Juan Carlos Reboredo

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Affiliations

• Universidade de Santiago de Compostela / Facultade de Ciencias Económicas e Empresariais / Departamento de Fundamentos da Análise Económica
  • EDIRC entry
  • location:

Research profile

author of:

• Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps (RePEc:ags:feemwp:330720)
  by Ugolini, Andrea & Reboredo, Juan Carlos & Ojea-Ferreiro, Javier
• On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions (RePEc:aub:autbar:379.97)
  by Marmol, F. & Reboredo, J.C.
• Detecting Unbalanced Regressions Using the Durbin-Watson Test (RePEc:aub:autbar:380.97)
  by Marmol, F. & Reboredo, J.C.
• Managerial Reputation and Bad Acquisitions: A Note (RePEc:aub:autbar:381.97)
  by Reboredo, J.C.
• A Markov Model for Risk Evaluation in Banking (RePEc:aub:autbar:383.97)
  by Reboredo, J.C.
• Efficiency, Solvency, and Size of Banking Firms (RePEc:aub:autbar:384.97)
  by Reboredo, J.C.
• Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps (RePEc:bca:bocawp:23-38)
  by Andrea Ugolini & Juan C. Reboredo & Javier Ojea Ferreiro
• Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects (RePEc:bla:bstrat:v:31:y:2022:i:3:p:950-968)
  by Juan C. Reboredo & Luis A. Otero González
• Near Observational Equivalence and Fractionally Integrated Processes (RePEc:bla:obuest:v:61:y:1999:i:2:p:283-290)
  by Francesc Marmol & Juan C. Reboredo
• Unknown item RePEc:bla:obuest:v:61:y:1999:i:2:p:283-90 (article)
• The Relative Price of Non-traded Goods under Imperfect Competition (RePEc:bla:obuest:v:76:y:2014:i:1:p:24-40)
  by Javier Coto-Martinez & Juan C. Reboredo
• Near observational equivalence and fractionally integrated processes (RePEc:cte:wsrepe:10611)
  by Marmol, Francesc & Reboredo, Juan C.
• Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships (RePEc:cte:wsrepe:6209)
  by Mármol, Francesc & Reboredo, Juan C.
• The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries (RePEc:cty:dpaper:07/14)
  by Coto-Martinez, J. & Reboredo, J. C.
• On cocaine consumption: Some lessons from Spain (RePEc:cud:journl:v:38:y:2015:i:107:p:96-106)
  by Manel Antelo & Pilar Magdalena & Juan C. Reboredo
• Do green bonds de-risk investment in low-carbon stocks? (RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000116)
  by Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier
• Exchange rates and the global transmission of equity market shocks (RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001602)
  by Ojea-Ferreiro, Javier & Reboredo, Juan C.
• A wavelet decomposition approach to crude oil price and exchange rate dependence (RePEc:eee:ecmode:v:32:y:2013:i:c:p:42-57)
  by Reboredo, Juan C. & Rivera-Castro, Miguel A.
• Volatility spillovers between the oil market and the European Union carbon emission market (RePEc:eee:ecmode:v:36:y:2014:i:c:p:229-234)
  by Reboredo, Juan C.
• Can gold hedge and preserve value when the US dollar depreciates? (RePEc:eee:ecmode:v:39:y:2014:i:c:p:168-173)
  by Reboredo, Juan C. & Rivera-Castro, Miguel A.
• Price connectedness between green bond and financial markets (RePEc:eee:ecmode:v:88:y:2020:i:c:p:25-38)
  by Reboredo, Juan C. & Ugolini, Andrea
• US dollar exchange rate and food price dependence: Implications for portfolio risk management (RePEc:eee:ecofin:v:30:y:2014:i:c:p:72-89)
  by Reboredo, Juan C. & Ugando, Mikel
• A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector (RePEc:eee:ecofin:v:32:y:2015:i:c:p:98-123)
  by Reboredo, Juan C. & Ugolini, Andrea
• Downside/upside price spillovers between precious metals: A vine copula approach (RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102)
  by Reboredo, Juan C. & Ugolini, Andrea
• Are investors aware of climate-related transition risks? Evidence from mutual fund flows (RePEc:eee:ecolec:v:189:y:2021:i:c:s0921800921002068)
  by Reboredo, Juan C. & Otero, Luis A.
