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
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 39 0 1 8 70
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 38 1 6 14 65
Total Working Papers 0 0 0 77 1 7 22 135


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 4 58 0 2 20 153
Downside and upside risk spillovers between exchange rates and stock prices 0 5 15 74 0 15 56 271
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 2 21 0 1 11 91
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 3 3 2 4 11 11
Network connectedness of green bonds and asset classes 2 7 13 13 6 28 47 47
Price connectedness between green bond and financial markets 4 6 7 7 6 18 21 21
Price spillovers between rare earth stocks and financial markets 0 0 0 0 2 2 2 2
Quantile causality between gold commodity and gold stock prices 0 1 3 13 0 4 23 58
Quantile dependence of oil price movements and stock returns 1 1 9 46 2 6 41 181
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 4 26 192 3 11 71 521
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 1 2 2 13 2 11 38 83
The impact of Twitter sentiment on renewable energy stocks 2 4 17 26 7 11 55 83
The impact of downward/upward oil price movements on metal prices 0 0 3 16 0 0 16 62
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 1 12 23 2 3 33 62
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 4 39 3 5 31 125
Total Journal Articles 12 31 120 544 35 121 476 1,771


Statistics updated 2020-09-04