Brigitte Roth Tran

Federal Reserve Bank of San Francisco

101 Market Street

San Francisco, CA 94105

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 36,170

SSRN RANKINGS

Top 36,170

in Total Papers Downloads

2,040

SSRN CITATIONS
Rank 22,649

SSRN RANKINGS

Top 22,649

in Total Papers Citations

18

CROSSREF CITATIONS

25

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, Federal Reserve Bank of San Francisco and Indiana University - Kelley School of Business - Department of Finance
Downloads 919 (37,592)

Abstract:

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

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, Federal Reserve Bank of San Francisco and Indiana University - Kelley School of Business - Department of Finance
Downloads 317 (140,895)
Citation 16

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, Federal Reserve Bank of San Francisco and Indiana University - Kelley School of Business - Department of Finance
Downloads 121 (335,531)

Abstract:

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2.

Divest, Disregard, or Double Down?

FEDS Working Paper No. 2017-042
Number of pages: 43 Posted: 13 Apr 2017
Brigitte Roth Tran
Federal Reserve Bank of San Francisco
Downloads 207 (215,151)

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
Federal Reserve Bank of San Francisco
Downloads 199 (223,005)
Citation 1

Abstract:

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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
Federal Reserve Bank of San Francisco
Downloads 104 (373,518)

Abstract:

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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
Federal Reserve Bank of San Francisco
Downloads 16 (802,765)

Abstract:

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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
Federal Reserve Bank of San Francisco and University of South Carolina - Moore School of Business - Department of Economics
Downloads 112 (352,718)

Abstract:

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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
Federal Reserve Bank of San Francisco
Downloads 45 (576,328)

Abstract:

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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 Federal Reserve Bank of San Francisco

Abstract:

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