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
Artificial Intelligence and Financial Tail Risks 0 0 0 0 6 6 6 6
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 4 5 16 38
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 14 1 1 17 34
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 1 1 1 48 1 1 14 23
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 50 4 5 22 45
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 3 4 15 101
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 1 1 43 4 6 14 104
The impact of climate transition risks on financial stability. A systemic risk approach 0 0 6 97 4 5 27 208
Total Working Papers 1 2 10 336 27 33 131 559


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 67 0 1 16 215
Climate transition risk, profitability and stock prices 0 1 5 18 2 5 43 84
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 2 6 1 1 17 47
Do green bonds de-risk investment in low-carbon stocks? 1 1 4 27 4 5 19 80
Downside and upside risk spillovers between exchange rates and stock prices 1 2 7 115 2 6 38 439
Downside/upside price spillovers between precious metals: A vine copula approach 2 2 2 28 4 4 7 122
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 1 2 11 2 3 20 50
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 1 1 11 52
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 2 1 5 24 35
Network connectedness of green bonds and asset classes 0 2 7 116 1 8 52 379
Price connectedness between green bond and financial markets 0 2 20 170 4 17 73 571
Price spillovers between rare earth stocks and financial markets 0 0 2 13 2 3 24 73
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 0 7 2 3 18 55
Quantile causality between gold commodity and gold stock prices 0 0 1 20 2 3 17 101
Quantile dependence of oil price movements and stock returns 0 0 3 94 0 2 34 354
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 1 2 2 2 15 29
Systemic risk effects of climate transition on financial stability 0 0 4 7 2 5 42 60
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 0 6 261 0 2 29 738
Tail risks of energy transition metal prices for commodity prices 0 1 1 2 1 3 20 28
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 1 20 2 3 23 161
The impact of Twitter sentiment on renewable energy stocks 1 1 3 75 2 2 28 265
The impact of downward/upward oil price movements on metal prices 0 0 1 18 1 1 7 92
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 1 3 63 4 6 26 207
The impact of uncertainty shocks on energy transition metal prices 1 1 4 5 3 5 32 44
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 1 2 107 1 2 20 338
Total Journal Articles 6 16 83 1,260 46 98 655 4,619


Statistics updated 2026-11-12