A. Ugolini

Economics and Econometrics · 2015–2020

A researcher in the Science corpus: 7 papers; trusts 27 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 128 citations into it; #6,942 of 23,481 by trust here, #2,831 by citations
• Finance — 88 citations into it; #4,766 of 10,518 by trust here, #2,365 by citations
• Renewable Energy, Sustainability and the Environment — 31 citations into it; #4,539 of 5,212 by trust here, #3,659 by citations
• Artificial Intelligence — 9 citations into it
• Statistics and Probability — 8 citations into it
• Accounting — 7 citations into it

Whom A. Ugolini trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Juan Carlos Reboredo
2. Roger B. Nelsen
3. Alberto Abadie
4. Perry Sadorsky
5. Wolfgang Breymann
6. Giulio Girardi
7. Eric Bouyé
8. Lawrence R. Glosten
9. Andrew J. Patton
10. Kunlapath Sukcharoen

Who trusts A. Ugolini overall

1. Juan Carlos Reboredo
2. L. Pham
3. Qiang Ji
4. M. Naeem
5. Syed Jawad Hussain Shahzad

Papers from A. Ugolini's perspective

Ordered by how strongly the researchers A. Ugolini trusts endorse each paper. Same corpus, a different order for every researcher.

1. Oil price risk and emerging stock markets
2. Does oil move equity prices? A global view
3. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
4. Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
5. The Impact of Oil Price Shocks on the U.S. Stock Market
6. Credit Spread Interdependencies of European States and Banks During the Financial Crisis
7. Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis (Social Science Research Network)
8. Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
9. Should Investors Include Commodities in Their Portfolios After All? New Evidence
10. Bank/Sovereign Risk Spillovers in the European Debt Crisis

Their papers

• Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2015) — 250 citations
• Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2017) — 443 citations
• Quantile dependence of oil price movements and stock returns (2016) — 174 citations
• The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach (2018) — 205 citations
• Price connectedness between green bond and financial markets (2020) — 428 citations
• Network connectedness of green bonds and asset classes (2020) — 288 citations
• Downside and upside risk spillovers between exchange rates and stock prices (2016) — 240 citations