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 47 2 6 11 20
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 2 3 14 33
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 13 3 4 14 29
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 1 1 50 3 12 19 40
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 2 3 11 96
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 3 3 9 97
The impact of climate transition risks on financial stability. A systemic risk approach 0 2 9 95 2 7 24 198
Total Working Papers 0 3 10 331 17 38 102 513


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 1 1 67 0 4 14 207
Climate transition risk, profitability and stock prices 1 1 7 16 9 13 44 73
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 1 1 2 5 5 8 20 42
Do green bonds de-risk investment in low-carbon stocks? 0 0 4 26 3 5 17 72
Downside and upside risk spillovers between exchange rates and stock prices 0 0 4 109 10 11 31 422
Downside/upside price spillovers between precious metals: A vine copula approach 0 0 0 26 2 3 5 118
Dynamic spillovers and network structure among commodity, currency, and stock markets 1 1 1 10 1 4 14 42
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 1 3 11 51
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 1 1 2 5 8 20 27
Network connectedness of green bonds and asset classes 0 1 9 114 2 6 58 365
Price connectedness between green bond and financial markets 3 6 21 164 6 16 66 537
Price spillovers between rare earth stocks and financial markets 0 2 3 13 4 12 25 67
Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic 0 0 1 7 1 3 14 48
Quantile causality between gold commodity and gold stock prices 0 1 1 20 2 6 18 96
Quantile dependence of oil price movements and stock returns 0 0 4 93 3 4 37 346
Switching connectedness between real estate investment trusts, oil, and gold markets 0 1 2 2 3 8 18 26
Systemic risk effects of climate transition on financial stability 0 1 3 5 6 10 42 48
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 2 8 259 2 6 36 726
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 6 8 17 24
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 0 19 3 5 25 157
The impact of Twitter sentiment on renewable energy stocks 0 0 2 73 6 9 24 257
The impact of downward/upward oil price movements on metal prices 0 0 0 17 0 2 5 89
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 1 1 4 62 5 8 27 198
The impact of uncertainty shocks on energy transition metal prices 0 1 3 3 4 12 34 38
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 1 5 106 2 3 30 334
Total Journal Articles 7 22 86 1,225 91 177 652 4,410


Statistics updated 2026-05-06