معرفی
Christoph Hambel is an Assistant Professor (tenured) in the Department of Econometrics and Operations Research at Tilburg School of Economics and Management (TiSEM), Tilburg University. He is also a Research Fellow at Netspar and actively contributes to academic initiatives such as the QFAS Workshop and the Environmental Economics Seminar. His work bridges finance, environmental economics, and quantitative methods, with a focus on climate-related financial risks and sustainable investment.
Research Interests:
- Asset Pricing under Climate Risk
- Climate Finance and Environmental Economics
- Household Finance and Life-Cycle Portfolio Choice
- Dynamic Asset Allocation and Insurance Demand
- Carbon Pricing and Policy Transition Risk
- Actuarial Science Applications in Climate Risk
His recent research explores the financial implications of climate change, including carbon premiums, green investor behavior, and the macroeconomic effects of climate policy. The publications consistently analyze how environmental risks affect asset prices, investment decisions, and economic equilibrium, using both theoretical models and empirical data.
Scientific Awards:
- Best Paper Award in Finance and Economics (2019)
- Student Council Award for Excellent Teaching (2021)
- Sturm & Drang Prize (2021)
Advising and Grants: Dr. Hambel is accepting PhD students and supervises research in areas such as asset pricing under climate risk and optimal carbon pricing. His work has been supported by the Deutsche Forschungsgemeinschaft (DFG) and the LOEWE research center SAFE during his doctoral and postdoctoral phases. He is actively involved in mentoring early-career researchers and co-organizing academic workshops.
Labs and Teams: He is a key member of the Econometrics research group at TiSEM and contributes to the Environmental Economics Seminar. He collaborates with leading scholars such as Holger Kraft, Frederick van der Ploeg, and Kai Lessmann. His datasets are publicly available via openICPSR, promoting reproducibility and open science.
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