``Pricing Uncertainty Induced by Climate Change,''
with William A. Brock and Lars Peter Hansen. The Review of Financial Studies (2020), 33(3): 1024-1066. (Editor's Choice).
2021 RFS Michael J. Brennan Best Paper Award
BFI-MFR Interview of Lars and I discussing the paper
[RFS link] [SSRN link] [Replication Code]
``Climate Change Uncertainty Spillover in the Macroeconomy,''
with William A. Brock and Lars Peter Hansen. NBER Macroeconomics Annual (2021), Volume 36.
[NBER MA link] [SSRN link] [NBER WP link] [Replication Code]
``Epidemic Responses Under Uncertainty,''
with Greg Buchak and Constantine Yannelis. Proceedings of the National Academy of Sciences (2023), 120(2): e2208111120.
[PNAS link] [SSRN link] [NBER WP link] [Replication Code]
``Climate Change and Uncertainty: An Asset Pricing Perspective.''
Management Science (2023). Volume 69(12): 7562-7584.
[MS Link] [SSRN link] [Replication Code]
``A Run on Fossil Fuel? Climate Change and Transition Risk.''
Revise and Resubmit, Journal of Financial Economics. 2024.
``Uncertainty, Social Valuation, and Climate Change Policy''
with William A. Brock, Lars Peter Hansen, and Hong Zhang. Revise and Resubmit, Review of Financial Studies. 2024.
[SSRN link] [Online Notebook w/ Code]
``Does Climate Change Impact Sovereign Bond Yields?''
with Constantine Yannelis. Reject and Resubmit, Journal of Finance. 2024.
``A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty"
with William A. Brock, Lars Peter Hansen, Ruimeng Hu, and Joseph Huang. Working Paper. 2024.
``A Mean Field Analysis of Climate Change Uncertainty,''
with Lars Peter Hansen, Ruimeng Hu, and Hezhong Zhang. Funded Proposal and Invited Submission to JPE Macro. 2025.
``The Impact of Geoscientific and Economic Uncertainty on Social Valuation,''
with William A. Brock, Erik Chavez, Michael Ghil, and Lars Peter Hansen. 2024.
``House Prices Under Rising Seas: Measuring Deep Uncertainty in Theory and Evidence,''
with Jacob Dice, Toan Phan, David Rodziewicz, and Constantine Yannelis. 2025.
``Validating Climate Risk,''
with Chris Kazemi. 2025.
``Geoengineering Policy Under Uncertainty,''
with Ryan Lewis. 2024.