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 8 11 30
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 47 3 7 9 17
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 13 0 8 11 25
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 7 11 14 35
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 1 6 9 94
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 0 3 6 94
The impact of climate transition risks on financial stability. A systemic risk approach 1 3 8 94 2 11 26 193
Total Working Papers 1 3 9 329 13 54 86 488


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 1 67 1 4 11 204
Climate transition risk, profitability and stock prices 0 2 6 15 2 19 35 62
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 1 4 1 4 14 35
Do green bonds de-risk investment in low-carbon stocks? 0 2 5 26 2 6 16 69
Downside and upside risk spillovers between exchange rates and stock prices 0 0 4 109 0 7 20 411
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 0 0 3 115
Dynamic spillovers and network structure among commodity, currency, and stock markets 0 0 0 9 1 9 11 39
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 1 7 9 49
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 1 1 2 2 2 9 16 21
Network connectedness of green bonds and asset classes 0 3 12 113 2 23 60 361
Price connectedness between green bond and financial markets 2 6 18 160 3 19 60 524
Price spillovers between rare earth stocks and financial markets 1 1 2 12 5 9 19 60
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 1 7 2 5 13 47
Quantile causality between gold commodity and gold stock prices 1 1 1 20 2 6 14 92
Quantile dependence of oil price movements and stock returns 0 0 5 93 0 19 35 342
Switching connectedness between real estate investment trusts, oil, and gold markets 1 1 2 2 3 7 13 21
Systemic risk effects of climate transition on financial stability 0 0 3 4 2 16 36 40
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 1 2 8 258 1 9 32 721
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 0 8 9 16
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 0 19 2 15 22 154
The impact of Twitter sentiment on renewable energy stocks 0 1 2 73 1 10 18 249
The impact of downward/upward oil price movements on metal prices 0 0 0 17 1 3 4 88
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 1 6 61 2 8 26 192
The impact of uncertainty shocks on energy transition metal prices 0 1 2 2 3 15 25 29
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 1 1 8 106 1 12 33 332
Total Journal Articles 9 24 89 1,212 40 249 554 4,273


Statistics updated 2026-03-04