We investigate the uncertainty dynamics surrounding extreme weather events through the lens of option and stock markets … by identifying market responses to the uncertainty regarding both potential hurricane landfall and subsequent economic … 5-10 percent, reflecting impact uncertainty. Using hurricane forecasts, we show that landfall uncertainty and potential …

How damaging are uncertainty shocks during extreme events such as the great recession and the Covid-19 outbreak? Can … activity to a financial uncertainty shock during the great recession. We replicate this evidence with an estimated DSGE … framework featuring a concept of uncertainty comparable to that in our VAR. We employ the DSGE model to quantify the impact on …

and transmission pathway of CCRR proxies (green index, carbon price, general and climate uncertainty) on US Small Minus … energy innovation industry (green companies) and climate policy uncertainty are drivers of the transmission spillover network …

Because of the uncertainty about how to model the growth process of our economy, there is still much confusion about … assuming that the random walk of economic growth is affected by some parametric uncertainty. We show that the same arguments … investment is larger than half of relative risk aversion. Another important consequence of parametric uncertainty is that the …

Because of the uncertainty about how to model the growth process of our economy, there is still much confusion about … assuming that the random walk of economic growth is affected by some parametric uncertainty. We show that the same arguments … investment is larger than half of relative risk aversion. Another important consequence of parametric uncertainty is that the …