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Downside/upside price spillovers between precious metals : a vine copula approach

Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 34 (2015), pp. 84-102

Persistent link: https://www.econbiz.de/10011539691

Systemic risk in European sovereign debt markets : a CoVaR-copula approach

Reboredo, Juan Carlos; Ugolini, Andrea - In: Journal of international money and finance 51 (2015), pp. 214-244

Persistent link: https://www.econbiz.de/10011475258

The impact of energy prices on clean energy stock prices : a multivariate quantile dependence approach

Reboredo, Juan Carlos; Ugolini, Andrea - In: Energy economics 76 (2018), pp. 136-152

Persistent link: https://www.econbiz.de/10011976602

The impact of Twitter sentiment on renewable energy stocks

Reboredo, Juan Carlos; Ugolini, Andrea - In: Energy economics 76 (2018), pp. 153-169

Persistent link: https://www.econbiz.de/10011976609

Quantile dependence of oil price movements and stock returns

Reboredo, Juan Carlos; Ugolini, Andrea - In: Energy economics 54 (2016), pp. 33-49

Persistent link: https://www.econbiz.de/10011662726

A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector

Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123

Persistent link: https://www.econbiz.de/10011514449

Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets

Ugolini, Andrea; Reboredo, Juan Carlos; Mensi, Walid - In: Finance research letters 53 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472526

The impact of climate transition risks on financial stability : a systemic risk approach

Ojea-Ferreiro, Javier; Reboredo, Juan Carlos; Ugolini, … - 2022

Transitioning to a low-carbon economy involves risks for the value of financial assets, with potential ramifications for financial stability. We quantify the systemic impact on financial firms arising from changes in the value of financial assets under three climate transition scenarios that...

Persistent link: https://www.econbiz.de/10013041402

Price connectedness between green bond and financial markets

Reboredo, Juan Carlos; Ugolini, Andrea - In: Economic modelling 88 (2020), pp. 25-38

Persistent link: https://www.econbiz.de/10012416836

Network connectedness of green bonds and asset classes

Reboredo, Juan Carlos; Ugolini, Andrea; Aiube, Fernando … - In: Energy economics 86 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012511600