Andrea Ugolini
Names
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Andrea |
| last: |
Ugolini |
Identifer
Contact
Affiliations
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Università degli Studi di Milano-Bicocca
/ Scuola di Economia e Statistica
/ Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS)
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 - 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 - 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 - 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 - 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 - Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network (RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189)
by Rivera-Castro, Miguel A. & Ugolini, Andrea & Arismendi Zambrano, Juan - 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 - 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 - 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 - 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 - 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 - 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 - 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 - 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 - Median Response to Shocks: A Model for VaR Spillovers in East Asia (RePEc:fir:econom:wp2016_01)
by Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini - 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 - 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 - 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 - Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System (RePEc:rdg:icmadp:icma-dp2016-05)
by Miguel Rivera-Castro & Andrea Ugolini & Juan Arismendi Z