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. Accepted at the Twenty-Seventh ACM Conference on Economics and Computation (EC'26). (SSRN)

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