Peel and devein shrimp, reserving shells. Cover and chill shrimp.
Heat 1 teaspoon oil in a medium saucepan over medium-high heat. Add reserved shrimp shells to pan; sauté 3 minutes or until shells turn pink. Stir in wine; bring to a boil. Reduce heat, and simmer 5 minutes or until liquid almost evaporates.
Stir in 2 cups water, clam juice, and bay leaf; simmer 12 minutes or until liquid is reduced by half. Set shrimp stock aside.
Heat remaining 1 tablespoon oil in a large Dutch oven over medium heat. Add onion to pan; cook 8 minutes or until lightly browned, stirring occasionally.
Add tomato paste and garlic; cook 2 minutes, stirring frequently. Stir in thyme, salt, pepper, and tomatoes; bring to a simmer. Strain shrimp stock through a colander over Dutch oven; discard solids.
Add beans to pan; bring to a boil. Cover, reduce heat, and simmer 10 minutes; remove from heat. Stir in shrimp; cover and let stand 5 minutes or until shrimp are done. Stir in parsley.