A Financial Approach to Climate Risk

The School of Economics and Finance invites you to a keynote address by esteemed guest, Professor Robert Engle

About the Speaker:

Robert Engle, Professor Emeritus of Finance at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modelling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W. J. Granger of University of California San Diego. Professor Engle is the Co-Director of the Volatility and Risk Institute at New York University Stern. In this role, Professor Engle has developed research tools to track risks in the global economy and make these publicly available on the V-LAB website.

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