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Details about Jorge Mario Uribe Gil

E-mail:
Homepage:https://jorgemuribe.com/
Workplace:Estudis d'Economia i Empresa (Economics and Business Studies Department), Universitat Oberta de Catalunya (Open University of Catalonia), (more information at EDIRC)

Access statistics for papers by Jorge Mario Uribe Gil.

Last updated 2020-09-21. Update your information in the RePEc Author Service.

Short-id: pur43


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Working Papers

2020

  1. Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets
    Working papers, Red Investigadores de Economía Downloads

2019

  1. Expected, Unexpected, Good and Bad Uncertainty
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  2. Uncovering the time-varying relationship between commonality in liquidity and volatility
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    See also Journal Article in International Review of Financial Analysis (2020)

2018

  1. Scaling Down Downside Risk with Inter-Quantile Semivariances
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  2. Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads

2017

  1. Dynamic Connectedness and Causality between Oil prices and Exchange Rates
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)

2016

  1. Crecimiento económico colombiano y quiebres estructurales endógenos
    Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín Downloads
  2. Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile
    Revista de Economía del Caribe, Universidad del Norte Downloads
  3. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2017)

2015

  1. Measuaring Uncertainty in the Stock Market
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (1)
    See also Journal Article in International Review of Economics & Finance (2017)
  2. Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions
    Working Papers, Universitat de Barcelona, UB Riskcenter Downloads View citations (2)
  3. Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    See also Journal Article in Emerging Markets Review (2017)

2013

  1. Burbujas financieras: dos alternativas de identificación aplicadas a Colombia
    Documentos de Trabajo - CIDSE, Universidad del Valle - CIDSE Downloads
  2. Testing for multiple bubbles with daily data
    Documentos de Trabajo - CIDSE, Universidad del Valle - CIDSE Downloads View citations (2)

2011

  1. Mercado de Acciones Colombiano. Determinantes Macroeconómicos y Papel de las AFP
    Documentos de Trabajo - CIDSE, Universidad del Valle - CIDSE Downloads
  2. Otro País Exportador Neto de Petróleo y sus Reacciones Macroeconómicas ante Cambios del Precio: Colombia
    Documentos de Trabajo - CIDSE, Universidad del Valle - CIDSE Downloads

2009

  1. Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2009) Downloads

2008

  1. Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia Downloads
  2. Una aproximación dinámica a la medición del riesgo de mercado para los bancos comerciales en Colombia
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia Downloads View citations (3)

2007

  1. CARACTERIZACIÓN DEL MERCADO ACCIONARIO COLOMBIANO, 2001-2006: UN ANÁLISIS COMPARATIVO
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2007) Downloads
  2. Indicadores básicos de desarrollo del mercado accionario colombiano
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia Downloads

Journal Articles

2020

  1. Characterizing electricity market integration in Nord Pool
    Energy, 2020, 208, (C) Downloads
  2. Giving and receiving: Exploring the predictive causality between oil prices and exchange rates
    International Finance, 2020, 23, (1), 175-194 Downloads View citations (1)
  3. Uncovering the time-varying relationship between commonality in liquidity and volatility
    International Review of Financial Analysis, 2020, 69, (C) Downloads
    See also Working Paper (2019)

2019

  1. Volatility Spillovers in Energy Markets
    The Energy Journal, 2019, Volume 40, (Number 3) Downloads View citations (2)

2018

  1. Currency downside risk, liquidity, and financial stability
    Journal of International Money and Finance, 2018, 89, (C), 83-102 Downloads View citations (3)
  2. Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano
    Revista Finanzas y Politica Economica, 2018, 10, (1), 173-187 Downloads
    Also in Revista Finanzas y Politica Economica, 2017, 10, (1), 173-187 (2017) Downloads
  3. Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach
    Renewable and Sustainable Energy Reviews, 2018, 94, (C), 456-467 Downloads View citations (1)
  4. Financial risk network architecture of energy firms
    Applied Energy, 2018, 215, (C), 630-642 Downloads View citations (5)
  5. Risk Synchronization in International Stock Markets
    Global Economic Review, 2018, 47, (2), 135-150 Downloads
  6. Trends in the Quantiles of the Life Table Survivorship Function
    European Journal of Population, 2018, 34, (5), 793-817 Downloads
  7. Uncovering the nonlinear predictive causality between natural gas and electricity prices
    Energy Economics, 2018, 74, (C), 904-916 Downloads View citations (1)

2017

  1. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach
    Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 178-191 Downloads View citations (34)
    See also Working Paper (2016)
  2. Measuring uncertainty in the stock market
    International Review of Economics & Finance, 2017, 48, (C), 18-33 Downloads View citations (16)
    See also Working Paper (2015)
  3. Nonlinear empirical pricing in electricity markets using fundamental weather factors
    Energy, 2017, 139, (C), 594-605 Downloads View citations (6)
  4. Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis
    Emerging Markets Review, 2017, 31, (C), 32-46 Downloads View citations (10)
    See also Working Paper (2015)
  5. Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?
    Journal of International Financial Markets, Institutions and Money, 2017, 50, (C), 52-68 Downloads

2016

  1. A comparative analysis of stock market cycles
    Macroeconomics and Finance in Emerging Market Economies, 2016, 9, (3), 241-261 Downloads
  2. Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo
    Revista Finanzas y Politica Economica, 2016, 8, (1), 83-103 Downloads
  3. Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
    Lecturas de Economía, 2016, (85), 155-178 Downloads
  4. MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
    ASTIN Bulletin, 2016, 46, (1), 165-190 Downloads View citations (1)
  5. Tablas de vida de Santiago de Cali: Tendencias recientes y proyecciones: 1985-2030
    Revista Sociedad y Economía - CIDSE, 2016, (32), 11-250 Downloads

2015

  1. Ciclo financiero de referencia en Colombia
    Revista Lecturas de Economía, 2015, (83), 33-62 Downloads
  2. Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia
    Revista Ecos de Economía, 2015, 19, (41), 24-44 Downloads

2014

  1. Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina
    Revista Lecturas de Economía, 2014, (81), 57-90 Downloads
  2. Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos
    Revista Cuadernos de Economía, 2014 Downloads

2012

  1. La medición del riesgo en eventos extremos. Una revisión metodológica en contexto
    Revista Lecturas de Economía, 2012 Downloads

2011

  1. Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
    Revista Lecturas de Economía, 2011 Downloads
  2. Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones
    Revista Cuadernos de Economía, 2011 Downloads View citations (1)
 
Page updated 2020-09-22