Search Results - "Ugolini, Andrea"

Price connectedness between green bond and financial markets by Reboredo, Juan C., Ugolini, Andrea

“…We study price connectedness between the green bond and financial markets using a structural vector autoregressive (VAR) model that captures direct and…”
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The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach by Reboredo, Juan C., Ugolini, Andrea

“…We assess the impact of quantile price movements in oil, gas, coal and electricity on the quantiles of clean energy stock returns using a multivariate…”
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Network connectedness of green bonds and asset classes by Reboredo, Juan C., Ugolini, Andrea, Aiube, Fernando Antonio Lucena

“…We identify network connectedness between green bonds and different asset classes over different investment horizons in the EU and US asset markets. We first…”
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Systemic risk in European sovereign debt markets: A CoVaR-copula approach by Reboredo, Juan C., Ugolini, Andrea

“…We studied systemic risk in European sovereign debt markets before and after the onset of the Greek debt crisis, taking the conditional value-at-risk (CoVaR)…”
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The impact of Twitter sentiment on renewable energy stocks by Reboredo, Juan C., Ugolini, Andrea

“…We study the impact of Twitter sentiment and sentiment divergence on returns, volatility and trading volumes for renewable energy stocks. Based on daily time…”
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Wavelet-based test of co-movement and causality between oil and renewable energy stock prices by Reboredo, Juan C., Rivera-Castro, Miguel A., Ugolini, Andrea

“…We studied co-movement and causality between oil and renewable energy stock prices using continuous and discrete wavelets, firstly, to obtain information on…”
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Synthesis and Structural Characterization of Silver Nanoparticles Stabilized with 3-Mercapto-1-Propansulfonate and 1-Thioglucose Mixed Thiols for Antibacterial Applications by Porcaro, Francesco, Carlini, Laura, Ugolini, Andrea, Visaggio, Daniela, Visca, Paolo, Fratoddi, Ilaria, Venditti, Iole, Meneghini, Carlo, Simonelli, Laura, Marini, Carlo, Olszewski, Wojciech, Ramanan, Nitya, Luisetto, Igor, Battocchio, Chiara

“…The synthesis, characterization and assessment of the antibacterial properties of hydrophilic silver nanoparticles (AgNPs) were investigated with the aim to…”
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Twitter in Brazil: Discourses on China in times of coronavirus by Rodrigues de Andrade, Francisca Marli, Barreto, Tarssio Brito, Herrera-Feligreras, Andrés, Ugolini, Andrea, Lu, Yu-Ting

“…The health crisis caused by the new coronavirus (SARS-CoV-2) exposes latent social tensions arising from the process of globalization. The battle for the…”
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Preserving tangible heritage. Strategies for the consolidation, the construction site, and the reduction of the seismic risk of the urban aggregates of the Italian Apennines: the village of Castel d'Alfero (FC) by Andrea Ugolini, Manuel De Luca, Flaminia Cabras

“…The essay proposes first a reflection on the settlement structure of the urban aggregate of Castel d’Alfero (FC), whose story takes place in the phase of…”
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The impact of uncertainty shocks on energy transition metal prices by Reboredo, Juan C., Ugolini, Andrea

“…We study whether uncertainty shocks are transmitted to energy transition metal (ETM) prices. Using a quantile vector autoregression model, we assess the impact…”
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Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets by Ugolini, Andrea, Reboredo, Juan C., Mensi, Walid

“…•We examine connectedness between different DeFi, cryptocurrency, stock, and safe-haven assets.•DeFi and cryptocurrency markets exhibit strong within-market…”
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Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic by Mensi, Walid, Reboredo, Juan C., Ugolini, Andrea

“…This paper examines price-switching spillovers between the US and Chinese stock, crude oil, and gold futures markets before and during the COVID-19 pandemic…”
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The effect of vegetation in outdoor thermal comfort in archaeological area in urban context by Fabbri, Kristian, Ugolini, Andrea, Iacovella, Alessia, Bianchi, Anna Paola

“…The characteristics of the outdoor microclimate influence directly the outdoor thermal comfort that depends on surface reflectance, green albedo, trees,…”
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Price spillovers between rare earth stocks and financial markets by Reboredo, Juan C., Ugolini, Andrea

“…We study price transmission between rare earth stocks and the base metals, gold, clean energy, oil and global MSCI stock markets. Using a Markov switching…”
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Quantile dependence of oil price movements and stock returns by Reboredo, Juan C., Ugolini, Andrea

“…We examine the impact of quantile and interquantile oil price movements on different stock return quantiles by testing the hypothesis of equality in…”
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Downside and upside risk spillovers between exchange rates and stock prices by Reboredo, Juan C., Rivera-Castro, Miguel A., Ugolini, Andrea

“…•We study downside and upside risk spillovers between currency and stock prices.•Downside and upside VaR and conditional VaR are computed using…”
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Climate transition risk, profitability and stock prices by Reboredo, Juan C., Ugolini, Andrea

“…We investigate whether climate transition risk is reflected in the financial performance and cross-section pricing of publicly-traded European and US firms…”
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The impact of downward/upward oil price movements on metal prices by Reboredo, Juan C., Ugolini, Andrea

“…We examine the impact of large upward/downward oil price movements on metal prices and the asymmetric response of metal prices to large oil price movements. We…”
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Till the day we come back and the clock over the door starts ticking again» Strategies and Problems of the Forsaken Towns of the Marche after the 2016 Earthquake by Andrea Ugolini, Annalisa Conforti

“…Every landscape is deeply affected and molded by the actions of nature and mankind and it slowly becomes the collective sum of the “shapes” of “that” specific…”
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Systemic risk effects of climate transition on financial stability by Ojea-Ferreiro, Javier, Reboredo, Juan C., Ugolini, Andrea

“…We assess how climate transition risk, through its effects on asset prices, could impact financial stability. Using copula functions, we characterize the…”
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