Project Leader / Primary Investigator

Prof. Sir David Hendry, Prof Felix Pretis and Dr Jennifer Castle


Atmospheric levels of carbon dioxide (CO2) have been rising to heights that are unprecedented over the last 800,000 years. The recent increases from anthropogenic emissions are inducing rapid climate change, which in turn raises global temperatures and sea levels, affecting socio-economic development in uncertain ways. The Climate Econometrics project develops new econometric methods and applies these to climate-economic problems. We focus on disentangling complex relationships between human actions and climate responses and their associated economic effects, often masked by stochastic trends and breaks that are usually unexpected. We aim to improve our understanding of the impact of humanity on climate and vice versa, and bring together researchers in the field of Climate Econometrics through an international network. The research builds on econometric time-series and spatial methods using novel modelling approaches combining insights from theory with empirical evidence to discover new results. We embed theory models in far larger information sets, allowing new features, dynamics, breaks and non-linearities to be discovered, while retaining established theory. Applications range from probabilistic projections of future sea-level rise, the economic impacts of climate change, estimating hurricane damages, modelling the key determinants of CO2 emissions, to detecting volcanic eruptions in temperature reconstructions to improve measurements. The Climate Econometrics project is based at Nuffield College and the Department of Economics at the University of Oxford, in collaboration with the Environmental Defence Fund.


External Collaborators

  • Kaspar Pedersen, Calleva Centre

Recent Publications

Aug 2024
Journal
Climate policies that achieved major emission reductions: Global evidence from two decades
in Science
Annika Stechemesser ,  Nicolas Koch ,  Ebba Mark ,  Elina Dilger ,  Patrick Klösel ,  Laura Menicacci ,  Daniel Nachtigall ,  Nolan Ritter ,  Moritz Schwarz ,  Helena Vossen ,  Anna Wenzel
May 2024
Journal
Can the UK achieve net zero greenhouse gas emissions by 2050?
in National Institute Economic Review
David F. Hendry ,  Jennifer L. Castle
Apr 2024
Journal
Feb 2024
Journal
Systemic risk and compound vulnerability impact pathways of food insecurity in Somalia
in Climate Risk Management
Lisa Thalheimer ,  Franziska Gaupp ,  Christian Webersik
Feb 2024
Journal
Jan 2024
Journal
The role of anticipatory humanitarian action to reduce disaster displacement
in Environmental Research Letters
Lisa Thalheimer ,  Ezekiel Simperingham ,  Eddie Wasswa Jjemba
Jan 2024
Journal
Whose jobs face transition risk in Alberta? Understanding sectoral employment precarity in an oil-rich Canadian province
in Climate Policy
Antonina Scheer ,  Moritz Schwarz ,  Debbie Hopkins ,  Ben Caldecott
Nov 2023
Journal
An empirical estimate for the snow albedo feedback effect
in Climatic Change
Robert F. Kaufmann ,  Felix Pretis
Nov 2023
Journal
Does protest influence political speech? Evidence from UK climate protest, 2017-2019
in British Journal of Political Science
Christopher Barrie ,  Thomas G. Fleming ,  Sam S. Rowan
Jun 2023
Journal
Common volatility shocks driven by the global carbon transition
in Journal of Econometrics
Susana Campos-Martins ,  David F. Hendry
Mar 2023
Working Paper
Carbon pricing and the elasticity of CO2 emissions
Ryan Rafaty ,  Geoffroy Dolphin ,  Felix Pretis
Mar 2023
Journal
Large weather and conflict effects on internal discplacement in Somalia with little evidence of feedback onto conflict
in Global Environmental Change
Lisa Thalheimer ,  Moritz Schwarz ,  Felix Pretis
Nov 2022
Journal
Political strategies to overcome climate policy obstructionism
in Perspectives on Politics
Sugandha Srivastav ,  Ryan Rafaty
Nov 2022
Journal
Extreme weather and climate policy
in Environmental Politics
Sam Rowan
Nov 2022
Journal
What are the events that shake our world? Measuring and hedging global COVOL
in Journal of Financial Economics
Rob F. Engle ,  Susana Campos-Martins