Daniel Weagley
Georgia Institute of Technology
21 Papers
33 Citations
Daniel Weagley is an academic researcher from Georgia Institute of Technology. The author has contributed to research in topics: Derivatives market & Market timing. The author has an hindex of 5, co-authored 15 publications.
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Papers
From L.A. to Boise: How Migration Has Changed During the COVID-19 Pandemic
Peter H. Haslag,Daniel Weagley +1 more
TL;DR: In this paper, the authors provide an assessment of how migration patterns and motivations for moving have changed during the COVID-19 pandemic, using proprietary data on over 300,000 residential, interstate moves over the last four years with accompanying survey data, finding that more than 10% of moves between April 2020--May 2021 were influenced by COVID19, with a significant shift in migration towards smaller cities, lower cost of living locations, lower tax locales, and locations with fewer pandemic-related restrictions.
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Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market
TL;DR: In this article, the role of financial markets in shaping the incentives of government agencies using a unique empirical setting: the weather derivatives market was analyzed and it was shown that the introduction of weather derivative contracts on the Chicago Mercantile Exchange (CME) improves the accuracy of temperature measurement by 13% to 20% at the underlying weather stations.
22
Financial Sector Stress and Risk Sharing: Evidence from the Weather Derivatives Market
TL;DR: This article examined the effect of financial sector stress on risk sharing in a novel setting: the CME's weather derivatives market and found that contracts with higher margin requirements and total risk are the most affected.
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Financial Sector Stress and Asset Prices: Evidence from the Weather Derivatives Market
TL;DR: The authors examined the impact of financial sector stress on asset prices in a novel setting: the Chicago Mercantile Exchange's weather derivatives market and found that during the recent financial crisis, contract prices one-month before maturity fall by 22% This discount is equivalent to an annualized weather risk premium of 26%.
18
Disaster Lending: 'Fair' Prices, but 'Unfair' Access
TL;DR: In this article, the Small Business Administration's disaster-relief home loan program denies significantly more loans in areas with larger shares of minorities, subprime borrowers, and higher income inequality.
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