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 4 5 6 14
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 0 43 7 8 11 30
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps 0 0 1 13 5 8 11 25
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 0 49 3 5 7 28
Median Response to Shocks: A Model for VaR Spillovers in East Asia 0 0 0 41 5 7 8 93
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 0 42 2 4 6 94
The impact of climate transition risks on financial stability. A systemic risk approach 0 2 9 93 6 10 26 191
Total Working Papers 0 2 10 328 32 47 75 475


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 2 4 11 203
Climate transition risk, profitability and stock prices 2 2 6 15 7 19 34 60
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets 0 0 1 4 3 4 14 34
Do green bonds de-risk investment in low-carbon stocks? 2 3 5 26 4 6 15 67
Downside and upside risk spillovers between exchange rates and stock prices 0 1 4 109 4 10 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 7 8 10 38
Interdependence Between Renewable-Energy and Low-Carbon Stock Prices 0 0 0 6 6 7 9 48
Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps 0 0 1 1 5 8 14 19
Network connectedness of green bonds and asset classes 2 4 14 113 8 32 61 359
Price connectedness between green bond and financial markets 3 8 16 158 12 23 60 521
Price spillovers between rare earth stocks and financial markets 0 0 1 11 2 6 14 55
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 8 12 45
Quantile causality between gold commodity and gold stock prices 0 0 0 19 3 6 12 90
Quantile dependence of oil price movements and stock returns 0 2 5 93 6 22 35 342
Switching connectedness between real estate investment trusts, oil, and gold markets 0 0 1 1 4 4 10 18
Systemic risk effects of climate transition on financial stability 0 1 3 4 10 20 35 38
Systemic risk in European sovereign debt markets: A CoVaR-copula approach 0 2 7 257 4 11 32 720
Tail risks of energy transition metal prices for commodity prices 0 0 0 1 6 8 11 16
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 0 0 19 10 14 21 152
The impact of Twitter sentiment on renewable energy stocks 0 1 2 73 4 11 17 248
The impact of downward/upward oil price movements on metal prices 0 0 0 17 2 2 3 87
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach 0 1 7 61 4 9 25 190
The impact of uncertainty shocks on energy transition metal prices 1 1 2 2 9 14 23 26
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices 0 0 8 105 4 13 35 331
Total Journal Articles 10 26 85 1,203 127 269 536 4,233


Statistics updated 2026-02-12