Brigitte Roth Tran

Federal Reserve Bank of San Francisco

101 Market Street

San Francisco, CA 94105

United States

  • Federal Reserve Bank of San Francisco

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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Top 19,883

in Total Papers Citations

51

CROSSREF CITATIONS

18

Scholarly Papers (8)

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1.

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Downloads 2,211 (13,536)
Citation 18

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Number of pages: 110 Posted: 04 Dec 2018 Last Revised: 02 Feb 2024
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Kelley Business School - Indiana University, Federal Reserve Bank of San Francisco and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,503 (24,239)
Citation 3

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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: 103 Posted: 11 Sep 2019 Last Revised: 01 Mar 2023
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Kelley Business School - Indiana University, Federal Reserve Bank of San Francisco and Indiana University - Kelley School of Business - Department of Finance
Downloads 555 (95,522)
Citation 18

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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
Kelley Business School - Indiana University, Federal Reserve Bank of San Francisco and Indiana University - Kelley School of Business - Department of Finance
Downloads 153 (366,939)

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2.

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 270 (217,566)
Citation 3

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Weather, lasso, machine learning, retail sales, adaptation

3.

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 259 (226,786)
Citation 5

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household finances; natural disasters

4.

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

Downloads 254 (231,210)
Citation 4

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 227 (256,866)

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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 27 (940,365)
Citation 4

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

5.

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 227 (257,937)

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

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 61 (672,447)

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LASSO, Machine Learning, Weather, Retail, Variation

7.

The Canary in the Coal Decline: Appalachian Household Finance and the Transition from Fossil Fuels

NBER Working Paper No. w31072
Number of pages: 51 Posted: 10 Apr 2023 Last Revised: 27 May 2023
Joshua A. Blonz, Brigitte Roth Tran and Erin Troland
Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System
Downloads 5 (1,142,582)
Citation 2
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8.

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

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