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Yongyang Cai

Personal Details

First Name:Yongyang
Middle Name:
Last Name:Cai
Suffix:
RePEc Short-ID:pca961
https://sites.google.com/site/yycai01/

Affiliation

Department of Agricultural, Environmental and Development Economics
Ohio State University

Columbus, Ohio (United States)
https://aede.osu.edu/

:

2120 Fyffe Road, Columbus, Ohio 43210-1099
RePEc:edi:daohsus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yongyang Cai & William Brock & Anastasios Xepapadeas & Kenneth Judd, 2018. "Climate Policy under Cooperation and Competition between Regions with Spatial Heat Transport," NBER Working Papers 24473, National Bureau of Economic Research, Inc.
  2. Elizabeth Baldwin, Yongyang Cai, Karlygash Kuralbayeva, 2018. "To build or not to build? Capital stocks and climate policy," GRI Working Papers 290, Grantham Research Institute on Climate Change and the Environment.
  3. Cai, Yongyang & Golub, Alla A. & Hertel, Thomas W. & Judd, Kenneth L., 2016. "Agricultural R&D Policy in the Face of Climate and Economic Uncertainty," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235981, Agricultural and Applied Economics Association.
  4. Cai, Yongyang & Golub, Alla A. & Hertel, Thomas W., 2016. "Developing Long-run Agricultural R&D Policy in the Face of Uncertain Economic Growth," 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250111, Agricultural and Applied Economics Association.
  5. Cai, Yongyang & Brock, William & Xepapadeas, Anastasios, 2016. "Climate Change Economics and Heat Transport across the Globe: Spatial-DSICE," 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 251833, Agricultural and Applied Economics Association.
  6. Cai,Yongyang & Selod,Harris & Steinbuks,Jevgenijs, 2015. "Urbanization and property rights," Policy Research Working Paper Series 7486, The World Bank.
  7. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
  8. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2015. "The Social Cost of Carbon with Economic and Climate Risks," Papers 1504.06909, arXiv.org, revised Apr 2015.
  9. Golub, Alla & Cai, Yongyang & Hertel, Thomas & Steinbuks, Jevgenijs, 2015. "Energy Price Uncertainty and Global Land Use," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205406, Agricultural and Applied Economics Association;Western Agricultural Economics Association.
  10. Cai, Yongyang & Steinbuks, Jevgenijs & Elliott, Joshua & Hertel, Thomas W., 2014. "The effect of climate and technological uncertainty in crop yields on the optimal path of global land use," Policy Research Working Paper Series 7009, The World Bank.
  11. Steinbuks, J. & Cai, Y. & Elliott, J.W. & Hertel, Thomas W. & Judd, K.L., 2013. "Optimal Path for Global Land Use under Climate Change Uncertainty," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151413, Agricultural and Applied Economics Association.
  12. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.
  13. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2013. "The Social Cost of Stochastic and Irreversible Climate Change," NBER Working Papers 18704, National Bureau of Economic Research, Inc.
  14. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su, 2013. "Nonlinear Programming Method for Dynamic Programming," NBER Working Papers 19034, National Bureau of Economic Research, Inc.
  15. Yongyang Cai & Kenneth L. Judd & Rong Xu, 2013. "Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs," NBER Working Papers 18709, National Bureau of Economic Research, Inc.
  16. Yongyang Cai & Kenneth L. Judd, 2012. "Dynamic Programming with Hermite Approximation," NBER Working Papers 18540, National Bureau of Economic Research, Inc.
  17. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2012. "Continuous-Time Methods for Integrated Assessment Models," NBER Working Papers 18365, National Bureau of Economic Research, Inc.

