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 … impact. Stock options on firms with establishments exposed to the landfall region exhibit increases in implied volatility of …

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 …

(public policy) mechanisms for coping with the volatility induced by intermittent RE sources, using a numerical equilibrium …

Autoregressive (SVAR) methodology is applied incorporating realized volatility as an indicator of oil price uncertainty to …This paper investigates the link between oil price uncertainty shocks and key macroeconomic indicators of a net oil … investigate the short run effects of oil price uncertainty. The Generalised Impulse Response Functions (GIRF) analysis reveals …