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Details about Andrea Ugolini

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Workplace:Faculdade de Ciências Econômicas (Faculty of Economics), Universidade do Estado do Rio de Janeiro (State University of Rio de Janeiro), (more information at EDIRC)

Access statistics for papers by Andrea Ugolini.

Last updated 2022-11-19. Update your information in the RePEc Author Service.

Short-id: pug17


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Working Papers

2022

  1. The impact of climate transition risks on financial stability. A systemic risk approach
    Working Papers, Joint Research Centre, European Commission Downloads

2016

  1. 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" Downloads
  2. 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 Downloads View citations (1)

Journal Articles

2022

  1. Climate transition risk, profitability and stock prices
    International Review of Financial Analysis, 2022, 83, (C) Downloads
  2. Do green bonds de-risk investment in low-carbon stocks?
    Economic Modelling, 2022, 108, (C) Downloads View citations (1)
  3. Switching connectedness between real estate investment trusts, oil, and gold markets
    Finance Research Letters, 2022, 49, (C) Downloads

2021

  1. Dynamic spillovers and network structure among commodity, currency, and stock markets
    Resources Policy, 2021, 74, (C) Downloads View citations (2)
  2. 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) Downloads View citations (5)

2020

  1. Network connectedness of green bonds and asset classes
    Energy Economics, 2020, 86, (C) Downloads View citations (45)
  2. Price connectedness between green bond and financial markets
    Economic Modelling, 2020, 88, (C), 25-38 Downloads View citations (57)
  3. Price spillovers between rare earth stocks and financial markets
    Resources Policy, 2020, 66, (C) Downloads View citations (14)

2019

  1. Interdependence Between Renewable-Energy and Low-Carbon Stock Prices
    Energies, 2019, 12, (23), 1-14 Downloads View citations (4)

2018

  1. Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network
    Emerging Markets Review, 2018, 35, (C), 164-189 Downloads View citations (5)
  2. The impact of Twitter sentiment on renewable energy stocks
    Energy Economics, 2018, 76, (C), 153-169 Downloads View citations (21)
  3. The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach
    Energy Economics, 2018, 76, (C), 136-152 Downloads View citations (52)

2017

  1. Quantile causality between gold commodity and gold stock prices
    Resources Policy, 2017, 53, (C), 56-63 Downloads View citations (15)
  2. Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
    Energy Economics, 2017, 61, (C), 241-252 Downloads View citations (141)

2016

  1. Downside and upside risk spillovers between exchange rates and stock prices
    Journal of Banking & Finance, 2016, 62, (C), 76-96 Downloads View citations (88)
  2. Quantile dependence of oil price movements and stock returns
    Energy Economics, 2016, 54, (C), 33-49 Downloads View citations (85)
  3. The impact of downward/upward oil price movements on metal prices
    Resources Policy, 2016, 49, (C), 129-141 Downloads View citations (50)

2015

  1. 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 Downloads View citations (26)
  2. Downside/upside price spillovers between precious metals: A vine copula approach
    The North American Journal of Economics and Finance, 2015, 34, (C), 84-102 Downloads View citations (36)
  3. Systemic risk in European sovereign debt markets: A CoVaR-copula approach
    Journal of International Money and Finance, 2015, 51, (C), 214-244 Downloads View citations (110)
 
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