Dynamic spillovers and network structure among commodity, currency, and stock markets
   Resources Policy, 2021, 74, (C) View citations (23)
10. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic
    Resources Policy, 2021, 73, (C) View citations (23)

2020

11. Network connectedness of green bonds and asset classes
    Energy Economics, 2020, 86, (C) View citations (130)
12. Price connectedness between green bond and financial markets
    Economic Modelling, 2020, 88, (C), 25-38 View citations (162)
13. Price spillovers between rare earth stocks and financial markets
    Resources Policy, 2020, 66, (C) View citations (36)

2019

14. Interdependence Between Renewable-Energy and Low-Carbon Stock Prices
    Energies, 2019, 12, (23), 1-14 View citations (8)

2018

15. Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network
    Emerging Markets Review, 2018, 35, (C), 164-189 View citations (9)
16. The impact of Twitter sentiment on renewable energy stocks
    Energy Economics, 2018, 76, (C), 153-169 View citations (40)
17. The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach
    Energy Economics, 2018, 76, (C), 136-152 View citations (100)

2017

18. Quantile causality between gold commodity and gold stock prices
    Resources Policy, 2017, 53, (C), 56-63 View citations (16)
19. Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
    Energy Economics, 2017, 61, (C), 241-252 View citations (218)

2016

20. Downside and upside risk spillovers between exchange rates and stock prices
    Journal of Banking & Finance, 2016, 62, (C), 76-96 View citations (124)
21. Quantile dependence of oil price movements and stock returns
    Energy Economics, 2016, 54, (C), 33-49 View citations (118)
22. The impact of downward/upward oil price movements on metal prices
    Resources Policy, 2016, 49, (C), 129-141 View citations (64)

2015

23. A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
    The North American Journal of Economics and Finance, 2015, 32, (C), 98-123 View citations (31)
24. Downside/upside price spillovers between precious metals: A vine copula approach
    The North American Journal of Economics and Finance, 2015, 34, (C), 84-102 View citations (41)
25. Systemic risk in European sovereign debt markets: A CoVaR-copula approach
    Journal of International Money and Finance, 2015, 51, (C), 214-244 View citations (138)