Climate Econometrics Publications (Jump to Policy Briefs/Reports) (Jump to Discussion Papers)
 | Oxford's Contributions to Econometrics Hendry, D.F. & Nielsen, B. (2021) "Oxford's Contributions to Econometrics", The Palgrave Companion to Oxford Economics. Available online here |
 | Selecting a model for forecasting Castle, J.L., Doornik, J.A., & Hendry, D.F. (2021) "Selecting a model for forecasting", Econometrics, 9(3). Open Access. Available online here |
 | The value of robust statistical forecasts in the Covid-19 pandemic Castle, J.L., Doornik, J.A., & Hendry, D.F. (2021) "The value of robust statistical forecasts in the Covid-19 pandemic", National Institute Economic Review. Open Access. Available online here |
 | Robust discovery of regression models Castle, J.L., Doornik, J.A. & Hendry, D.F. (2021) "Robust discovery of regression models", Econometrics and Statistics. Open Access. Available online here |
 | A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts Castle, J.L. & Kurita, T. (2021) 'A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts', Journal of Economic Dynamics and Control. Available online here |
 | Does institutional proliferation undermine cooperation? Theory and evidence from climate change Rowan, S.S. (2021) 'Does institutional proliferation undermine cooperation? Theory and evidence from climate change', International Studies Quarterly. Available online here |
 | Forecasting Principles from Experience with Forecasting Competitions Castle, J.L., Doornik, J.A., & Hendry, D.F. (2021) "Forecasting Principles from Experience with Forecasting Competitions", Forecasting (Special Issue), 3(1), 138-165. Available online here |
 | Exogeneity in climate econometrics Pretis, F. (2021). "Exogeneity in climate econometrics" Energy Economics. Available online here |
 | Feedbacks among electric vehicle adoption, charging, and the cost and installation of rooftop solar photovoltaics Kafmann, R.K., Newberry, D., Xin, C. & Gopal, S. (2021). "Feedbacks among electric vehicle adoption, charging, and the cost of installation of rooftop solar photovoltaics" Nature Energy. Available online here |
 | Global mean thermosteric sea level projections by 2100 in CMIP6 climate models Jevrejeva, S., Palanisamy, H. & Jackson, L.P. (2020) "Global mean thermosteric sea level projections by 2100 in CMIP6 climate models" Environmental Research Letters. Available online here |
 | Understanding glacial cycles: A multivariate disequilibrium approach Kaufmann, R. and Pretis, F. (2020) "Understanding glacial cycles: A multivariate disequilibrium approach" Quaternary Science Reviews. Available online here |
 | Statistical Short-term Forecasting of the COVID-19 Pandemic Doornik, J.A., Hendry, D.F. & Castle, J.L. (2020) "Statistical Short-term Forecasting of the COVID-19 Pandemic" Journal of Clinical Immunology & Immunotherapy. Available online here |
| How urbanization enhanced exposure to climate risks in the Pacific: A case study in the Republic of Palau Mason, D.L., Iida, A., Watanabe, S., Jackson, L.P., Yokohari, M. (2020). "How urbanization enhanced exposure to climate risks in the Pacific: A case study in the Republic of Palau"Environmental Research Letters. Available online here |
 | Modelling non-stationary 'Big Data' Castle, J.L., Doornik, J.A. & Hendry, D.F. (2020). "Modelling non-stationary 'Big Data', International Journal of Forecasting. Available online here |
| Short-term forecasting of the coronavirus pandemic Doornik, J.A., Castle, J. L. & Hendry, D.F. (2020) "Short-term forecasting of the coronavirus pandemic", International Journal of Forecasting. Available online here |
 | The Challenge of Using Epidemiological Case Count Data: The Example of Confirmed COVID-19 Cases and the Weather Cohen, F., Schwarz, M., Li, S., Lu, Y. Jani, A. (2020). "The Challenge of Using Epidemiological Case Count Data: The Example of Confirmed COVID-19 Cases and the Weather", Environmental and and Resource Economics: Perspectives on the Economics of the Environment in the Shadow of Coronavirus, 76, 447-517. Available online here |
 | Climate Econometrics: An Overview Castle, J.L. & Hendry, D.F. (2020) "Climate Econometrics: An Overview", Foundations and Trends in Econometrics, 10(3-4), 145-322. Available here (Final proof copy) |
