Probabilistic approach to project economic damages of extreme events in Italy
Torresi, Stefano (A.A. 2022/2023) Probabilistic approach to project economic damages of extreme events in Italy. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 42. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
How physical risks impact economies and firms? What are extreme climate events Policies and policymakers. The role of policymakers in net zero transition. The need of scenarios. Latest develompents in NGFS framework. ENEL frameworks and why its important. Description of analysis. Data. Methodology. Why return levels? Assessment of the code. Extreme value analysis background. Non-stationarity. Parameter estimation. Dependence. Threshold excess approach. Results. Model with temperature. Model with temperature and industrial production. Ensemble of models.
References
Bibliografia: pp. 40-42.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Drudi, Francesco Maria |
| Academic Year: | 2022/2023 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Jul 2024 12:56 |
| Last Modified: | 16 Jul 2024 12:56 |
| URI: | https://tesi.luiss.it/id/eprint/39364 |
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