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48 results for climate events

Climate change is widely expected to increase weather related damage and the insurance claims that result from it. This will increase insurance premiums, in a way that is independent of a customer's contribution to the causes of climate change. Insurance provides a financial mechanism that mitigates some of the consequ…

2015-09-03abs ↗pdf ↗

Paper models spatio-temporal extremes using conditional variational autoencoders.

problem Modeling co-occurrence of extreme weather events under changing climate conditions.
method Conditional Variational Autoencoder (cXVAE) with CNN integration.
result Accurately emulates spatial fields and recovers extremal dependence with low computational cost.

Deep learning framework predicts streamflow and flood probabilities in Australian catchments.

problem Large-scale flooding prediction challenges due to model calibration and missing data.
method Ensemble quantile-based deep learning framework using quantile regression and CAMELS dataset.
result Notable efficacy and uncertainties in streamflow forecasts with varied catchment properties.

Weather2vec learns representations to adjust for non-local confounding in air pollution studies.

problem Non-local confounding in evaluating environmental policies and climate events on health outcomes.
method weather2vec framework using balancing scores to learn representations of non-local information.
result The framework effectively adjusts for confounding in air pollution studies.

Machine learning improves sub-seasonal climate forecasting, especially gradient boosting and deep learning.

problem Predicting climate variables like temperature and precipitation in 2-week to 2-month time scales.
method Carefully constructed feature representations and ML approaches including gradient boosting and deep learning.
result ML methods can outperform climatological baselines and improve prediction accuracy.

Machine learning predicts Atlantic blocking using limited data.

problem Underestimation of blocking event duration in climate models.
method Transfer Learning and Explainable AI (SHAP analysis)
result High-pressure anomalies in specific regions contribute to blocking events.

New method improves local precipitation predictions using video diffusion.

problem Limited high-resolution local precipitation predictions due to computational costs.
method Extends video diffusion models to capture conditional distribution of high-resolution patterns.
result Method outperforms state-of-the-art baselines in CRPS, MSE, and precipitation distribution.

Estimates treatment effects in rare extreme events using EVT.

problem Estimating treatment effects in rare, impactful events like extreme climate events.
method Introduces a novel framework using EVT and multivariate regular variation for consistent treatment effect estimation.
result Developed a consistent estimator for extreme treatment effects with rigorous non-asymptotic analysis.

New metrics improve probabilistic forecasting, especially for rare events.

problem Current evaluation frameworks for probabilistic forecasting assume independence and lack sensitivity to tail events.
method Proposed signature kernel-based metrics: Sig-MMD and CSig-MMD.
result These metrics capture complex dependencies and prioritize tail event prediction.

Winterization of Texas power system profitable but risky, estimated at $11.74bn over 30 years.

problem Profitability and risk of winterizing Texas power system infrastructure.
method Combined temperature-dependent load and outage estimates over 71 years of climate data.
result Large-scale winterization of gas infrastructure and power plants is profitable, but risks are high due to low-frequency of cold spells.

First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists have exaggerated climate change to gain influence, other activists have joined the climate bandwagon. Opponents to cli…

2016-08-19abs ↗pdf ↗

New method reconstructs past foehn occurrences using unsupervised and supervised learning.

problem Reconstructing past foehn occurrences due to lack of direct measurement.
method Combining unsupervised and supervised learning methods to infer foehn occurrences from reanalysis data.
result Accurate hourly reconstructions of past foehn occurrences for 83 years.

Stochastic model prices weather derivatives for Indian states, highlighting temperature volatility impacts.

problem Quantifying financial risk in Indian markets due to seasonal weather variations.
method Modified Ornstein-Uhlenbeck process with jumps for temperature dynamics, calibrated with historical data, Monte Carlo simulations for pricing.
result Volatility significantly impacts weather derivative pricing, with higher prices in colder states and lower in hotter states.

Proposes a new stochastic method to calibrate climate risks in financial models.

problem Estimating climate-related financial risks in bank loan portfolios.
method Stochastic forward-looking methodology to calibrate climate macro-correlation evolution from scientific data.
result A new framework to evaluate climate risks without specific scenario assumptions.

This study tackles basis risk in weather parametric insurance using Monte Carlo simulations.

problem Mismatch between actual loss and payout in weather parametric insurance leads to loss without payout or payout without loss.
method Empirical research using Monte Carlo simulations to test diversification and hedging strategies.
result Portfolio basis risk and volatility decrease with more contracts, and spatial relationships significantly impact basis risk.

CE improves climate uncertainty quantification using GCM ensembles and observational data.

problem Uncertainty in climate projections due to model inadequacies and variability.
method Conformal ensembles integrating GCM ensembles and observational data.
result CE generates statistically rigorous, easy-to-interpret uncertainty estimates.

Geospatial framework assesses climate risks for California's banking and exposed sectors.

problem Evaluating climate risks on banking and exposed sectors in California.
method Integrates hazard mapping, exposure analysis, and scenario-based financial risk assessment.
result Framework supports portfolio monitoring and institutional readiness under new standards.

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.

New framework bridges climate science and ML for easier climate model emulation.

problem High computational costs and mistrust of ML methods in climate models.
method Integrating climate science and machine learning perspectives to design easy-to-adopt emulators.
result Demonstrated reliability of emulators designed to address specific tasks.

The study examines how climate risk influences sovereign debt default decisions.

problem The relationship between climate risk and sovereign debt default decisions.
method Calibration of a model to analyze the credit spreads of sovereign bonds and the impact of climate vulnerability on bond spreads.
result Climate risk does not significantly influence the decision to default on sovereign debt.

Study uses TV news to measure climate risks affecting clean energy firms.

problem Understanding how climate risks impact clean energy firms' financial stability.
method Developed climate risk measures from TV news coverage and analyzed their effects on clean energy firms' risks.
result Increased TV news coverage of climate risks correlates with higher systematic risk and lower idiosyncratic risk for clean energy firms.

CCVA adjusts for climate change impacts on financial valuation.

problem Climate change impacts on financial valuation are currently ignored.
method Flexible parameterization to capture climate impacts on hazard rates.
result Significant impacts on interest rate swaps even with slow climate change.

Study shows climate change can cause a 'run on fossil fuels' affecting prices and production.

problem Impact of climate change expectations on fossil fuel markets and prices.
method Dynamic, general equilibrium model of climate-change-linked transition risk.
result Climate change expectations can lead to either increased or decreased fossil fuel prices, depending on economic responses.

Study predicts climate data at distant locations using machine learning.

problem Predict climate variables at distant locations where comprehensive data collection is not feasible.
method Uses reservoir computing and vector autoregression models for prediction.
result Machine learning improves prediction accuracy for highly correlated data.

SPF uses a hierarchical approach to efficiently emulate climate changes.

problem Slow and unstable climate emulation for long horizons.
method Spatiotemporal Pyramid Flows (SPF) model data hierarchically across spatial and temporal scales.
result SPF outperforms flow matching baselines and pre-trained models on ClimateBench.

Study analyzes climate impact on agricultural prices, offering insurance solutions.

problem Financial risk from climate-induced agricultural price volatility.
method Historical and future climate projections, EGARCH and SARIMAX models, Black-Scholes framework.
result Improved agricultural risk modeling and insurance mechanisms.