UGOLINI, Andrea
UGOLINI, Andrea
DIPARTIMENTO DI SCIENZE DELL'ECONOMIA
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
2015-01-01 Reboredo, J. C.; Ugolini, A.
Downside and upside risk spillovers between exchange rates and stock prices
2016-01-01 Reboredo, J. C.; Rivera-Castro, M. A.; Ugolini, A.
Downside/upside price spillovers between precious metals: A vine copula approach
2015-01-01 Reboredo, J. C.; Ugolini, A.
Ingested microplastic as a two-way transporter for PBDEs in Talitrus saltator
2018-01-01 Scopetani, C.; Cincinelli, A.; Martellini, T.; Lombardini, E.; Ciofini, A.; Fortunati, A.; Pasquali, V.; Ciattini, S.; Ugolini, A.
Interdependence between renewable-energy and low-carbon stock prices
2019-01-01 Reboredo, J. C.; Ugolini, A.; Chen, Y.
Modelling systemic risk in financial markets
2014-01-01 Ugolini, Andrea
Network connectedness of green bonds and asset classes
2020-01-01 Reboredo, J. C.; Ugolini, A.; Aiube, F. A. L.
Price connectedness between green bond and financial markets
2020-01-01 Reboredo, J. C.; Ugolini, A.
Price spillovers between rare earth stocks and financial markets
2020-01-01 Reboredo, J. C.; Ugolini, A.
Quantile causality between gold commodity and gold stock prices
2017-01-01 Reboredo, J. C.; Ugolini, A.
Quantile dependence of oil price movements and stock returns
2016-01-01 Reboredo, J. C.; Ugolini, A.
Systemic risk in European sovereign debt markets: A CoVaR-copula approach
2015-01-01 Reboredo, J. C.; Ugolini, A.
Systemic risk of Spanish listed banks: a vine copula CoVaR approach
2016-01-01 Reboredo, J. C.; Ugolini, A.
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network
2018-01-01 Rivera-Castro, M. A.; Ugolini, A.; Arismendi Zambrano, J.
The impact of downward/upward oil price movements on metal prices
2016-01-01 Reboredo, J. C.; Ugolini, A.
The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach
2018-01-01 Reboredo, J. C.; Ugolini, A.
The impact of Twitter sentiment on renewable energy stocks
2018-01-01 Reboredo, J. C.; Ugolini, A.
Wavelet-based test of co-movement and causality between oil and renewable energy stock prices
2017-01-01 Reboredo, J. C.; Rivera-Castro, M. A.; Ugolini, A.