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Papers

Read the latest research from VRI faculty members

Financial Risk


Cyber Risk


Climate Risk

  • Engle, Robert, Stefano Giglio, Heebum Lee, Bryan Kelly and Johannes Stroebel, “Hedging Climate Change News,” forthcoming, Review of Financial Studies.
  • Revesz, Richard L. and Jack Lienke, Struggling for Air: Power Plants and the 'War on Coal' (Oxford University Press, 2016).
  • Revesz, Richard L., and Kimberly M. Castle, "Environmental Standards, Thresholds, and the Next Battleground of Climate Change Regulations," 103 Minnesota Law Review 1349 (2019). 
  • Revesz, Richard L., Jason A. Schwartz, Peter H. Howard, Kenneth Arrow, and Michael A. Livermore, Michael Oppenheimer and Thomas Sterner "The Social Cost of Carbon: A Global Imperative," 11 Review of Environmental Economics and Policy 172 (2017). 
  • Richard L. Revesz, Michael A. Livermore, The Globalization of Cost-Benefit Analysis in Environmental Policy, (Oxford University Press, 2013). 
  • Stroebel, Johannes, Stefano Giglio, and Matteo Maggiori, “Very Long-Run Discount Rates,” Quarterly Journal of Economics, 130(1), February 2015.
  • Stroebel, Johannes, Stefano Giglio, Matteo Maggiori, and Andreas Weber, “Climate Change and Long-Run Discount Rates: Evidence from Real Estate” R&R at the Journal of Political Economy.
  • Wagner, Gernot, Robert Litterman, and Kent Daniel. "Declining CO2 price paths," Proceedings of the National Academy of Sciences, 2019. 
  • Wagner, Gernot, and Jesse L. Reynolds, “Highly decentralized solar geoengineering.” Environmental Politics, 2019. 
  • Whelan, Tensie, Ulrich Atz, Tracy Van Holt, and Elyse Douglas. “The Return on Sustainability Investment (ROSI): Monetizing Financial Benefits of Sustainability Actions in Companies” Review of Business: Interdisciplinary Journal on Risk and Society, 39, no. 2, 1–31 (2019).

Geopolitical Risk

  • Barberá, Pablo, Andreu Casas, Jonathan Nagler, Patrick J. Egan, Richard Bonneau, John T. Jost, and Joshua A. Tucker. “Who Leads? Who Follows? Measuring Issue Attention and Agenda Setting by Legislators and the Mass Public Using Social Media Data,” American Political Science Review 113, no. 4 (2019): 883-901.
  • Engle, Robert, and Cristiano Zazzara, “Systemic Risk in the Financial System: Capital Shortfalls under Brexit, the US Elections and the Italian Referendum,” The Journal of Credit Risk (2018), 14(4):97-120.
  • Guess, Andrew, Jonathan Nagler, and Joshua Tucker. "Less than you think: Prevalence and predictors of fake news dissemination on Facebook." Science Advances 5, no. 1 (2019).
  • Philippon, Thomas, Pierre-Olivier Gourinchas, and Dimitri Vayanos “The Analytics of the Greek Crisis” with, NBER Macroannuals, Spring 2016.
  • Richard L. Revesz, Michael A. Livermore, The Globalization of Cost-Benefit Analysis in Environmental Policy, (Oxford University Press, 2013). 
  • Subrahmanyam, Marti, Loriana Pelizzon, Davide Tomio, and Jun Uno, "Sovereign Credit Risk, Liquidity and the ECB Intervention: Deux ex Machina?", Journal of Financial Economics, October 2016.
  • Tucker, Joshua, Yannis Theocharis, Margaret E. Roberts, and Pablo Barberá. "From liberation to turmoil: social media and emocracy," Journal of Democracy 28, no. 4 (2017): 46-59.
  • Whitelaw, Robert and Jennifer Carpenter, “The Development of China's Stock Market and Stakes for the Global Economy, 2017, Annual Review of Financial Economics, Vol. 9, pp. 233-257.