Articles

  1. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2017. "A nonlinear certainty equivalent approximation method for dynamic stochastic problems," Quantitative Economics, Econometric Society, vol. 8(1), pages 117-147, March.
  2. Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017. "A Nonlinear Programming Method For Dynamic Programming," Macroeconomic Dynamics, Cambridge University Press, vol. 21(02), pages 336-361, March.
  3. Cai, Yongyang & Golub, Alla A. & Hertel, Thomas W., 2017. "Agricultural research spending must increase in light of future uncertainties," Food Policy, Elsevier, vol. 70(C), pages 71-83.
  4. Yongyang Cai & Kenneth Judd, 2015. "Dynamic programming with Hermite approximation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 81(3), pages 245-267, June.
  5. Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright, 2015. "Solving Dynamic Programming Problems on a Computational Grid," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 261-284, February.
  6. Yongyang Cai & Kenneth Judd, 2013. "Shape-preserving dynamic programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(3), pages 407-421, June.
  7. Cai, Yongyang & Judd, Kenneth L., 2012. "Dynamic programming with shape-preserving rational spline Hermite interpolation," Economics Letters, Elsevier, vol. 117(1), pages 161-164.
  8. Yongyang Cai & Kenneth L. Judd, 2010. "Stable and Efficient Computational Methods for Dynamic Programming," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 626-634, 04-05.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ngotran, Duong, 2016. "The E-Monetary Theory," MPRA Paper 77206, University Library of Munich, Germany, revised 25 Feb 2017.
    2. Jan Bruha, 2015. "Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?," Working Papers 2015/13, Czech National Bank, Research Department.
    3. Golub, Alla & Cai, Yongyang & Hertel, Thomas & Steinbuks, Jevgenijs, 2015. "Energy Price Uncertainty and Global Land Use," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205406, Agricultural and Applied Economics Association;Western Agricultural Economics Association.

  2. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2015. "The Social Cost of Carbon with Economic and Climate Risks," Papers 1504.06909, arXiv.org, revised Apr 2015.

    Cited by:

    1. Yongyang Cai & William Brock & Anastasios Xepapadeas & Kenneth Judd, 2018. "Climate Policy under Cooperation and Competition between Regions with Spatial Heat Transport," NBER Working Papers 24473, National Bureau of Economic Research, Inc.
    2. Brock, W. & Xepapadeas, A., 2016. "Spatial Heat Transport, Polar Amplification and Climate Change Policy," MITP: Mitigation, Innovation,and Transformation Pathways 232182, Fondazione Eni Enrico Mattei (FEEM).
    3. Elizabeth Baldwin, Yongyang Cai, Karlygash Kuralbayeva, 2018. "To build or not to build? Capital stocks and climate policy," GRI Working Papers 290, Grantham Research Institute on Climate Change and the Environment.
    4. Donadelli, Michael & Jüppner, Marcus & Riedel, Max & Schlag, Christian, 2017. "Temperature shocks and welfare costs," SAFE Working Paper Series 177, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    5. Brock, W. & Xepapadeas, A., 2016. "Climate Change Policy under Polar Amplification," MITP: Mitigation, Innovation,and Transformation Pathways 232717, Fondazione Eni Enrico Mattei (FEEM).
    6. William Brock & Anastasios Xepapadeas, 2016. "Climate Change Policy under Spatial Heat Transport and Polar Amplification," DEOS Working Papers 1604, Athens University of Economics and Business.
    7. Quaas, Martin F. & Bröcker, Johannes, 2016. "Substitutability and the social cost of carbon in a solvable growth model with irreversible climate change," Economics Working Papers 2016-09, Christian-Albrechts-University of Kiel, Department of Economics.
    8. Cai, Yongyang & Brock, William & Xepapadeas, Anastasios, 2016. "Climate Change Economics and Heat Transport across the Globe: Spatial-DSICE," 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 251833, Agricultural and Applied Economics Association.

  3. Cai, Yongyang & Steinbuks, Jevgenijs & Elliott, Joshua & Hertel, Thomas W., 2014. "The effect of climate and technological uncertainty in crop yields on the optimal path of global land use," Policy Research Working Paper Series 7009, The World Bank.

    Cited by:

    1. William Brock & Anastasios Xepapadeas, 2015. "Modeling Coupled Climate, Ecosystems, and Economic Systems," DEOS Working Papers 1508, Athens University of Economics and Business.
    2. Bruno Lanz & Simon Dietz & Tim Swanson, 2016. "Economic growth and agricultural land conversion under uncertain productivity improvements in agriculture," GRI Working Papers 240, Grantham Research Institute on Climate Change and the Environment.
    3. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
    4. Golub, Alla & Cai, Yongyang & Hertel, Thomas & Steinbuks, Jevgenijs, 2015. "Energy Price Uncertainty and Global Land Use," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205406, Agricultural and Applied Economics Association;Western Agricultural Economics Association.
    5. Steinbuks, Jevgenijs & Satija, Gaurav & Zhao, Fu, 2015. "Sustainability of solar electricity : the role of endogenous resource substitution and market mediated responses," Policy Research Working Paper Series 7178, The World Bank.
    6. Steinbuks, Jevgenijs & Satija, Gaurav & Zhao, Fu, 2017. "Sustainability of solar electricity: The role of endogenous resource substitution and cross-sectoral responses," Resource and Energy Economics, Elsevier, vol. 49(C), pages 218-232.

