Research

Ugolini, A., Reboredo, J. C., & Mensi, W. (2023). Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets. Finance Research Letters, 103692.

Mensi, W., Reboredo, J. C., & Ugolini, A. (2022). Switching connectedness between real estate investment trusts, oil, and gold markets. Finance Research Letters, 49, 103112

Reboredo, J. C., & Ugolini, A. (2022). Climate transition risk, profitability and stock prices. International Review of Financial Analysis, 102271

Reboredo, J. C., Ugolini, A., & Ojea-Ferreiro, J. (2022). Do green bonds de-risk investment in low-carbon stocks?. Economic Modelling, 105765.

Reboredo, J. C., Ugolini, A. & Hernandez, J.A. (2021). Dynamic spillovers and network structure among commodity, currency, and stock markets. Resources Policy, 74.

Mensi W.. Reboredo, J. C. & Ugolini, A. (2021). Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. Resources Policy, 73.

Reboredo, J. C. & Ugolini, A. (2020). Price spillovers between rare earth stocks and financial markets. Resources Policy, 66

Reboredo, J.C., Ugolini, A. & Aiube, F.A.L. (2020). Network connectedness of green bonds and asset classes. Energy Economics, 86, 104629

Reboredo, J.C., & Ugolini, A. (2020). Price connectedness between green bond and financial markets. Economic Modelling, 86, 25-38

Reboredo, J.C., Ugolini, A., & Chen Y (2019). Interdependence between Renewable-Energy and Low-Carbon stock price. Energies, 12(23), 4461.

Reboredo, J.C., & Ugolini, A. (2018). The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach. Energy Economics, 76, 136-152

Reboredo, J.C., & Ugolini, A. (2018). The impact of Twitter sentiment on renewable energy stocks. Energy Economics, 76, 153-169

Rivera-Castro, M. A., Ugolini, A., & Arismendi, J.C. (2018). Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. Emerging Market Review.

Reboredo, J. C. & Ugolini, A. (2017). Quantile causality between gold commodity and gold stock prices. Resources Policy, 53, 56-63. ​

Reboredo, J. C., Rivera-Castro, M. A., & Ugolini, A. (2017). Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. Energy Economics, 61, 241-252

Reboredo, J. C. & Ugolini, A. (2016). The impact of downward/upward oil price movements on metal prices. Resources Policy, 49, 129-141. ​

Reboredo, J. C. & Ugolini, A. (2016). Quantile dependence of oil price movements and stock returns. Energy Economics, 54, 33-49​

Reboredo, J. C., Rivera-Castro, M. A., & Ugolini, A. (2016). Downside and Upside Risk Spillovers between Exchange Rates and Stock Prices. Journal of Banking & Finance, 62, 76-96.

Reboredo, J. C. & Ugolini, A. (2015). Systemic risk of Spanish listed banks: a vine copula CoVaR approach. Spanish Journal of Finance and Accounting/Revista Española de Financiación y Contabilidad, 1-31. ​

Reboredo, J. C. & Ugolini, A. (2015). Downside/upside price spillovers between precious metals: A vine copula approach. The North American Journal of Economics and Finance, 34, 84-102. ​

Reboredo, J. C. & Ugolini, A. (2015). Systemic risk in European sovereign debt markets: A CoVaR-copula approach. Journal of International Money and Finance, 51, 214-244.

Reboredo, J. C. & Ugolini, A. (2015). A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector. The North American Journal of Economics and Finance, 32, 98-123. 

Barreal Pernas, J. & Ugolini, A. (2014). El software libre como recurso didáctico en la enseñanza de méodos cuantitativos en los grados de economía y empresa. Revista Internacional de Investigación en Didáctica de la Humanidades y las Ciencias, 1, p 21-37.

Ugolini, A. (2017). Modelling systemic risk in the financial markets. Santander, Santander: Editorial de la Universidad de Cantabria. 

Ugolini, A., Reboredo, J. C., & Ojea Ferreiro, J. (2023). Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps.

Ojea Ferreiro, J., Reboredo, J. C., & Ugolini, A. (2023). The impact of climate transition risks on financial stability. A systemic risk approach.

Cipollini, F., Gallo, G.M. & Ugolini, A. (2016). Median Response to Shocks: A Model for VaR Spillovers in East Asia. Working Paper.