Brigitte Roth Tran

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 21,915

in Total Papers Citations

27

CROSSREF CITATIONS

19

Scholarly Papers (7)

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Number of pages: 80 Posted: 04 Dec 2018 Last Revised: 11 Mar 2021
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 - SC Johnson College of Business
Downloads 638 (50,599)

Abstract:

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extreme weather, uncertainty, implied volatility, expected returns, climate risks

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

FEDS Working Paper No. 2019-54
Number of pages: 57 Posted: 25 Jul 2019 Last Revised: 21 Oct 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 - SC Johnson College of Business
Downloads 95 (335,419)

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Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

EBRD Working Paper No. 229
Number of pages: 80 Posted: 11 Sep 2019 Last Revised: 15 Mar 2021
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 - SC Johnson College of Business
Downloads 77 (382,114)
Citation 13

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extreme weather, uncertainty, implied volatility, expected returns, climate risks

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 196 (190,039)

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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 137 (257,265)
Citation 1

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Weather, lasso, machine learning, retail sales, adaptation

Sellin' in the Rain: Adaptation to Weather and Climate in the Retail Sector

Number of pages: 40 Posted: 08 Mar 2019 Last Revised: 16 Sep 2020
Brigitte Roth Tran
Board of Governors of the Federal Reserve System
Downloads 54 (460,706)

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adaptation, climate change, weather, machine learning, sales

Sellin' in the Rain: Adaptation to Weather and Climate in the Retail Sector

FEDS Working Paper No. 2019-067
Number of pages: 36 Posted: 22 Oct 2019
Brigitte Roth Tran
Board of Governors of the Federal Reserve System
Downloads 14 (696,368)

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Adaptation, Climate change, Lasso, Machine learning, Retail, Sales, Weather

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 54 (453,394)

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household finances; natural disasters

6.

Taming Thor: A New Approach to Modeling Weather Effects

Number of pages: 38 Posted: 07 Oct 2019
Brigitte Roth Tran
Board of Governors of the Federal Reserve System
Downloads 36 (531,661)

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LASSO, Machine Learning, Weather, Retail, Variation

7.

Spatial Variation in the 2020 Housing Market Decline and Recovery

FEDS Notes No. 2021-05-24-2
Posted: 02 Jun 2021 Last Revised: 17 Jun 2021
Nathan Ausubel and Brigitte Roth Tran
affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

Abstract:

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