  4. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.

    Cited by:

    1. Yongyang Cai & Kenneth L. Judd, 2012. "Dynamic Programming with Hermite Approximation," NBER Working Papers 18540, National Bureau of Economic Research, Inc.
    2. Cerqueti, Roy & Quaranta, Anna Grazia & Ventura, Marco, 2016. "Innovation, imitation and policy inaction," Technological Forecasting and Social Change, Elsevier, vol. 111(C), pages 22-30.
    3. Rongju Zhang & Nicolas Langren'e & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2016. "Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach," Papers 1610.07694, arXiv.org, revised Oct 2017.
    4. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2015. "The Social Cost of Carbon with Economic and Climate Risks," Papers 1504.06909, arXiv.org, revised Apr 2015.
    5. Cai, Yongyang & Steinbuks, Jevgenijs & Elliott, Joshua & Hertel, Thomas W., 2014. "The effect of climate and technological uncertainty in crop yields on the optimal path of global land use," Policy Research Working Paper Series 7009, The World Bank.
    6. Lilia Maliar, 2013. "Assessing gains from parallel computation on supercomputers," Working Papers. Serie AD 2013-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    7. Cai, Yongyang & Brock, William & Xepapadeas, Anastasios, 2016. "Climate Change Economics and Heat Transport across the Globe: Spatial-DSICE," 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 251833, Agricultural and Applied Economics Association.

  5. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2013. "The Social Cost of Stochastic and Irreversible Climate Change," NBER Working Papers 18704, National Bureau of Economic Research, Inc.

    Cited by:

