Details about Jorge Mario Uribe Gil

Access statistics for papers by Jorge Mario Uribe Gil.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: pur43

Working Papers

2025

1. R&D Investment and Financial Stability
   Documentos de trabajo, FLAR
2. The Impact of Colombia’s Gross Leverage Position in Foreign Exchange Derivatives on Housing Market Stability
   Documentos de trabajo, FLAR

2024

3. Asymmetric Sovereign Risk: Implications for Climate Change Preparation
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   Also in IDB Publications (Working Papers), Inter-American Development Bank (2024)
   See also Journal Article Asymmetric sovereign risk: Implications for climate change preparation, World Development, Elsevier (2025) (2025)
4. Climate Growth at Risk in the Global South
   Documentos de trabajo, FLAR
5. High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies
   Documentos de trabajo, FLAR
   See also Journal Article High frequency monitoring of credit creation: A new tool for central banks in emerging market economies, The Quarterly Review of Economics and Finance, Elsevier (2024) (2024)
6. Integration and Financial Stability: A Post-Global Crisis Assessment
   Documentos de trabajo, FLAR
7. Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
8. Sovereign Risk and Economic Complexity
   IDB Publications (Working Papers), Inter-American Development Bank
9. Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’
   Documentos de trabajo, FLAR
   See also Journal Article Term spread spillovers to Latin America and emergence of the ‘Twin Ds’, International Review of Economics & Finance, Elsevier (2024) (2024)

2023

10. An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk
    Documentos de trabajo, FLAR View citations (3)
    See also Journal Article An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk, Finance Research Letters, Elsevier (2023) View citations (2) (2023)
11. Fiscal crises and climate change
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
12. Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (1)
13. U.S. Monetary Policy Shocks and Bank Lending in Latin America: Evidence of an International Bank Lending Channel
    Documentos de trabajo, FLAR
14. US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (1)
    Also in Documentos de trabajo, FLAR (2023) View citations (1)

2022

15. Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries
    Documentos de trabajo, FLAR
    See also Journal Article Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries, Emerging Markets Review, Elsevier (2023) View citations (2) (2023)
16. Daily Growth at Risk: financial or real drivers? The answer is not always the same
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Daily growth at risk: Financial or real drivers? The answer is not always the same, International Journal of Forecasting, Elsevier (2024) (2024)
17. Does economic complexity reduce the probability of a fiscal crisis?
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (2)
    See also Journal Article Does economic complexity reduce the probability of a fiscal crisis?, World Development, Elsevier (2023) View citations (13) (2023)
18. Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Energy firms in emerging markets: Systemic risk and diversification opportunities, Emerging Markets Review, Elsevier (2023) View citations (4) (2023)
19. Monitoring daily unemployment at risk
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
20. Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter
    IDB Publications (Working Papers), Inter-American Development Bank
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2021)
    See also Journal Article Risk spillovers between global corporations and Latin American sovereigns: global factors matter, Applied Economics, Taylor & Francis Journals (2023) View citations (3) (2023)

2021

21. Assessing the relationship between electricity and natural gas prices in European markets in times of distress
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Assessing the relationship between electricity and natural gas prices in European markets in times of distress, Energy Policy, Elsevier (2022) View citations (13) (2022)
22. Commonality, macroeconomic factors and banking profitability
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Commonality, macroeconomic factors and banking profitability, The North American Journal of Economics and Finance, Elsevier (2022) View citations (2) (2022)
23. Financial and Macroeconomic Uncertainties and Real Estate Markets
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Financial and Macroeconomic Uncertainties and Real Estate Markets, Eastern Economic Journal, Palgrave Macmillan (2024) (2024)
24. Interdependent Capital Structure Choices and the Macroeconomy
    Working papers, Red Investigadores de Economía
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2021)
    See also Journal Article Interdependent capital structure choices and the macroeconomy, The North American Journal of Economics and Finance, Elsevier (2022) View citations (2) (2022)
25. Price Bubbles in Lithium Markets around the World
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
26. Rethinking Asset Pricing with Quantile Factor Models
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
27. Vulnerable Funding in the Global Economy
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Vulnerable funding in the global economy, Journal of Banking & Finance, Elsevier (2024) (2024)

