Brigitte Roth Tran

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

5

DOWNLOADS

459

CITATIONS

0

Scholarly Papers (5)

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Number of pages: 56 Posted: 04 Dec 2018 Last Revised: 09 Jul 2019
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - Dyson School of Applied Economics and Management
Downloads 250 (120,857)

Abstract:

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extreme weather events, uncertainty, implied volatility, stock returns, hurricanes, climate finance

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

FEDS Working Paper No. 2019-054
Number of pages: 57 Posted: 25 Jul 2019
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - Dyson School of Applied Economics and Management
Downloads 8 (616,776)

Abstract:

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extreme weather events, uncertainty, implied volatility, stock returns, hurricanes, climate finance

2.

Divest, Disregard, or Double Down?

FEDS Working Paper No. 2017-042
Number of pages: 43 Posted: 13 Apr 2017
Brigitte Roth Tran
Board of Governors of the Federal Reserve System
Downloads 160 (184,002)

Abstract:

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Socially responsible investing, Divestment, Endowment, Foundation, Philanthropy, Portfolio, Universities and colleges

3.

Blame It On the Rain: Weather Shocks and Retail Sales

Number of pages: 70 Posted: 28 May 2019
Brigitte Roth Tran
Board of Governors of the Federal Reserve System
Downloads 20 (518,734)

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Weather, lasso, machine learning, retail sales, adaptation

4.

Long- and Short-Run Adaptation of Consumption to Weather and Climate Change

Number of pages: 32 Posted: 08 Mar 2019
Brigitte Roth Tran
Board of Governors of the Federal Reserve System
Downloads 15 (547,895)

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adaptation, climate change, weather, machine learning, sales

5.

Same Storm, Different Disasters: Consumer Credit Access, Income Inequality, and Natural Disaster Recovery

Number of pages: 39 Posted: 28 May 2019
Brigitte Roth Tran and Tamara Lynn Sheldon
Board of Governors of the Federal Reserve System and University of South Carolina - Moore School of Business - Department of Economics
Downloads 6 (604,156)

Abstract:

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household finances; natural disasters