Details about Jorge Mario Uribe Gil
Access statistics for papers by Jorge Mario Uribe Gil.
Last updated 2023-03-05. Update your information in the RePEc Author Service.
Short-id: pur43
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Working Papers
2023
- Fiscal crises and climate change
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics 
- 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
Also in Documentos de trabajo, Documentos de Discusión FLAR (2023)
2022
- Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries
Documentos de trabajo, Documentos de Discusión FLAR
- 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
- Does economic complexity reduce the probability of a fiscal crisis?
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
- Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
- Monitoring daily unemployment at risk
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
2021
- 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 in Energy Policy (2022)
- Commonality, macroeconomic factors and banking profitability
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
See also Journal Article in The North American Journal of Economics and Finance (2022)
- Financial and Macroeconomic Uncertainties and Real Estate Markets
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
- 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 in The North American Journal of Economics and Finance (2022)
- Price Bubbles in Lithium Markets around the World
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
- Rethinking Asset Pricing with Quantile Factor Models
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
- Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
See also Journal Article in Applied Economics (2023)
- Vulnerable Funding in the Global Economy
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
2020
- Global effects of US uncertainty: real and financial shocks on real and financial markets
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
Also in Working papers, Red Investigadores de Economía (2020)
- 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
- Expected, Unexpected, Good and Bad Uncertainty
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
- 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 in International Review of Financial Analysis (2020)
2018
- Scaling Down Downside Risk with Inter-Quantile Semivariances
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
- 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
- Dynamic Connectedness and Causality between Oil prices and Exchange Rates
Borradores de Economia, Banco de la Republica de Colombia View citations (2)
2016
- Crecimiento económico colombiano y quiebres estructurales endógenos
Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín
- 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
- 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
- Measuaring Uncertainty in the Stock Market
IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (1)
See also Journal Article in International Review of Economics & Finance (2017)
- Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions
Working Papers, Universitat de Barcelona, UB Riskcenter View citations (2)
- 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 in Emerging Markets Review (2017)
2013
- Burbujas financieras: dos alternativas de identificación aplicadas a Colombia
Documentos de Trabajo - CIDSE, Universidad del Valle - CIDSE
- Testing for multiple bubbles with daily data
Documentos de Trabajo - CIDSE, Universidad del Valle - CIDSE View citations (2)
2011
- Mercado de Acciones Colombiano. Determinantes Macroeconómicos y Papel de las AFP
Documentos de Trabajo - CIDSE, Universidad del Valle - CIDSE
- Otro País Exportador Neto de Petróleo y sus Reacciones Macroeconómicas ante Cambios del Precio: Colombia
Documentos de Trabajo - CIDSE, Universidad del Valle - CIDSE View citations (1)
2009
- 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 REPÚBLICA (2009)
2008
- Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos
Temas de Estabilidad Financiera, Banco de la Republica de Colombia
- 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
- CARACTERIZACIÓN DEL MERCADO ACCIONARIO COLOMBIANO, 2001-2006: UN ANÁLISIS COMPARATIVO
BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
Also in Borradores de Economia, Banco de la Republica de Colombia (2007)
- Indicadores básicos de desarrollo del mercado accionario colombiano
Temas de Estabilidad Financiera, Banco de la Republica de Colombia
Journal Articles
2023
- European stock market volatility connectedness: The role of country and sector membership
Journal of International Financial Markets, Institutions and Money, 2023, 82, (C)
- Risk spillovers between global corporations and Latin American sovereigns: global factors matter
Applied Economics, 2023, 55, (13), 1477-1496
See also Working Paper (2021)
