NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Hedging Climate Change News

Robert F. Engle III, Stefano Giglio, Bryan T. Kelly, Heebum Lee, Johannes Stroebel

NBER Working Paper No. 25734
Issued in April 2019

---- Acknowledgments ----

We thank Harrison Hong, Andrew Karolyi, Ross Valkanov, participants at the Climate Finance Workshop at Columbia University, the Climate Finance Conference at Imperial College, the Volatility Institute Conference at NYU Stern, as well as a number of anonymous referees for helpful comments. Generous grant support was provided by the Norwegian Finance Initiative and the Global Risk Institute. We thank Konhee Chang for outstanding research assistance. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

---- Disclosure of Financial Relationships for Bryan T. Kelly ----

I have received consulting income from AQR Capital Management exceeding $5,000 over the past year. AQR Capital Management is a global investment management firm, which may or may not apply similar investment techniques or methods of analysis as described herein. The views expressed here are those of the authors and not necessarily those of AQR.

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