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 0 1 4 22
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 13 0 1 5 17
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 1 1 2 10
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 1 2 3 24
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 2 2 4 88
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 1 1 3 91
The impact of climate transition risks on financial stability. A systemic risk approach 0 2 9 91 1 4 19 182
Total Working Papers 0 2 10 326 6 12 40 434


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 1 3 9 200
Climate transition risk, profitability and stock prices 0 1 4 13 2 5 18 43
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 1 4 1 4 14 31
Do green bonds de-risk investment in low-carbon stocks? 1 2 4 24 2 5 15 63
Downside and upside risk spillovers between exchange rates and stock prices 1 2 4 109 3 9 14 404
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 2 3 115
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 0 9 0 1 2 30
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 1 1 3 42
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 1 1 3 8 12
Network connectedness of green bonds and asset classes 1 4 12 110 11 20 45 338
Price connectedness between green bond and financial markets 4 9 15 154 7 17 52 505
Price spillovers between rare earth stocks and financial markets 0 1 1 11 2 9 10 51
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 1 7 5 6 9 42
Quantile causality between gold commodity and gold stock prices 0 0 0 19 2 7 8 86
Quantile dependence of oil price movements and stock returns 2 3 5 93 3 7 16 323
Switching connectedness between real estate investment trusts, oil, and gold markets 0 1 1 1 0 4 6 14
Systemic risk effects of climate transition on financial stability 1 2 4 4 6 15 24 24
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 2 8 256 3 12 30 712
Tail risks of energy transition metal prices for commodity prices 0 0 1 1 0 1 4 8
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 0 19 1 4 8 139
The impact of Twitter sentiment on renewable energy stocks 0 0 1 72 2 3 10 239
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 1 1 85
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 0 7 60 3 6 22 184
The impact of uncertainty shocks on energy transition metal prices 0 0 1 1 2 4 11 14
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 1 8 105 2 11 27 320
Total Journal Articles 11 28 80 1,188 60 160 369 4,024


Statistics updated 2025-12-06