 | Comparing urban coastal flood risk in 136 cities under two alternative sea-level projections: RCP 8.5 and an expert opinion-based high-end scenario Abadie, L.M., Jackson, L.P., Sainz de Murieta, E., Jevrejeva, S., and Galarraga, I. "Comparing urban coastal flood risk in 136 cities under two alternative sea-level projections: RCP 8.5 and an expert opinion-based high-end scenario"Ocean and Coastal Management, 193. Available online here |
 | Improving Normalized Hurricane Damages Martinez, A.B. (2020) "Improving Normalized Hurricane Damages", Nature Sustainability, 3, 517-518. Available online here |
 | A Short History of Macro-econometric Modelling Hendry, D.F. (2020) "A Short History of Macro-Econometric Modelling", Journal of Banking, Finance and Sustainable Development, 1(1). |
 | Decarbonising the future UK economy Hendry, D.F. and Castle, J.C. (2020) VoxEU. Available online here |
| Forecast accuracy matters for hurricane damage Martinez, A.B. (2020) Econometrics. Available online here |
 | Climate change, conflicts and migration Thaliheimer, L. and Webersik, C. (2020) "Climate change, conflicts and migration" in Environmental Conflicts, Migration and Governance, Tim Krieger, Diana Panke and Michael Pregernig (eds). Bristol University Press. Available to purchase online here |
 | Technology transfer and innovation for low-carbon development Pigato, M.A., Black, S.J., Dussaux, D., Mao, Z., McKenna, M., Rafaty, R. and Touboul, S. (2020) World Bank. Available online here |
 | Revoking coal mining permits: an economic and legal analysis Rafaty, R., Srivastav, S. & Hoops, B. (2020) Climate Policy. Available online here |
| The Paradox of Stagnant Real Wages yet Rising 'Living Standards' in the UK Castle, J.L., Hendry, D.F., & Martinez, A.B. (2020). VoxEU Available online here |
 | The Picture from Above: Using Satellite Imagery to Overcome Methodological Challenges in Studying Environmental Displacement Heslin, A. and Thalheimer, L. (2020). Oxford Monitor of Forced Migration. Available online here |
 | Annals Issue: Econometric Models of Climate Change Edited by Eric Hillebrand, Felix Pretis and Tommaso Proietti (2020) "Econometric Models of Climate Change"Journal of Econometrics, 214(1), 1-294. Available online here |
 | Modelling our Changing World Castle, J.L. and Hendry, D.F. (2019). Palgrave. Open Access. Available online here |
 | Variation in responsiveness to warranted behaviour change among NHS clinicians: Novel implementation of change detection methods in longitudinal prescribing data. Walker, A.J., Pretis, F., Powell-Smith, A., and Goldacre, B. (2019). The British Medical Journal. Available online here |
 | Pitfalls in Comparing Paris Pledges Rowan, Sam (2019), Climatic Change Open Access. Available online here. |
 | Probabilistic Sea Level Projections at the Coast by 2100 S. Jevrejeva, T. Frederikse, R.E. Kopp, G. Le Cozannet, L.P. Jackson, R.S.W. van de Wal. 2019. Surveys in Geophysics. doi: 10.1007/s10712-019-09550-y. Available online here |
 | Forecasting: An Essential Introduction Jennifer L. Castle, Michael P. Clements, and David F. Hendry 2019, Yale University Press, Open Access. Available online here |
| Econometric Modelling of Climate Systems: The Equivalence of Energy Balance Models and Cointegrated Vector Autoregressions. Felix Pretis, May 27, 2019. Journal of Econometrics. Available online here |
| Card Forecasts for M4. Jurgen A. Doornik, Jennifer L. Castle, and David F. Hendry. 31 May 2019. International Journal of Forecasting. Available Online here |
 | Sensitive Intervention Points in the Post-Carbon Transition J.D. Farmer, C. Hepburn, M.C. Ives, T. Hale, T. Wetzer, P. Mealy, R. Rafaty, S. Srivastav, R. Way. 12 April 2019, Science, Volume 364, Issue 6436. Available online here. |
 | Coastal Sea level rise around the China Seas Qu, Y., Jevrejeva, S., Jackson, L.P., & Moore, J.C. 2018, Global and Planetary Change, 127, 454-463, https://doi.org/10.1016/j.gloplacha.2018.11.005. Available online here. |
 | Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks Pretis, F., Reade, J.J., Sucarrat, G. 2018. Journal of Statistical Software, 86(4). [10.18637/jss.v086.i03] R-package `gets' available here. |