    1. Tomas Havranek & Zuzana Irsova & Karel Janda & David Zilberman, 2015. "Selective reporting and the social cost of carbon," CAMA Working Papers 2015-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    2. Robert S. Pindyck, 2013. "Climate Change Policy: What Do the Models Tell Us?," NBER Working Papers 19244, National Bureau of Economic Research, Inc.
    3. Carolyn Fischer & Garth Heutel, 2013. "Environmental Macroeconomics: Environmental Policy, Business Cycles, and Directed Technical Change," Annual Review of Resource Economics, Annual Reviews, vol. 5(1), pages 197-210, June.
    4. Mariia Belaia & Michael Funke & Nicole Glanemann, 2017. "Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 67(1), pages 93-125, May.
    5. Svenja Hector, 2013. "Accounting for Different Uncertainties: Implications for Climate Investments?," Working Papers 2013.107, Fondazione Eni Enrico Mattei.
    6. Michael Keen & Ian Parry & Jon Strand, 2013. "Planes, ships and taxes: charging for international aviation and maritime emissions," Economic Policy, CEPR;CES;MSH, vol. 28(76), pages 701-749, October.
    7. William Brock & Anastasios Xepapadeas, 2015. "Modeling Coupled Climate, Ecosystems, and Economic Systems," DEOS Working Papers 1508, Athens University of Economics and Business.
    8. Delavane Diaz & Klaus Keller, 2016. "A Potential Disintegration of the West Antarctic Ice Sheet: Implications for Economic Analyses of Climate Policy," American Economic Review, American Economic Association, vol. 106(5), pages 607-611, May.
    9. Antoine Bommier & Bruno Lanz & Stéphane Zuber, 2013. "Models-as-Usual for Unusual Risks? On the Value of Catastrophic Climate Change," CIES Research Paper series 21-2013, Centre for International Environmental Studies, The Graduate Institute.
    10. Yongyang Cai & Kenneth L. Judd, 2012. "Dynamic Programming with Hermite Approximation," NBER Working Papers 18540, National Bureau of Economic Research, Inc.
    11. Delavane B. Diaz, 2015. "Integrated Assessment of Climate Catastrophes with Endogenous Uncertainty: Does the Risk of Ice Sheet Collapse Justify Precautionary Mitigation?," Working Papers 2015.64, Fondazione Eni Enrico Mattei.
    12. Christoph Hambel & Holger Kraft & Eduardo Schwartz, 2015. "Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change," NBER Working Papers 21044, National Bureau of Economic Research, Inc.
    13. Hambel, Christoph & Kraft, Holger & Schwartz, Eduardo S., 2015. "Optimal carbon abatement in a stochastic equilibrium model with climate change," SAFE Working Paper Series 92, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    14. Lucas Bretschger & Alexandra Vinogradova, 2014. "Growth and Mitigation Policies with Uncertain Climate Damage," CESifo Working Paper Series 5085, CESifo Group Munich.
    15. Giacomo Marangoni & Gauthier De Maere & Valentina Bosetti, 2017. "Optimal Clean Energy R&D Investments Under Uncertainty," Working Papers 2017.16, Fondazione Eni Enrico Mattei.
    16. Antoine Bommier & Bruno Lanz & Stéphane Zuber, 2014. "Fair management of social risk," Documents de travail du Centre d'Economie de la Sorbonne 14017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    17. Frederick van der Ploeg & Aart de Zeeuw, 2015. "Non-Cooperative and Cooperative Responses to Climate Catastrophes in the Global Economy: A North-South Perspective," OxCarre Working Papers 149, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    18. Johannes Emmerling, 2014. "Sharing of Climate Risks across World Regions," Working Papers 2014.78, Fondazione Eni Enrico Mattei.
    19. John C. V. Pezzey & Paul J. Burke, 2014. "Towards a More Inclusive and Precautionary Indicator of Global Sustainability," CCEP Working Papers 1410, Centre for Climate Economics & Policy, Crawford School of Public Policy, The Australian National University.
    20. Laurence J. Kotlikoff & Andrey Polbin & Andrey Zubarev, 2016. "Will the Paris Accord Accelerate Climate Change?," NBER Working Papers 22731, National Bureau of Economic Research, Inc.
    21. Rob Aalbers & Marjon Ruijter & Kees Oosterlee, 2014. "The social discount rate under a stochastic A2 scenario," CPB Discussion Paper 296, CPB Netherlands Bureau for Economic Policy Analysis.
    22. Soheil Shayegh & Valerie Thomas, 2015. "Adaptive stochastic integrated assessment modeling of optimal greenhouse gas emission reductions," Climatic Change, Springer, vol. 128(1), pages 1-15, January.
    23. J. Farmer & Cameron Hepburn & Penny Mealy & Alexander Teytelboym, 2015. "A Third Wave in the Economics of Climate Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 62(2), pages 329-357, October.
    24. Lemoine, Derek & Traeger, Christian P., 2016. "Ambiguous tipping points," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 5-18.
    25. Joseph S. Shapiro, 2016. "Trade Costs, CO2, and the Environment," American Economic Journal: Economic Policy, American Economic Association, vol. 8(4), pages 220-254, November.
    26. Heutel, Garth & Moreno-Cruz, Juan & Shayegh, Soheil, 2016. "Climate tipping points and solar geoengineering," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 19-45.
    27. Parry, Ian W.H. & Evans, David A. & Oates, Wallace E., 2010. "Are Energy Efficiency Standards Justified?," Discussion Papers dp-10-59, Resources For the Future.
    28. Reyer Gerlagh & Matti Liski, 2014. "Carbon Prices for the Next Hundred Years," CESifo Working Paper Series 4671, CESifo Group Munich.
    29. He, Xiaoping, 2015. "Regional differences in China's CO2 abatement cost," Energy Policy, Elsevier, vol. 80(C), pages 145-152.
    30. Geoffrey Heal, 2017. "The Economics of the Climate," Journal of Economic Literature, American Economic Association, vol. 55(3), pages 1046-1063, September.
    31. Svenja Hector(), "undated". "Accounting for Different Uncertainties: Implications for Climate Investments?," Working Papers ETH-RC-13-007, ETH Zurich, Chair of Systems Design.
    32. Robert J. Barro, 2015. "Environmental Protection, Rare Disasters and Discount Rates," Economica, London School of Economics and Political Science, vol. 82(325), pages 1-23, January.
    33. de Zeeuw, Aart J. & van der Ploeg, Frederick, 2014. "Climate Tipping and Economic Growth: Precautionary Saving and the Social Cost of Carbon," CEPR Discussion Papers 9982, C.E.P.R. Discussion Papers.
    34. Lemoine, Derek & Rudik, Ivan, 2016. "Managing Climate Change Under Uncertainty: Recursive Integrated Assessment at an Inflection Point," ISU General Staff Papers 201610010700001015, Iowa State University, Department of Economics.
    35. Thomas S. Lontzek & Daiju Narita & Ole Wilms, 2016. "Stochastic Integrated Assessment of Ecosystem Tipping Risk," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 65(3), pages 573-598, November.

