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Volatility spillovers between the oil market and the European Union carbon emission market

Reboredo, Juan Carlos - In: Economic modelling 36 (2014), pp. 229-234

Persistent link: https://www.econbiz.de/10010412356

Is gold a safe haven or a hedge for the US dollar? : implications for risk management

Reboredo, Juan Carlos - In: Journal of banking & finance 37 (2013) 8, pp. 2665-2676

Persistent link: https://www.econbiz.de/10009776518

A wavelet decomposition approach to crude oil price and exchange rate dependence

Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: Economic modelling 32 (2013), pp. 42-57

Persistent link: https://www.econbiz.de/10009760777

Is there dependence and systemic risk between oil and renewable energy stock prices?

Reboredo, Juan Carlos - In: Energy economics 48 (2015), pp. 32-45

Persistent link: https://www.econbiz.de/10011533695

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

Do global factors impact BRICS stock markets? : a quantile regression approach

Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17

Persistent link: https://www.econbiz.de/10010418057

Can gold hedge and preserve value when the US dollar depreciates?

Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: Economic modelling 39 (2014), pp. 168-173

Persistent link: https://www.econbiz.de/10010419909

Oil and US dollar exchange rate dependence : a detrended cross-correlation approach

Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Energy economics 42 (2014), pp. 132-139

Persistent link: https://www.econbiz.de/10010502956

Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

Hammoudeh, Shawkat; Mensi, Walid; Reboredo, Juan Carlos; … - In: Pacific-Basin finance journal 30 (2014), pp. 189-206

Persistent link: https://www.econbiz.de/10010496348

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