Access Statistics for Andrea Ugolini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 2 2 7 21
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 13 0 1 4 16
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 0 0 1 9
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 1 1 1 22
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 1 1 2 86
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 2 2 3 90
The impact of climate transition risks on financial stability. A systemic risk approach 2 3 10 89 2 3 26 177
Total Working Papers 2 3 11 324 8 10 44 421

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector 0 0 1 66 2 4 7 197
Climate transition risk, profitability and stock prices 0 1 3 10 1 4 11 33
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 1 1 1 4 4 5 13 27
Do green bonds de-risk investment in low-carbon stocks? 0 0 3 22 1 3 11 58
Downside and upside risk spillovers between exchange rates and stock prices 0 1 2 106 0 2 6 393
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 0 2 113
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 1 9 1 1 3 29
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 1 2 41
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 1 1 1 6 8
Network connectedness of green bonds and asset classes 0 0 15 105 3 7 36 314
Price connectedness between green bond and financial markets 1 2 13 145 6 11 61 482
Price spillovers between rare earth stocks and financial markets 0 0 1 10 0 0 2 42
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 1 1 1 7 1 1 5 35
Quantile causality between gold commodity and gold stock prices 0 0 0 19 0 0 1 78
Quantile dependence of oil price movements and stock returns 0 0 1 89 2 6 10 315
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 0 0 0 1 2 9
Systemic risk effects of climate transition on financial stability 0 0 2 2 1 2 8 8
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 1 7 252 2 6 21 696
Tail risks of energy transition metal prices for commodity prices 0 0 1 1 0 0 3 7
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 0 19 2 2 4 134
The impact of Twitter sentiment on renewable energy stocks 0 0 0 71 1 1 5 234
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 0 2 84
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 2 9 60 1 6 22 177
The impact of uncertainty shocks on energy transition metal prices 0 0 0 0 0 5 9 9
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 1 3 9 104 1 5 24 309
Total Journal Articles 5 12 71 1,151 30 74 276 3,832

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05