2022
- Assessing the relationship between electricity and natural gas prices in European markets in times of distress
Energy Policy, 2022, 166, (C) View citations (3)
See also Working Paper (2021)
- Commonality, macroeconomic factors and banking profitability
The North American Journal of Economics and Finance, 2022, 62, (C)
See also Working Paper (2021)
- Interdependent capital structure choices and the macroeconomy
The North American Journal of Economics and Finance, 2022, 62, (C)
See also Working Paper (2021)
- Pricing the risk due to weather conditions in small variable renewable energy projects
Applied Energy, 2022, 322, (C)
- 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 (1)
2021
- Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State
Finance Research Letters, 2021, 38, (C) View citations (1)
- Asymmetric volatility spillovers and consumption risk-sharing
Applied Economics, 2021, 53, (35), 4100-4117 View citations (1)
2020
- Characterizing electricity market integration in Nord Pool
Energy, 2020, 208, (C) View citations (2)
- Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation
Resources Policy, 2020, 69, (C) View citations (2)
- Generalized Market Uncertainty Measurement in European Stock Markets in Real Time
Mathematics, 2020, 8, (12), 1-11
- Giving and receiving: Exploring the predictive causality between oil prices and exchange rates
International Finance, 2020, 23, (1), 175-194 View citations (12)
- 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)
- Uncovering the time-varying relationship between commonality in liquidity and volatility
International Review of Financial Analysis, 2020, 69, (C) View citations (3)
See also Working Paper (2019)
2019
- Volatility Spillovers in Energy Markets
The Energy Journal, 2019, Volume 40, (Number 3) View citations (14)
2018
- Currency downside risk, liquidity, and financial stability
Journal of International Money and Finance, 2018, 89, (C), 83-102 View citations (4)
- 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)
- 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 (3)
- Financial risk network architecture of energy firms
Applied Energy, 2018, 215, (C), 630-642 View citations (22)
- Risk Synchronization in International Stock Markets
Global Economic Review, 2018, 47, (2), 135-150 View citations (1)
- Trends in the Quantiles of the Life Table Survivorship Function
European Journal of Population, 2018, 34, (5), 793-817
- Uncovering the nonlinear predictive causality between natural gas and electricity prices
Energy Economics, 2018, 74, (C), 904-916 View citations (7)
2017
- 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 (72)
See also Working Paper (2016)
- Measuring uncertainty in the stock market
International Review of Economics & Finance, 2017, 48, (C), 18-33 View citations (23)
See also Working Paper (2015)
- Nonlinear empirical pricing in electricity markets using fundamental weather factors
Energy, 2017, 139, (C), 594-605 View citations (13)
- 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 (22)
See also Working Paper (2015)
- 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 (2)
2016
- A comparative analysis of stock market cycles
Macroeconomics and Finance in Emerging Market Economies, 2016, 9, (3), 241-261
- 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
- Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
Lecturas de Economía, 2016, (85), 155-178
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
ASTIN Bulletin, 2016, 46, (1), 165-190 View citations (2)
- Tablas de vida de Santiago de Cali: Tendencias recientes y proyecciones: 1985-2030
Revista Sociedad y Economía - CIDSE, 2016, (32), 11-250
2015
- Ciclo financiero de referencia en Colombia
Revista Lecturas de Economía, 2015, (83), 33-62
- Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia
Revista Ecos de Economía, 2015, 19, (41), 24-44
- Reference financial cycle in Colombia
Lecturas de Economía, 2015, (83), 33-62
2014
- Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina
Revista Lecturas de Economía, 2014, (81), 57-90
- Financial bubbles and recent behaviour of the Latin American stock markets
Lecturas de Economía, 2014, (81), 57-90
- Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos
Revista Cuadernos de Economía, 2014
2012
- La medición del riesgo en eventos extremos. Una revisión metodológica en contexto
Revista Lecturas de Economía, 2012
- Risk measurement under extreme events. An in-context methodological review
Lecturas de Economía, 2012, (76), 87-117
2011
- Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica
Revista Lecturas de Economía, 2011 View citations (1)
- Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
Lecturas de Economía, 2011, (75), 29-57
- Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones
Revista Cuadernos de Economía, 2011 View citations (1)
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