Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida
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DOI: 10.1016/j.ejor.2023.11.022
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- Calabrese, Raffaella & Dombrowski, Timothy & Mandel, Antoine & Pace, R. Kelley & Zanin, Luca, 2024. "Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida," European Journal of Operational Research, Elsevier, vol. 314(1), pages 377-392.
- Raffaella Calabrese & Timothy Dombrowski & Antoine Mandel & R. Kelley Pace & Luca Zanin, 2024. "Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida," Post-Print halshs-04409393, HAL.
- Raffaella Calabrese & Timothy Dombrowski & Antoine Mandel & R. Kelley Pace & Luca Zanin, 2024. "Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-04409393, HAL.
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Citations
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Cited by:
- Pascal Kundig & Fabio Sigrist, 2024. "A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios," Papers 2410.02846, arXiv.org.
- Si-yao Wei & Wei-xing Zhou, 2024. "The resilience of China's financial markets: With a focus on the impact of its climate policy uncertainty," Papers 2409.18422, arXiv.org.
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