Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
Open accessIntegrity signals
Registry
Cites
Statistics
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
Extreme weather is reflected in stock and option market prices.
“Kruttli, Tran, and Watugala (2019) show that extreme weather is reflected in stock and option market prices.”
From The Importance of Climate Risks for Institutional Investors (2020) · cites this paper as Kruttli, Tran, and Watugala (2019)
The citation lists haven’t been fetched yet
References 70 · Cited by 28
- Authors
- Kruttli, M. S., Roth Tran, B., & Watugala, S. W.
- Affiliations
- University of Oxford (GB)
- Indiana University Bloomington (US)
- Corresponding author
- Kruttli, Mathias S.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2019
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W3125115356
- Cited by
- 28
- References
- 70
- Citations by year
- 2025: 2 · 2024: 2 · 2023: 4 · 2022: 6 · 2021: 4 · 2020: 6 · 2019: 3 · 2018: 1
- Type
- posted content
- Language
- en
- Open access
- green
- doi.org
- Locations
- SSRN Electronic Journal (publishedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Market Dynamics and Volatility
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Keywords
- extreme weather events, hurricane risk, implied volatility, volatility risk premium, stock returns, business disruption, physical damage, Hurricane Sandy, investor risk perception
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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