• An analysis of dependence between Central and Eastern European stock markets (RePEc:eee:ecosys:v:39:y:2015:i:3:p:474-490)
  by Reboredo, Juan C. & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu
• Obesity: A major problem for Spanish minors (RePEc:eee:ehbiol:v:24:y:2017:i:c:p:61-73)
  by Antelo, Manel & Magdalena, Pilar & Reboredo, Juan C.
• Do global factors impact BRICS stock markets? A quantile regression approach (RePEc:eee:ememar:v:19:y:2014:i:c:p:1-17)
  by Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong
• Dependence of stock and commodity futures markets in China: Implications for portfolio investment (RePEc:eee:ememar:v:21:y:2014:i:c:p:183-200)
  by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian
• Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? (RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121)
  by Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan C. & Nguyen, Duc Khuong
• How do crude oil prices co-move?: A copula approach (RePEc:eee:eneeco:v:33:y:2011:i:5:p:948-955)
  by Reboredo, Juan C.
• Modeling EU allowances and oil market interdependence. Implications for portfolio management (RePEc:eee:eneeco:v:36:y:2013:i:c:p:471-480)
  by Reboredo, Juan C.
• Oil and US dollar exchange rate dependence: A detrended cross-correlation approach (RePEc:eee:eneeco:v:42:y:2014:i:c:p:132-139)
  by Reboredo, Juan Carlos & Rivera-Castro, Miguel A. & Zebende, Gilney F.
• Is there dependence and systemic risk between oil and renewable energy stock prices? (RePEc:eee:eneeco:v:48:y:2015:i:c:p:32-45)
  by Reboredo, Juan C.
• Quantile dependence of oil price movements and stock returns (RePEc:eee:eneeco:v:54:y:2016:i:c:p:33-49)
  by Reboredo, Juan C. & Ugolini, Andrea
• Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252)
  by Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea
• Green bond and financial markets: Co-movement, diversification and price spillover effects (RePEc:eee:eneeco:v:74:y:2018:i:c:p:38-50)
  by Reboredo, Juan C.
• Oil price dynamics and market-based inflation expectations (RePEc:eee:eneeco:v:75:y:2018:i:c:p:484-491)
  by Hammoudeh, Shawkat & Reboredo, Juan C.
• The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach (RePEc:eee:eneeco:v:76:y:2018:i:c:p:136-152)
  by Reboredo, Juan C. & Ugolini, Andrea
• The impact of Twitter sentiment on renewable energy stocks (RePEc:eee:eneeco:v:76:y:2018:i:c:p:153-169)
  by Reboredo, Juan C. & Ugolini, Andrea
• A conditional dependence approach to CO2-energy price relationships (RePEc:eee:eneeco:v:81:y:2019:i:c:p:812-821)
  by Chevallier, Julien & Khuong Nguyen, Duc & Carlos Reboredo, Juan
• Network connectedness of green bonds and asset classes (RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304268)
  by Reboredo, Juan C. & Ugolini, Andrea & Aiube, Fernando Antonio Lucena
• Do food and oil prices co-move? (RePEc:eee:enepol:v:49:y:2012:i:c:p:456-467)
  by Reboredo, Juan C.
• Dependence and risk management in oil and stock markets. A wavelet-copula analysis (RePEc:eee:energy:v:107:y:2016:i:c:p:866-888)
  by Jammazi, Rania & Reboredo, Juan C.
• The performance of precious-metal mutual funds: Does uncertainty matter? (RePEc:eee:finana:v:57:y:2018:i:c:p:13-22)
  by Otero, Luis A. & Reboredo, Juan C.
• Climate transition risk, profitability and stock prices (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002289)
  by Reboredo, Juan C. & Ugolini, Andrea
• Systemic risk effects of climate transition on financial stability (RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549)
  by Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea
• Switching connectedness between real estate investment trusts, oil, and gold markets (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003361)
  by Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea & Vo, Xuan Vinh
• Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets (RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000661)
  by Ugolini, Andrea & Reboredo, Juan C. & Mensi, Walid
• Is gold a safe haven or a hedge for the US dollar? Implications for risk management (RePEc:eee:jbfina:v:37:y:2013:i:8:p:2665-2676)
  by Reboredo, Juan C.
• Downside and upside risk spillovers between exchange rates and stock prices (RePEc:eee:jbfina:v:62:y:2016:i:c:p:76-96)
  by Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea
• Economic crisis and the unemployment effect on household food expenditure: The case of Spain (RePEc:eee:jfpoli:v:69:y:2017:i:c:p:11-24)
  by Antelo, Manel & Magdalena, Pilar & Reboredo, Juan C.
