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 40 0 0 5 83
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 0 0 1 82
The impact of climate transition risks on financial stability. A systemic risk approach 1 7 41 41 4 11 65 65
Total Working Papers 1 7 41 123 4 11 71 230


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 1 1 3 64 2 6 13 180
Do green bonds de-risk investment in low-carbon stocks? 1 3 8 8 3 7 24 24
Downside and upside risk spillovers between exchange rates and stock prices 1 3 12 101 2 7 38 360
Downside/upside price spillovers between precious metals: A vine copula approach 0 1 3 26 0 2 7 108
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 2 2 0 4 12 12
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 0 0 6 39
Network connectedness of green bonds and asset classes 2 4 18 45 4 12 57 169
Price connectedness between green bond and financial markets 6 13 31 75 14 40 114 238
Price spillovers between rare earth stocks and financial markets 0 0 2 7 0 2 7 31
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 5 5 2 6 23 24
Quantile causality between gold commodity and gold stock prices 0 0 4 18 1 1 7 72
Quantile dependence of oil price movements and stock returns 1 4 16 73 1 4 29 272
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 2 14 231 1 9 45 627
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 5 18 0 0 14 124
The impact of Twitter sentiment on renewable energy stocks 1 1 10 60 5 6 33 196
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 2 6 73
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 1 5 35 2 6 15 109
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 17 71 2 4 42 218
Total Journal Articles 15 33 155 862 39 118 492 2,876


Statistics updated 2022-11-05