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Details about Jorge Mario Uribe Gil

E-mail:
Homepage:https://jorgemuribe.com/
Workplace:Grup de Recerca de Risc en Finances i Assegurances (Research Group Risk in Fianance and Insurance), Departament d'Econometria, Estadística i Economia Espanyola (Department of Econometrics, Statistics and Economics of Spain), Facultat d'Economia i Empresa (Faculty of Economics and Business), Universitat de Barcelona (University of Barcelona), (more information at EDIRC)

Access statistics for papers by Jorge Mario Uribe Gil.

Last updated 2019-10-18. Update your information in the RePEc Author Service.

Short-id: pur43


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Working Papers

2019

  1. Uncovering the time-varying relationship between commonality in liquidity and volatility
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads

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

2016

  1. 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. 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)

Journal Articles

2019

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

2018

  1. Currency downside risk, liquidity, and financial stability
    Journal of International Money and Finance, 2018, 89, (C), 83-102 Downloads View citations (1)
  2. 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
  3. Financial risk network architecture of energy firms
    Applied Energy, 2018, 215, (C), 630-642 Downloads View citations (5)
  4. Risk Synchronization in International Stock Markets
    Global Economic Review, 2018, 47, (2), 135-150 Downloads
  5. Trends in the Quantiles of the Life Table Survivorship Function
    European Journal of Population, 2018, 34, (5), 793-817 Downloads
  6. Uncovering the nonlinear predictive causality between natural gas and electricity prices
    Energy Economics, 2018, 74, (C), 904-916 Downloads

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 (22)
    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 (11)
  3. Nonlinear empirical pricing in electricity markets using fundamental weather factors
    Energy, 2017, 139, (C), 594-605 Downloads View citations (5)
  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 (6)
    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. MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
    ASTIN Bulletin, 2016, 46, (1), 165-190 Downloads View citations (1)
 
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