Climate, Energy, and Real Estate Finance

Pricing Residential Mortgage Credit Risk in the Post-GFC Era (with S. Van Nieuwerburgh and X. Wu), 2025. Revise and Resubmit, Journal of Finance. (SSRN)

CapOptix: An Options-Framework for Capacity Market Pricing (with V. Modi, M. Roy, V. Pyltsov, and Y. Hu), 2025. (arxiv)

Sustainable Investment Strategies with Real Asset Trades (with J. Sethuraman and F. Verastegui), 2025. (SSRN)

Virtual Trading in a Multi-Settlement Electricity Market (with G. Iyengar, B. Yang, and D. Bienstock), 2023. (SSRN, arxiv)