ECONOMETRICS HUB
Climate econometrics
for risk, valuation,
and decision intelligence
Measurement and Estimands: From Climate Questions to Econometric Estimands
Direct Answer An econometric estimand is the quantity a climate analysis is designed to learn. It may be the average effect of an additional extreme-heat day on asset downtime, the expected loss...
ECONOMETRICS HUB
Multi-Hazard, Seasonal, Extreme, and Dynamic Models: Modeling Hazard Seasonality and Volatility
Direct Answer Seasonality describes predictable within-year patterns, and volatility describes changing or elevated variability. Peak Seasonality Index compares a hazard's highest monthly level with...
Multi-Hazard, Seasonal, Extreme, and Dynamic Models: Modeling Multi-Hazard Interactions
Direct Answer Multi-hazard interaction models estimate whether combined climate stresses create effects that differ from the sum of individual hazards. Heat can worsen drought and wildfire...
Panel Models, Trends, Scenarios, and Statistical Inference: Conducting Clustered and Spatially Robust Inference
Direct Answer Reliable analysis adjusts standard errors when climate data points are connected, for example, within the same asset over time, across hazards, or among nearby locations. Conventional...
Panel Models, Trends, Scenarios, and Statistical Inference: Modeling Risk Stability and Scenario Robustness
Direct Answer Risk-Stable Asset Share measures how many assets change by no more than one risk point between early and late horizons. Scenario-Robust Asset Share applies a similar rule across SSP...
Panel Models, Trends, Scenarios, and Statistical Inference: Comparing Climate Scenarios and Stress Gaps
Direct Answer A climate scenario comparison measures how portfolio outcomes differ under internally consistent future pathways. Scenario Stress Gap subtracts portfolio CvaR under SSP3-7.0 from CvaR...
Panel Models, Trends, Scenarios, and Statistical Inference: Estimating Climate Trends and Escalation Rates
Direct Answer Climate trend estimation measures how a risk or loss intensity changes across horizons. CvaR Escalation Rate per Decade compares portfolio CvaR as a percentage of value at an early and...
Panel Models, Trends, Scenarios, and Statistical Inference: Estimating Fixed-Effects Climate Panel Models
Direct Answer Fixed-effects models use repeated observations to account for factors that remain constant for an asset or over a given period. Asset effects capture persistent differences such as...
Risk Distributions, Geography, and Spatial Dependence: Measuring Geographic Diversification
Direct Answer The Geographic Diversification Score summarizes whether portfolio CVaR is distributed across many regions or concentrated in a select set. The catalog uses one minus the sum of squared...
Risk Distributions, Geography, and Spatial Dependence: Modeling Spatial Autocorrelation and Spillovers
Direct Answer Spatial climate econometrics addresses the fact that nearby observations share hazards, infrastructure, labor markets, insurance conditions, or unobserved regional characteristics....
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physical and financial impacts of future weather and climate extremes
on your infrastructure assets, capital programs, and investment portfolios.