• Systemic risk in European sovereign debt markets: A CoVaR-copula approach (RePEc:eee:jimfin:v:51:y:2015:i:c:p:214-244)
  by Reboredo, Juan C. & Ugolini, Andrea
• Modelling oil price and exchange rate co-movements (RePEc:eee:jpolmo:v:34:y:2012:i:3:p:419-440)
  by Reboredo, Juan C.
• Is gold a hedge or safe haven against oil price movements? (RePEc:eee:jrpoli:v:38:y:2013:i:2:p:130-137)
  by Reboredo, Juan C.
• The impact of downward/upward oil price movements on metal prices (RePEc:eee:jrpoli:v:49:y:2016:i:c:p:129-141)
  by Reboredo, Juan C. & Ugolini, Andrea
• Quantile causality between gold commodity and gold stock prices (RePEc:eee:jrpoli:v:53:y:2017:i:c:p:56-63)
  by Reboredo, Juan C. & Ugolini, Andrea
• Price spillovers between rare earth stocks and financial markets (RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308311)
  by Reboredo, Juan C. & Ugolini, Andrea
• Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic (RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002294)
  by Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea
• Dynamic spillovers and network structure among commodity, currency, and stock markets (RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002774)
  by Reboredo, Juan Carlos & Ugolini, Andrea & Hernandez, Jose Arreola
• Tail risks of energy transition metal prices for commodity prices (RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004240)
  by Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier
• The impact of uncertainty shocks on energy transition metal prices (RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005282)
  by Reboredo, Juan C. & Ugolini, Andrea
• Downside risks in EU carbon and fossil fuel markets (RePEc:eee:matcom:v:111:y:2015:i:c:p:17-35)
  by Reboredo, Juan C. & Ugando, Mikel
• Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (RePEc:eee:pacfin:v:30:y:2014:i:c:p:189-206)
  by Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong
• How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis (RePEc:eee:phsmap:v:392:y:2013:i:7:p:1631-1637)
  by Reboredo, Juan C. & Rivera-Castro, Miguel A. & Miranda, José G.V. & García-Rubio, Raquel
• Does length of hospital stay reflect power-law behavior? A q-Weibull density approach (RePEc:eee:phsmap:v:568:y:2021:i:c:s037843712030916x)
  by Reyes-Santias, Francisco & Reboredo, Juan C. & de Assis, Edilson Machado & Rivera-Castro, Miguel A.
• Renewable energy contribution to the energy supply: Is there convergence across countries? (RePEc:eee:rensus:v:45:y:2015:i:c:p:290-295)
  by Reboredo, Juan C.
• Are China’s new energy stock prices driven by new energy policies? (RePEc:eee:rensus:v:45:y:2015:i:c:p:624-636)
  by Reboredo, Juan C. & Wen, Xiaoqian
• Do investors pay a premium for going green? Evidence from alternative energy mutual funds (RePEc:eee:rensus:v:73:y:2017:i:c:p:512-520)
  by Reboredo, Juan C. & Quintela, Miguel & Otero, Luis A.
• Wavelet-based evidence of the impact of oil prices on stock returns (RePEc:eee:reveco:v:29:y:2014:i:c:p:145-176)
  by Reboredo, Juan C. & Rivera-Castro, Miguel A.
• Gold and exchange rates: Downside risk and hedging at different investment horizons (RePEc:eee:reveco:v:34:y:2014:i:c:p:267-279)
  by Reboredo, Juan C. & Rivera-Castro, Miguel A.
• Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach (RePEc:eee:reveco:v:43:y:2016:i:c:p:284-298)
  by Reboredo, Juan C. & Uddin, Gazi Salah
• Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps (RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400165x)
  by Ugolini, Andrea & Reboredo, Juan C. & Ojea-Ferreiro, Javier
• Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps (RePEc:fem:femwpa:2023.04)
  by Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro
• Interdependence Between Renewable-Energy and Low-Carbon Stock Prices (RePEc:gam:jeners:v:12:y:2019:i:23:p:4461-:d:290072)
  by Juan C. Reboredo & Andrea Ugolini & Yifei Chen
• Does Sustainability Score Impact Mutual Fund Performance? (RePEc:gam:jsusta:v:11:y:2019:i:10:p:2972-:d:234108)
  by Pablo Durán-Santomil & Luis Otero-González & Renato Heitor Correia-Domingues & Juan Carlos Reboredo
• How Are Unemployed Individuals with Obesity Affected by an Economic Crisis? (RePEc:gam:jsusta:v:12:y:2020:i:6:p:2262-:d:332334)
  by Manel Antelo & Pilar Magdalena & Juan C. Reboredo & Francisco Reyes-Santias
• Environmental, Social, and Governance Information Disclosure and Intellectual Capital Efficiency in Jordanian Listed Firms (RePEc:gam:jsusta:v:14:y:2021:i:1:p:115-:d:709320)
  by Juan C. Reboredo & Samih M. A. Sowaity
• The Switch from Continuous to Call Auction Trading in Response to a Large Intraday Price Movement (RePEc:hal:journl:hal-00667598)
  by Juan C Reboredo
• Do global factors impact BRICS stock markets? A quantile regression approach (RePEc:ipg:wpaper:2014-159)
  by Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen
• Exchange rates and the global transmission of equity market shocks (RePEc:jrs:wpaper:202105)
  by Ojea-Ferreiro, Javier & Reboredo, Juan C.
