English
Related papers

Related papers: Climate Risk and Corporate Value: Evidence from Te…

200 papers

Large, non-stationary spatio-temporal data are ubiquitous in modern statistical applications, and the modeling of spatio-temporal extremes is crucial for assessing risks in environmental sciences among others. While the modeling of extremes…

Applications · Statistics 2019-12-03 Raphaël Huser

Controllable building loads have the potential to increase the flexibility of power systems. A key step in developing effective and attainable load control policies is modeling the set of feasible building load profiles. In this paper, we…

Optimization and Control · Mathematics 2018-02-20 Jesus E. Contreras-Ocaña , Miguel A. Ortega-Vazquez , Daniel Kirschen , Baosen Zhang

This study investigated the effect of harsh winter climate on the performance of high speed passenger trains in northern Sweden. Novel approaches based on heterogeneous statistical models were introduced to analyse the train performance in…

Applications · Statistics 2021-08-21 Jianfeng Wang , Jun Yu

Climate (change) affects the prices of goods and services in different countries or regions differently. Simply relying on aggregate measures or summary statistics, such as the impact of average country temperature changes on HICP headline…

General Economics · Economics 2024-01-09 Paulo M. M. Rodrigues , Mirjam Salish , Nazarii Salish

Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model…

Data Analysis, Statistics and Probability · Physics 2020-06-15 Tony E. Wong , Travis Torline , Mingxuan Zhang

We provide a comprehensive examination of the predictive performance of panel forecasting methods based on individual, pooling, fixed effects, and empirical Bayes estimation, and propose optimal weights for forecast combination schemes. We…

Econometrics · Economics 2026-01-30 M. Hashem Pesaran , Andreas Pick , Allan Timmermann

The aim of this work is to propose an end-by-end modeling framework to evaluate the risk measures of a bank's portfolio of collateralized loans in an economy subject to the climate transition. The economy, organized in sectors, is driven by…

Risk Management · Quantitative Finance 2025-05-23 Lionel Sopgoui

Freshwater forcing from a retreating Antarctic Ice Sheet could have a wide range of impacts on future global climate. Here, we report on multi-century (present-2250) climate simulations performed using a fully coupled numerical model…

Atmospheric and Oceanic Physics · Physics 2020-05-21 Shaina Rogstad , Alan Condron , Robert DeConto , David Pollard

The agricultural sector is particularly susceptible to the impact of climate change. In this paper, I investigate how vulnerability to climate change affects U.S. farms' credit access, and demonstrates that such impact is unequally…

General Economics · Economics 2024-10-01 Teng Liu

The economic impacts of climate change are highly uncertain. Two of the most important uncertainties are the sensitivity of the climate system and the so-called damage functions, which relate climate change to economic damages and benefits.…

Atmospheric and Oceanic Physics · Physics 2022-08-24 Jenny Bjordal , Trude Storelvmo , Anthony A. Smith

Multiple studies have now demonstrated that machine learning (ML) can give improved skill for predicting or simulating fairly typical weather events, for tasks such as short-term and seasonal weather forecasting, downscaling simulations to…

Atmospheric and Oceanic Physics · Physics 2023-08-30 Peter AG Watson

Risk management in many environmental settings requires an understanding of the mechanisms that drive extreme events. Useful metrics for quantifying such risk are extreme quantiles of response variables conditioned on predictor variables…

Machine Learning · Statistics 2024-03-08 Jordan Richards , Raphaël Huser

In this paper, an energy conservation measure that optimizes the planning of heating and cooling systems for tertiary sector buildings is proposed. It consists of a model-based predictive control approach that employs a grey-box model built…

Systems and Control · Electrical Eng. & Systems 2019-10-04 Phillipe R. Sampaio , Raphael Salvazet , Pierre Mandel , Gwénaëlle Becker , Damien Chenu

Combining strengths from deep learning and extreme value theory can help describe complex relationships between variables where extreme events have significant impacts (e.g., environmental or financial applications). Neural networks learn…

Applications · Statistics 2023-10-06 Mitchell L. Krock , Julie Bessac , Michael L. Stein

The growing resolution and volume of climate data from remote sensing and simulations pose significant storage, processing, and computational challenges. Traditional compression or subsampling methods often compromise data fidelity,…

Atmospheric and Oceanic Physics · Physics 2025-07-22 Aashish Panta , Amy Gooch , Giorgio Scorzelli , Michela Taufer , Valerio Pascucci

In highly renewable power systems the increased weather dependence can result in new resilience challenges, such as renewable energy droughts, or a lack of sufficient renewable generation at times of high demand. The weather conditions…

Physics and Society · Physics 2024-06-21 Aleksander Grochowicz , Koen van Greevenbroek , Hannah C. Bloomfield

Climate change poses significant challenges to the agricultural and financial sectors, affecting crop productivity and overall financial stability. This study evaluates the robustness of the Actuaries Climate Index$^{TM}$ (ACI), a newer…

Applications · Statistics 2026-05-05 Cem Yavrum , A. Sevtap Selcuk-Kestel , José Garrido

This paper introduces a novel approach to financial crisis prediction by establishing a thermodynamic-like framework derived from the fluctuation theorem of statistical physics. We define market temperature through the probability ratio of…

The response of precipitation extremes to climate change is considered using results from theory, modeling, and observations, with a focus on the physical factors that control the response. Observations and simulations with climate models…

Atmospheric and Oceanic Physics · Physics 2015-05-05 Paul A. O'Gorman