| Flood damage costs under the sea level rise with warming of 1.5°C and 2°C Jevrejeva, S, Jackson, L.P., Grinstead, A., Lincke, D., and Marzeion, B., 2018. Environmental Research Letters, 13 (7). Available online here |
 | "Global probabilistic projections of extreme sea levels show intensification of coastal flood hazard" Michalis I. Vousdoukas, Lorenzo Mentaschi, Evangelos Voukouvalas, Martin Verlaan, Svetlana Jevrejeva, Luke P. Jackson & Luc Feyen , 2018. Nature Communications. [DOI 10.1038/s41467-018-04692-w] |
 | "Uncertain impacts on economic growth when stabilizing global temperatures at 1.5°C or 2°C warming" Pretis, Felix, Moritz Schwarz, Kevin Tang, Karsten Haustein, and Myles R Allen, 2018. Philosophical Transactions of the Royal Society A. [DOI 10.1098/rsta.2016.0460] Non-technical summary and impact data here. |
 | "21st century sea-level rise in line with the Paris accord" Luke P. Jackson, Aslak Grinsted, Svetlana Jevrejeva (2018). [ Pre-print accepted version available here] Earth's Future. DOI 10.1002/2017EF000688. |
 | An independent record of large volcanic events over the past millennium from reconstructed summer temperatures Schneider, Lea. Smerdon, E, Jason. Pretis, Felix. Hartl-Meier, Claudia. and Jan Esper, 2017. Environmental Research Letters. doi:10.1088/1748-9326/aa7a1b. Oxford Martin School news on the paper. |
 | Carbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios Pretis, Felix, and Roser, Max, 2017, Energy, in press. doi: 10.1016/j.energy.2017.06.119 Available online here. Earlier version also available as Oxford Economics Discussion Paper, 810, here. Oxford University Science Blog on the paper: here. |
 | Evaluating multi-step system forecasts with relatively few forecast-error observations Hendry, David, F. and Martinez, Andrew, B. (2017) International Journal of Forecasting. Available online here. |
 | Spatial heterogeneity of climate change as an experiential basis for skepticism Robert K. Kaufmann, Michael L. Mann, Sucharita Gopal, Jackie A. Liederman, Peter D. Howe, Felix Pretis, Xiaojing Tang, and Michelle Gilmore (2016) Proceedings of the National Academy of Sciences. Available online here. Oxford Martin School News on the study here. |
 | All Change! The Implications of Non-stationarity for Empirical Modelling, Forecasting and Policy David F. Hendry and Felix Pretis (2016), Oxford Martin Policy Paper. Available online here. |
 | Coastal sea level rise with warming above 2 °C Svetlana Jevrejeva, Luke P. Jackson, Riccardo E. M. Riva, Aslak Grinsted, and John C. Moore (2016), Proceedings of the National Academy of Sciences. doi: 10.1073/pnas.1605312113 Available online here. The Conversation article on the research here. |
 | A probabilistic approach to 21st century regional sea-level projections using RCP and high-end scenarios. Luke P. Jackson and Svetlana Jevrejeva. (2016), Global and Planetary Change. doi: 10.1111/joes.12148 Available online here. |
 | Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation. Pretis, Felix., Schneider, Lea., Smerdon, Jason, E., and Hendry, David, F. (2016), Journal of Economic Surveys. doi: 10.1111/joes.12148 Available online here. Working paper version available here. |
 | Testing competing forms of the Milankovitch hypothesis: A multivariate approach. Kaufmann, Robert K., and Katarina Juselius (2016), Paleoceanography. doi: 10.1002/2014PA002767 Available online here. |
 | Reflections – Managing Uncertain Climates: Some Guidance for Policy Makers and Researchers. Convery, Frank J. and Gernot Wagner, (2015), Review of Environmental Economics and Policy 9 (2): 304-320. Available online here. |
 | Testing Competing Models of the Temperature Hiatus: Assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection Pretis, Felix, and Mann, Michael, L. and Kaufmann, Robert K., 2015, Climatic Change, 131:4, 705-718, doi: 10.1007/s10584-015-1391-5. Available online here. |
 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation Castle Jennifer, L. Hendry, David F. Doornik, Jurgen. A., and Felix Pretis. 2015, Econometrics, 3, 240-264, doi:10.3390/econometrics03020240. Available online here. Code for indicator saturation: isat in gets (in R), and SIS in Ox. |