  6. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su, 2013. "Nonlinear Programming Method for Dynamic Programming," NBER Working Papers 19034, National Bureau of Economic Research, Inc.

    Cited by:

    1. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.

  7. Yongyang Cai & Kenneth L. Judd & Rong Xu, 2013. "Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs," NBER Working Papers 18709, National Bureau of Economic Research, Inc.

    Cited by:

    1. Najafi, Amir Abbas & Pourahmadi, Zahra, 2016. "An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 154-162.
    2. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
    3. Yongyang Cai & Kenneth L. Judd, 2012. "Dynamic Programming with Hermite Approximation," NBER Working Papers 18540, National Bureau of Economic Research, Inc.
    4. Rongju Zhang & Nicolas Langren'e & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2016. "Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach," Papers 1610.07694, arXiv.org, revised Oct 2017.
    5. Sabastine Mushori & Delson Chikobvu, 2016. "A Stochastic Multi-stage Trading Cost model in optimal portfolio selection," EERI Research Paper Series EERI RP 2016/23, Economics and Econometrics Research Institute (EERI), Brussels.
    6. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.

  8. Yongyang Cai & Kenneth L. Judd, 2012. "Dynamic Programming with Hermite Approximation," NBER Working Papers 18540, National Bureau of Economic Research, Inc.

    Cited by:

    1. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
    2. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2013. "The Social Cost of Stochastic and Irreversible Climate Change," NBER Working Papers 18704, National Bureau of Economic Research, Inc.
    3. Yongyang Cai & Kenneth L. Judd & Rong Xu, 2013. "Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs," NBER Working Papers 18709, National Bureau of Economic Research, Inc.
    4. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.

  9. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2012. "Continuous-Time Methods for Integrated Assessment Models," NBER Working Papers 18365, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mariia Belaia & Michael Funke & Nicole Glanemann, 2017. "Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 67(1), pages 93-125, May.
    2. William Brock & Anastasios Xepapadeas, 2015. "Modeling Coupled Climate, Ecosystems, and Economic Systems," DEOS Working Papers 1508, Athens University of Economics and Business.
    3. Christoph Hambel & Holger Kraft & Eduardo Schwartz, 2015. "Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change," NBER Working Papers 21044, National Bureau of Economic Research, Inc.
    4. Hambel, Christoph & Kraft, Holger & Schwartz, Eduardo S., 2015. "Optimal carbon abatement in a stochastic equilibrium model with climate change," SAFE Working Paper Series 92, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    5. Christian Traeger, 2014. "A 4-Stated DICE: Quantitatively Addressing Uncertainty Effects in Climate Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 59(1), pages 1-37, September.
    6. Brock, William A. & Engström, Gustav & Grass, Dieter & Xepapadeas, Anastasios, 2013. "Energy balance climate models and general equilibrium optimal mitigation policies," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2371-2396.
    7. In Chang Hwang & Richard S.J. Tol & Marjan W. Hofkes, 2013. "Active Learning about Climate Change," Working Paper Series 6513, Department of Economics, University of Sussex.
    8. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2013. "The Social Cost of Stochastic and Irreversible Climate Change," NBER Working Papers 18704, National Bureau of Economic Research, Inc.
    9. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2015. "The Social Cost of Carbon with Economic and Climate Risks," Papers 1504.06909, arXiv.org, revised Apr 2015.

Articles

  1. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2017. "A nonlinear certainty equivalent approximation method for dynamic stochastic problems," Quantitative Economics, Econometric Society, vol. 8(1), pages 117-147, March.
    See citations under working paper version above.
  2. Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017. "A Nonlinear Programming Method For Dynamic Programming," Macroeconomic Dynamics, Cambridge University Press, vol. 21(02), pages 336-361, March.
    See citations under working paper version above.
  3. Yongyang Cai & Kenneth Judd, 2015. "Dynamic programming with Hermite approximation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 81(3), pages 245-267, June.
    See citations under working paper version above.
  4. Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright, 2015. "Solving Dynamic Programming Problems on a Computational Grid," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 261-284, February.
    See citations under working paper version above.
  5. Yongyang Cai & Kenneth Judd, 2013. "Shape-preserving dynamic programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(3), pages 407-421, June.

