Economics
The Cost of Uncertainty in Irreversible Climate Tipping Points (2023 - ongoing) - Under Revision
Using an integrated assessment model with a climate tipping point, I quantify the economic cost of uncertainty by comparing a "wishful thinker" planner who delays abatement with a "cautious" planner who acts early, finding uncertainty can reduce world output by up to 2.36%. The results show that cautious, early abatement is generally cheaper than gambling on the chance of avoiding a tipping point.Endogenous Fragility of Supply Chains and Correlated Disruption Risk (2022 - 2024) - Under Review
Models the endogenous formation of supply chains under correlated disruptions, showing that greater correlation among upstream producers reduces downstream diversification incentives and can trigger widespread under-diversification and large welfare losses; improved information about supply-chain risk can further exacerbate these losses.
Work in progress
An NLP analysis of institutional investor’s stance towards environmental sustainability (with Davide Grossi, Alessio M. Pacces, Xinyi Wang) (2022 - ongoing)
We use computational techniques to identify influence of institutional shareholders on corporate decision-making.Options can stabilise markets with Donald Hagesteijn and Cars Hommes (2024 - ongoing)
We show that trading binary at-the-money put option can stabilise markets and mitigate bubble formation, in asset pricing models with trend-following agents
Neuroscience
- Bayesian Model of Motion Extrapolation (with Philippa Johnson) - 2022
We model the brain compensation of neural delays in motion perception.