• The impact of climate transition risks on financial stability. A systemic risk approach (RePEc:jrs:wpaper:202201)
  by Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea
• Nonlinearity in Forecasting of High-Frequency Stock Returns (RePEc:kap:compec:v:40:y:2012:i:3:p:245-264)
  by Juan Reboredo & José Matías & Raquel Garcia-Rubio
• Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach (RePEc:may:mayecw:n305-20.pdf)
  by J. C. Arismendi-Zambrano & T. Ramos-Almeida & J. C. Reboredo & M. A. Rivera-Castro
• Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach (RePEc:mes:emfitr:v:53:y:2017:i:7:p:1535-1546)
  by Juan Carlos Reboredo & Nader Naifar
• Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps (RePEc:mib:wpaper:509)
  by Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro
• The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries (RePEc:mmf:mmfc03:19)
  by Javier Coto-Martinez & Juan C. Reboredo
• Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach (RePEc:pra:mprapa:73399)
  by Arreola Hernandez, Jose & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Al Janabi, Mazin A. M. & Reboredo, Juan Carlos
• Economic crisis and the unemployment effect on household food expenditure: The case of Spain (RePEc:pra:mprapa:77004)
  by Antelo, Manel & Magdalena, Pilar & Reboredo, Juan C.
• Forecasting emergency department arrivals using INGARCH models (RePEc:spr:hecrev:v:13:y:2023:i:1:d:10.1186_s13561-023-00456-5)
  by Juan C. Reboredo & Jose Ramon Barba-Queiruga & Javier Ojea-Ferreiro & Francisco Reyes-Santias
• A note on efficiency and solvency in banking (RePEc:taf:apeclt:v:11:y:2004:i:3:p:183-185)
  by J. C. Reboredo
• Competition and R&D in retail banking under expense preference behaviour (RePEc:taf:apeclt:v:13:y:2006:i:1:p:47-50)
  by Luis Granero & Juan Carlos Reboredo
• Unknown item RePEc:taf:apfelt:v:1:y:2005:i:1:p:37-40 (article)
• Bank solvency evaluation with a Markov model (RePEc:taf:apfiec:v:12:y:2002:i:5:p:337-345)
  by Juan Reboredo
• How is the market reaction to stock splits? (RePEc:taf:apfiec:v:13:y:2003:i:5:p:361-368)
  by Juan Reboredo
• The switch from continuous to call auction trading in response to a large intraday price movement (RePEc:taf:applec:44:y:2012:i:8:p:945-967)
  by Juan C. Reboredo
• Nonlinear effects of oil shocks on stock returns: a Markov-switching approach (RePEc:taf:applec:v:42:y:2010:i:29:p:3735-3744)
  by Juan Reboredo
• Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach (RePEc:taf:applec:v:49:y:2017:i:25:p:2409-2427)
  by Jose Arreola Hernandez & Shawkat Hammoudeh & Duc Khuong Nguyen & Mazin A. M. Al Janabi & Juan Carlos Reboredo
• Power-law behaviour in time durations between extreme returns (RePEc:taf:quantf:v:14:y:2014:i:12:p:2171-2183)
  by Juan C. Reboredo & Miguel A. Rivera-Castro & Edilson Machado de Assis
• Quantile causality and dependence between crude oil and precious metal prices (RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6264-6280)
  by Muhammad Shafiullah & Sajid M. Chaudhry & Muhammad Shahbaz & Juan C. Reboredo
• Forecasting Performance of Nonlinear Models for Intraday Stock Returns (RePEc:wly:jforec:v:31:y:2012:i:2:p:172-188)
  by José M. Matías & Juan C. Reboredo