Christoph Hambel

Tilburg University - Department of Econometrics & Operations Research

Tilburg, 5000 LE

Netherlands

  • Tilburg University - Department of Econometrics & Operations Research

SCHOLARLY PAPERS

9

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81

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11

Scholarly Papers (9)

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1.

Asset Diversification versus Climate Action

Downloads 788 (55,031)
Citation 3

Asset Diversification versus Climate Action

Number of pages: 76 Posted: 06 Feb 2020 Last Revised: 27 Nov 2023
Christoph Hambel, Holger Kraft and Rick van der Ploeg
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and University of Oxford - Department of Economics
Downloads 685 (65,289)
Citation 3

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decarbonization, diversification, carbon price, asset prices, green assets, disaster risk

Asset Diversification Versus Climate Action

CESifo Working Paper No. 8476
Number of pages: 56 Posted: 13 Aug 2020
Christoph Hambel, Holger Kraft and Rick van der Ploeg
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and affiliation not provided to SSRN
Downloads 101 (449,365)

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decarbonisation, diversification, carbon price, asset prices, green assets, disaster risk

Asset Diversification Versus Climate Action

CEPR Discussion Paper No. DP14863
Number of pages: 64 Posted: 16 Jun 2020
Christoph Hambel, Holger Kraft and Rick van der Ploeg
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and University of Oxford
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asset prices, carbon price, Climate finance, decarbonization, disaster risk, Diversification, green assets

2.

Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change

Downloads 437 (115,099)
Citation 21

Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change

SAFE Working Paper No. 92
Number of pages: 60 Posted: 18 Mar 2015 Last Revised: 16 Dec 2020
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 246 (212,216)
Citation 10

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Climate change economics, carbon abatement, social cost of carbon, GDP growth, stochastic differential utility

Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change

Number of pages: 57 Posted: 15 Mar 2015 Last Revised: 16 Dec 2020
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 162 (311,336)

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Climate change economics, carbon abatement, social cost of carbon, GDP growth, stochastic differential utility

Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change

NBER Working Paper No. w21044
Number of pages: 48 Posted: 30 Mar 2015 Last Revised: 03 Jul 2022
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 29 (823,798)
Citation 10

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3.

Life Insurance Demand under Health Shock Risk

SAFE Working Paper No. 40
Number of pages: 55 Posted: 09 Feb 2014 Last Revised: 11 Jan 2016
Christoph Hambel, Holger Kraft, Lorenz Schendel and Mogens Steffensen
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt, Goethe University Frankfurt and University of Copenhagen
Downloads 298 (175,513)
Citation 2

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Health shocks, Portfolio choice, Term life insurance, Mortality risk, Labor income risk

4.

When Should Retirees Tap Their Home Equity?

Downloads 203 (255,472)

When Should Retirees Tap Their Home Equity?

Number of pages: 54 Posted: 08 Sep 2020 Last Revised: 19 Jul 2023
Christoph Hambel, Holger Kraft and André Meyer-Wehmann
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 137 (357,503)

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reverse mortgage, consumption-portfolio decisions, biometric risks, financial disasters

When Should Retirees Tap Their Home Equity?

SAFE Working Paper No. 293
Number of pages: 56 Posted: 28 Oct 2020 Last Revised: 19 Jul 2023
Christoph Hambel, Holger Kraft and André Meyer-Wehmann
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Goethe University Frankfurt
Downloads 66 (583,354)

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reverse mortgage, consumption-portfolio decisions, biometric risks, financial disasters

5.

The Carbon Abatement Game

Downloads 186 (276,242)
Citation 3

The Carbon Abatement Game

Number of pages: 49 Posted: 12 Feb 2018 Last Revised: 14 Nov 2018
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 132 (367,963)
Citation 1

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Climate change economics, Carbon abatement, Non-cooperative game, Social cost of carbon, Stochastic differential game, Trade, Transfers

The Carbon Abatement Game

NBER Working Paper No. w24604
Number of pages: 49 Posted: 25 May 2018 Last Revised: 25 Mar 2023
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 54 (646,178)

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6.

The Social Cost of Carbon in a Non-Cooperative World

Number of pages: 61 Posted: 11 Jul 2019 Last Revised: 25 Jan 2021
Christoph Hambel, Holger Kraft, Eduardo S. Schwartz and Eduardo S. Schwartz
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area
Downloads 174 (294,402)
Citation 5

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Climate change economics, Carbon abatement, Non-cooperative game, Differential game, Trade, DICE

7.

Recalculating the Social Cost of Carbon

FEEM Working Paper No. 19.2018
Number of pages: 9 Posted: 29 May 2018
Soheil Shayegh, Valentina Bosetti, Simon Dietz, Johannes Emmerling, Christoph Hambel, Svenn Jensen, Holger Kraft, Massimo Tavoni, Christian P. Traeger and Rick van der Ploeg
RFF-CMCC European Institute on Economy and the Environment (EIEE), Bocconi University, London School of Economics - Grantham Research Institute on Climate Change and the Environment and Department of Geography and Environment, CMCC - Centro Euro-Mediterraneo sui Cambiamenti Climatici - European Institute onEconomy and the Environment (EIEE), Tilburg University - Department of Econometrics & Operations Research, Oslo Metropolitan University, Goethe University Frankfurt, Fondazione Eni Enrico Mattei (FEEM), University of Oslo - Department of Economics and University of Oxford
Downloads 135 (360,697)
Citation 1

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Integrated Assessment Models, Climate Policy, Carbon, Uncertainty

8.

Solving Life Cycle Problems With Biometric Risk by Artificial Insurance Markets

Number of pages: 28 Posted: 14 Dec 2018 Last Revised: 20 Apr 2021
Christoph Hambel, Holger Kraft and Claus Munk
Tilburg University - Department of Econometrics & Operations Research, Goethe University Frankfurt and Copenhagen Business School
Downloads 124 (384,733)

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dynamic programming, life-cycle models, biometric risk, insurance, habit formation

9.

Health Shock Risk, Critical Illness Insurance, and Housing Services

Number of pages: 42 Posted: 31 Oct 2018 Last Revised: 10 Nov 2019
Christoph Hambel
Tilburg University - Department of Econometrics & Operations Research
Downloads 58 (613,026)
Citation 1

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health shock risk, critical illness insurance, portfolio choice, housing investments