Jean-Paul Renne, HEC Lausanne
Climate Linkers: Rationale and Pricing


Thursday, March 24, 2022


SF 8:00am, NYC 11:00am, BERLIN 4:00pm



Jean-Paul Renne is a Professor of Economics at the Faculty of Business and Economics (HEC) of the University of Lausanne. Previously, he worked as a senior economist at the Banque de France and, beforehand, as the head of operational research at the French debt management office. Jean-Paul Renne has graduated from Ecole Polytechnique and holds a PhD in Applied Mathematics from Paris-Dauphine University. His research focuses on time series modelling, with applications to the dynamics of interest rates, the pricing of credit risk and disasters.

This seminar is part of the Virtual Seminar on Climate Economics series hosted by the Federal Reserve Bank of San Francisco and is open to everyone interested in research on the economics of climate change.

Download the paper (pdf, 3.17 mb)

Download the slides (pdf, 8.84 mb)

Watch the recording (video, 53:01 minutes, with transcription)