2020

28. Global effects of US uncertainty: real and financial shocks on real and financial markets
    Working papers, Red Investigadores de Economía View citations (2)
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2020)
29. 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

2019

30. Expected, Unexpected, Good and Bad Uncertainty
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
31. Uncovering the time-varying relationship between commonality in liquidity and volatility
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Uncovering the time-varying relationship between commonality in liquidity and volatility, International Review of Financial Analysis, Elsevier (2020) View citations (6) (2020)

2018

32. Scaling Down Downside Risk with Inter-Quantile Semivariances
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
33. 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

2017

34. Dynamic Connectedness and Causality between Oil prices and Exchange Rates
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)

2016

35. Crecimiento económico colombiano y quiebres estructurales endógenos
    Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín
36. 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 Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach, Journal of International Financial Markets, Institutions and Money, Elsevier (2017) View citations (83) (2017)

2015

37. Measuaring Uncertainty in the Stock Market
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (1)
    See also Journal Article Measuring uncertainty in the stock market, International Review of Economics & Finance, Elsevier (2017) View citations (30) (2017)
38. Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions
    Working Papers, Universitat de Barcelona, UB Riskcenter View citations (2)
39. 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
    See also Journal Article Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis, Emerging Markets Review, Elsevier (2017) View citations (26) (2017)

2013

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

2011

42. Mercado de Acciones Colombiano. Determinantes Macroeconómicos y Papel de las AFP
    Documentos de Trabajo, Universidad del Valle, CIDSE
43. Otro País Exportador Neto de Petróleo y sus Reacciones Macroeconómicas ante Cambios del Precio: Colombia
    Documentos de Trabajo, Universidad del Valle, CIDSE View citations (1)

2009

44. Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Borradores de Economia, Banco de la Republica (2009)

2008

45. Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia
46. 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 View citations (3)

2007

47. CARACTERIZACIÓN DEL MERCADO ACCIONARIO COLOMBIANO, 2001-2006: UN ANÁLISIS COMPARATIVO
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2007)
48. Indicadores básicos de desarrollo del mercado accionario colombiano
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia

Journal Articles

2025

1. Asymmetric sovereign risk: Implications for climate change preparation
   World Development, 2025, 188, (C)
   See also Working Paper Asymmetric Sovereign Risk: Implications for Climate Change Preparation, IREA Working Papers (2024) (2024)
2. Common Factors in the Profitability of Energy Firms
   The Energy Journal, 2025, 46, (2), 171-200
3. Investment in intangible assets and economic complexity
   Research Policy, 2025, 54, (1) View citations (1)
4. Sovereign debt cost and economic complexity
   Journal of International Financial Markets, Institutions and Money, 2025, 99, (C)

2024

5. Capital structure decisions in the energy transition: Insights from Spain
   Utilities Policy, 2024, 91, (C)
6. Daily growth at risk: Financial or real drivers? The answer is not always the same
   International Journal of Forecasting, 2024, 40, (2), 762-776
   See also Working Paper Daily Growth at Risk: financial or real drivers? The answer is not always the same, IREA Working Papers (2022) (2022)
7. Financial and Macroeconomic Uncertainties and Real Estate Markets
   Eastern Economic Journal, 2024, 50, (1), 29-53
   See also Working Paper Financial and Macroeconomic Uncertainties and Real Estate Markets, IREA Working Papers (2021) (2021)
8. Financial integration and banking stability: A post-global crisis assessment
   Economic Modelling, 2024, 139, (C)
9. High frequency monitoring of credit creation: A new tool for central banks in emerging market economies
   The Quarterly Review of Economics and Finance, 2024, 97, (C)
   See also Working Paper High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies, Documentos de trabajo (2024) (2024)
10. Term spread spillovers to Latin America and emergence of the ‘Twin Ds’
    International Review of Economics & Finance, 2024, 96, (PB)
    See also Working Paper Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’, Documentos de trabajo (2024) (2024)
11. US uncertainty shocks on real and financial markets: A multi-country perspective
    Economic Systems, 2024, 48, (3) View citations (1)
12. Vulnerability of European electricity markets: A quantile connectedness approach
    Energy Policy, 2024, 184, (C) View citations (2)
13. Vulnerable funding in the global economy
    Journal of Banking & Finance, 2024, 169, (C)
    See also Working Paper Vulnerable Funding in the Global Economy, IREA Working Papers (2021) (2021)
14. Weather conditions, climate change, and the price of electricity
    Energy Economics, 2024, 137, (C) View citations (2)