 | Climate Science: Breaks in Trends Pretis, Felix and Myles R. Allen. 2013, Nature Geoscience, 6, 992-993, doi:10.1038/ngeo2015. Available online here. |
 | Some hazards in econometric modelling of climate change Pretis, Felix, and David F. Hendry. 2013, Earth System Dynamics, 4, 375-384, doi:10.5194/esd-4-375-2013. Available online here. |
 | Anthropogenic Influences on Atmospheric CO2 Hendry, David F., and Felix Pretis. 2013, Handbook on Energy and Climate Change. Ch. 12. R. Fouquet ed. Edward Elgar. Available online here. |
Policy Briefs/Reports
 | Written evidence to the House of Public Accounts Committee - A strategy for achieving net zero emissions by 2050 Castle, J.L. & Hendry, D.F. 2021. Parliamentary Report. Available online here |
 | Funding Inclusive Green Transition through Greenhouse Gas Pricing Sterner, T., Carson, R.T. et al 2020. ifo DICE Report: Carbon Pricing. Available online here |
 | Food Security in Drylands Under a Changing Climate Thalheimer, Lisa, et al., March 2019. Policy Brief for European Cooperation in Science and Technology. Available online here |
 | Climate Change, Flooding and Mental Health. Luke Jackson and Caroline Anitha Devadason, April 2019. Report from the Secretariat of the Rockefeller Foundation Economic Council on Planetary Health. Available online here. |
 | Pacific Island Countries: An Early Warning of Climate Change Impacts. Caroline Anitha Devadason, Luke Jackson and Jennifer Cole, April 2019. Report from the Secretariat of the Rockefeller Foundation Economic Council on Planetary Health. Available online here. |
Discussion Papers
 | Econometrics for Modelling Climate Change Jennifer L. Castle & David F. Hendry (2021) Nuffield College Economics Discussion Papers |
 | Carbon pricing and the elasticity of CO2 emissions Rafaty, R., Dolphin, G., & Pretis, F. (2021) "Carbon pricing and the elasticity of CO2 emissions". INET Working Paper. |
 | Smooth Robust Multi-Horizon Forecasts Andrew B.Martinez, Jennifer L. Castle & David F. Hendry (2020). Discussion Paper |
 | Measuring and Hedging Geopolitical Risk Robert F. Engle and Susana Campos-Martins (2020). Discussion Paper. |
 | Analyzing Differences between Scenarios David Hendry and Felix Pretis (2020). Discussion Paper. |
 | Identifying the Casual Role of CO2 during the Ice Ages Jennifer Castle and David Hendry, 2020, Oxford Economics Discussion Paper Paper. Available online here |
 | Does a Carbon Tax Reduce CO2 Emissions? Evidence from British Columbia Felix Pretis, 2019, Discussion Paper. Available online here |
 | Testing the Presence of Outliers to Assess Misspecification in Regression Models Xiyu Jiao and Felix Pretis, Discussion Paper. Available online here. |
 | Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter Andrew B Martinez, Federal Reserve Bank of Cleveland, Working Paper , no. 17-17. https://doi.org/10.26509/frbc-wp-201717. Available online here. |
 | How quickly can we adapt to change? An assessment of hurricane damage mitigation efforts using forecast uncertainty Andrew B Martinez, Oxford Economics Discussion Paper, 831. Available online here. |
 | Exogeneity in Climate Econometrics Pretis, Felix, 2017, Oxford Department of Economics Working Paper. Available online here. |
 | Policy Analysis, Forediction, and Forecast Failure Castle, Jennifer, Hendry, David, F. and Martinez, Andrew, B. 2016. Oxford Economics Discussion Paper, 809. Available online here. |
 | Carbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios Pretis, Felix, and Max Roser 2016, Oxford Economics Discussion Paper, 810. Available online here. Now published here: doi.org/10.1016/j.energy.2017.06.119 |
 | Econometric Models of Climate Systems: The equivalence of two-component energy balance models and cointegrated VARs Pretis, Felix, 2017, Oxford Economics Discussion Paper, 750. Latest version available online here. |
 | Evaluating multi-step system forecasts with relatively few forecast-error observations Hendry, David and Martinez, Andrew, 2016, Oxford Economics Discussion Paper, 784. Available online here. |
 | General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets Pretis, Felix, Reade, James, and Sucarrat, Genaro, 2016, Oxford Economics Discussion Paper, 794. Available online here. |