Publications
- Asset Diversification versus Climate Action (with Holger Kraft and Frederick van der Ploeg), International Economic Review, forthcoming, 2024, Online Appendix, Ökonomenstimme
- When Should Retirees Tap Their Home Equity? (with Holger Kraft and André Meyer-Wehmann), Journal of Banking & Finance, Vol. 154, 106967, 2023
- Solving Life Cycle Problems with Biometric Risk by Artificial Insurance Markets (with Holger Kraft and Claus Munk), Scandinavian Actuarial Journal, Issue 4, 307-302, 2022
- The Social Cost of Carbon in a Non-cooperative World (with Holger Kraft and Eduardo S. Schwartz), Journal of International Economics, Vol. 131, 103490, 2021, Online Appendix, Winner of the Sturm & Drang Prize (best paper award of the Faculty of Economics and Business of the Goethe University Frankfurt)
- Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change (with Holger Kraft and Eduardo S. Schwartz), European Economic Review, Vol. 132, 103642, 2021, Online Appendix
- Health Shock Risk, Critical Illness Insurance, and Housing Services, Insurance: Mathematics and Economics, Vol. 91, 111-128, 2020
- Life Insurance Demand under Health Shock Risk (with Holger Kraft, Lorenz S. Schendel, and Mogens Steffensen), Journal of Risk and Insurance, Vol. 84, 1171-1202, 2017, Online Appendix
Working Papers (available for download from SSRN)
- Pricing in Transition and Physical Risks: Carbon Premiums and Stranded Assets (with Frederick van der Ploeg), 2024
- A Simple OLG Model for Impact Investing (with Sijmen Duineveld and Kai Lessmann), 2024
- Three Reasons to Price Carbon under Uncertainty: Accuracy of Simple Rules (with Ton S. van den Bremer and Frederick van der Ploeg), 2023
- Recalculating the Social Cost of Carbon (with Soheil Shayegh, Valentina Bosetti, Simon Dietz, Johannes Emmerling, Svenn Jensen, Holger Kraft, Massimo Tavoni, Christian P. Traeger, and Frederick van der Ploeg), FEEM Working Paper 19.2018, 2018
- The Carbon Abatement Game (with Holger Kraft and Eduardo S. Schwartz), Winner of the Best Paper Award in Economics and Finance at IRMBAM-2019, NBER Working Paper w24604, 2018
Work in Progress
- Asset Prices and the Price of Carbon in a Non-cooperative World (with Ton S. van den Bremer and Frederick van der Ploeg)
- Energy Consumption and Household Portfolio Choice (with Jochem de Bresser)
- Optimal Consumption-Portfolio Choice under Physical Climate Risk
- Public Infrastructure Delays and Transition Risks (with Beatriz Gaitan, Kai Lessmann, and Ibrahim Tahri)