2023

15. An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk
    Finance Research Letters, 2023, 57, (C) View citations (2)
    See also Working Paper An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk, Documentos de trabajo (2023) View citations (3) (2023)
16. Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries
    Emerging Markets Review, 2023, 55, (C) View citations (2)
    See also Working Paper Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries, Documentos de trabajo (2022) (2022)
17. Cash flow investment, external funding and the energy transition: Evidence from large US energy firms
    Energy Policy, 2023, 181, (C) View citations (2)
18. Cyclical capital structure decisions
    The North American Journal of Economics and Finance, 2023, 66, (C) View citations (1)
19. Does economic complexity reduce the probability of a fiscal crisis?
    World Development, 2023, 168, (C) View citations (13)
    See also Working Paper Does economic complexity reduce the probability of a fiscal crisis?, IREA Working Papers (2022) View citations (2) (2022)
20. Energy firms in emerging markets: Systemic risk and diversification opportunities
    Emerging Markets Review, 2023, 56, (C) View citations (4)
    See also Working Paper Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities, IREA Working Papers (2022) (2022)
21. European stock market volatility connectedness: The role of country and sector membership
    Journal of International Financial Markets, Institutions and Money, 2023, 82, (C) View citations (7)
22. Expected, unexpected, good and bad aggregate uncertainty
    Studies in Nonlinear Dynamics & Econometrics, 2023, 27, (2), 265-284 View citations (1)
23. Nonlinear market liquidity: An empirical examination
    International Review of Financial Analysis, 2023, 87, (C)
24. Risk spillovers between global corporations and Latin American sovereigns: global factors matter
    Applied Economics, 2023, 55, (13), 1477-1496 View citations (3)
    See also Working Paper Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter, IDB Publications (Working Papers) (2022) (2022)
25. Risk spillovers of critical metals firms
    Resources Policy, 2023, 86, (PB) View citations (4)
26. Systemic political risk
    Economic Modelling, 2023, 125, (C)

2022

27. Assessing the relationship between electricity and natural gas prices in European markets in times of distress
    Energy Policy, 2022, 166, (C) View citations (13)
    See also Working Paper Assessing the relationship between electricity and natural gas prices in European markets in times of distress, IREA Working Papers (2021) (2021)
28. Commonality, macroeconomic factors and banking profitability
    The North American Journal of Economics and Finance, 2022, 62, (C) View citations (2)
    See also Working Paper Commonality, macroeconomic factors and banking profitability, IREA Working Papers (2021) (2021)
29. Interdependent capital structure choices and the macroeconomy
    The North American Journal of Economics and Finance, 2022, 62, (C) View citations (2)
    See also Working Paper Interdependent Capital Structure Choices and the Macroeconomy, Working papers (2021) (2021)
30. Pricing the risk due to weather conditions in small variable renewable energy projects
    Applied Energy, 2022, 322, (C) View citations (3)
31. Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets
    Journal of Commodity Markets, 2022, 28, (C) View citations (15)

2021

32. Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State
    Finance Research Letters, 2021, 38, (C) View citations (1)
33. Asymmetric volatility spillovers and consumption risk-sharing
    Applied Economics, 2021, 53, (35), 4100-4117 View citations (2)