    Cited by:

    1. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
    2. Yongyang Cai & Kenneth L. Judd, 2012. "Dynamic Programming with Hermite Approximation," NBER Working Papers 18540, National Bureau of Economic Research, Inc.
    3. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.

  6. Cai, Yongyang & Judd, Kenneth L., 2012. "Dynamic programming with shape-preserving rational spline Hermite interpolation," Economics Letters, Elsevier, vol. 117(1), pages 161-164.

    Cited by:

    1. Yongyang Cai & Kenneth Judd & Jevgenijs Steinbuks, 2015. "A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems," NBER Working Papers 21590, National Bureau of Economic Research, Inc.
    2. Yongyang Cai & Kenneth L. Judd, 2012. "Dynamic Programming with Hermite Approximation," NBER Working Papers 18540, National Bureau of Economic Research, Inc.
    3. Lilia Maliar & Serguei Maliar, 2013. "Envelope condition method versus endogenous grid method for solving dynamic programming problems," Working Papers. Serie AD 2013-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    4. Yongyang Cai & Kenneth Judd, 2013. "Shape-preserving dynamic programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(3), pages 407-421, June.
    5. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.

  7. Yongyang Cai & Kenneth L. Judd, 2010. "Stable and Efficient Computational Methods for Dynamic Programming," Journal of the European Economic Association, MIT Press, vol. 8(2-3), pages 626-634, 04-05.

    Cited by:

    1. Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017. "A Nonlinear Programming Method For Dynamic Programming," Macroeconomic Dynamics, Cambridge University Press, vol. 21(02), pages 336-361, March.
    2. Harold L. Cole & Felix Kubler, 2011. "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," NBER Working Papers 17064, National Bureau of Economic Research, Inc.
    3. Gaurav Khemka & Adam Butt, 2017. "Non-Parametric Integral Estimation Using Data Clustering in Stochastic dynamic Programming: An Introduction Using Lifetime Financial Modelling," Risks, MDPI, Open Access Journal, vol. 5(4), pages 1-17, October.
    4. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2013. "The Social Cost of Stochastic and Irreversible Climate Change," NBER Working Papers 18704, National Bureau of Economic Research, Inc.
    5. Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek, 2015. "The Social Cost of Carbon with Economic and Climate Risks," Papers 1504.06909, arXiv.org, revised Apr 2015.
    6. Yongyang Cai & Kenneth Judd, 2013. "Shape-preserving dynamic programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(3), pages 407-421, June.
    7. Yongyang Cai & Kenneth L. Judd & Rong Xu, 2013. "Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs," NBER Working Papers 18709, National Bureau of Economic Research, Inc.
    8. Ben J. Heijdra & Fabian Kindermann & Laurie S. M. Reijnders, 2014. "Life in Shackles? The Quantitative Implications of Reforming the Educational Loan System," CESifo Working Paper Series 5013, CESifo Group Munich.
    9. Cai, Yongyang & Judd, Kenneth L., 2012. "Dynamic programming with shape-preserving rational spline Hermite interpolation," Economics Letters, Elsevier, vol. 117(1), pages 161-164.
    10. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENV: Environmental Economics (10) 2013-01-26 2013-07-05 2014-09-05 2015-05-02 2015-08-07 2016-06-09 2017-01-15 2018-02-12 2018-04-02 2018-04-16. Author is listed
  2. NEP-ENE: Energy Economics (8) 2012-09-16 2013-01-26 2015-05-02 2015-08-07 2017-01-15 2018-02-12 2018-04-02 2018-04-16. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (6) 2012-12-06 2013-01-26 2013-01-26 2013-01-26 2013-05-19 2015-10-04. Author is listed
  4. NEP-AGR: Agricultural Economics (4) 2013-07-05 2014-09-05 2016-06-09 2018-04-02
  5. NEP-CMP: Computational Economics (4) 2012-09-16 2013-01-26 2013-01-26 2015-10-04
  6. NEP-RES: Resource Economics (3) 2018-04-02 2018-04-16 2018-05-07
  7. NEP-EFF: Efficiency & Productivity (2) 2014-09-05 2016-06-09
  8. NEP-ORE: Operations Research (2) 2013-05-19 2015-10-04
  9. NEP-MAC: Macroeconomics (1) 2015-10-04
  10. NEP-URE: Urban & Real Estate Economics (1) 2015-11-21

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