Brigitte Roth Tran

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

6

DOWNLOADS

816

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (6)

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Number of pages: 71 Posted: 04 Dec 2018 Last Revised: 09 Apr 2020
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 380 (83,609)

Abstract:

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extreme weather, uncertainty, implied volatility, hurricanes, climate risks

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

FEDS Working Paper No. 2019-054
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 - Dyson School of Applied Economics and Management
Downloads 43 (454,526)

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

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

EBRD Working Paper No. 229
Number of pages: 69 Posted: 11 Sep 2019 Last Revised: 28 Jan 2020
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 35 (491,214)
Citation 3

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extreme weather, uncertainty, implied volatility, hurricanes, 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 186 (176,132)

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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 88 (311,200)
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: 31 Posted: 08 Mar 2019 Last Revised: 15 Oct 2019
Brigitte Roth Tran
Board of Governors of the Federal Reserve System
Downloads 28 (529,330)

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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 10 (654,963)

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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 25 (532,104)

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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 21 (556,695)

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LASSO, Machine Learning, Weather, Retail, Variation