2020

34. Characterizing electricity market integration in Nord Pool
    Energy, 2020, 208, (C) View citations (12)
35. Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation
    Resources Policy, 2020, 69, (C) View citations (5)
36. Generalized Market Uncertainty Measurement in European Stock Markets in Real Time
    Mathematics, 2020, 8, (12), 1-11
37. Giving and receiving: Exploring the predictive causality between oil prices and exchange rates
    International Finance, 2020, 23, (1), 175-194 View citations (15)
38. The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions
    Empirical Economics, 2020, 59, (5), 2443-2472 View citations (3)
39. Uncovering the time-varying relationship between commonality in liquidity and volatility
    International Review of Financial Analysis, 2020, 69, (C) View citations (6)
    See also Working Paper Uncovering the time-varying relationship between commonality in liquidity and volatility, IREA Working Papers (2019) (2019)

2019

40. Volatility Spillovers in Energy Markets
    The Energy Journal, 2019, Volume 40, (Number 3) View citations (27)
    Also in The Energy Journal, 2019, 40, (3), 173-198 (2019) View citations (5)

2018

41. Currency downside risk, liquidity, and financial stability
    Journal of International Money and Finance, 2018, 89, (C), 83-102 View citations (13)
42. 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
    Also in Revista Finanzas y Politica Economica, 2017, 10, (1), 173-187 (2017)
    Revista Finanzas y Politica Economica, 2017, 10, (1), 173-187 (2017)
43. 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 View citations (5)
44. Financial risk network architecture of energy firms
    Applied Energy, 2018, 215, (C), 630-642 View citations (37)
45. Risk Synchronization in International Stock Markets
    Global Economic Review, 2018, 47, (2), 135-150 View citations (1)
46. Trends in the Quantiles of the Life Table Survivorship Function
    European Journal of Population, 2018, 34, (5), 793-817
47. Uncovering the nonlinear predictive causality between natural gas and electricity prices
    Energy Economics, 2018, 74, (C), 904-916 View citations (13)

2017

48. 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 View citations (83)
    See also Working Paper Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach, Working Papers (2016) View citations (2) (2016)
49. Measuring uncertainty in the stock market
    International Review of Economics & Finance, 2017, 48, (C), 18-33 View citations (30)
    See also Working Paper Measuaring Uncertainty in the Stock Market, IREA Working Papers (2015) View citations (1) (2015)
50. Nonlinear empirical pricing in electricity markets using fundamental weather factors
    Energy, 2017, 139, (C), 594-605 View citations (24)
51. Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis
    Emerging Markets Review, 2017, 31, (C), 32-46 View citations (26)
    See also Working Paper Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis, IREA Working Papers (2015) (2015)
52. 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 View citations (4)

2016

53. A comparative analysis of stock market cycles
    Macroeconomics and Finance in Emerging Market Economies, 2016, 9, (3), 241-261
54. 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
55. Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile
    Revista de Economía del Caribe, 2016, 1-19
56. Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
    Lecturas de Economía, 2016, (85), 155-178
57. MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
    ASTIN Bulletin, 2016, 46, (1), 165-190 View citations (3)
58. Regímenes de riesgo en el mercado de acciones colombiano
    Revista Sociedad y Economía, 2016, (30), 11-404
59. Tablas de vida de Santiago de Cali: Tendencias recientes y proyecciones: 1985-2030
    Revista Sociedad y Economía, 2016, (32), 11-250

2015

60. Ciclo financiero de referencia en Colombia
    Revista Lecturas de Economía, 2015, (83), 33-62
61. Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia
    Revista Ecos de Economía, 2015, 19, (41), 24-44
62. Reference financial cycle in Colombia
    Lecturas de Economía, 2015, (83), 33-62

2014

63. Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina
    Revista Lecturas de Economía, 2014, (81), 57-90
64. Financial bubbles and recent behaviour of the Latin American stock markets
    Lecturas de Economía, 2014, (81), 57-90
65. Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos
    Revista Cuadernos de Economia, 2014

2012

66. La medición del riesgo en eventos extremos. Una revisión metodológica en contexto
    Revista Lecturas de Economía, 2012
67. Risk measurement under extreme events. An in-context methodological review
    Lecturas de Economía, 2012, (76), 87-117

2011

68. Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
    Revista Lecturas de Economía, 2011 View citations (1)
69. Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
    Lecturas de Economía, 2011, (75), 29-57
70. Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones
    Revista Cuadernos de Economia, 2011 View citations (1)