Modeling with Impact


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July 4, 2018 - July 6, 2018
Università Ca' Foscari Venezia
Department of Economics (Campus Economico) Campus San Giobbe

Important Deadlines

May 15, 2018: Deadline for registration. Please note that, accepted papers will only be included in the final program if presenting authors have registered by May 15, 2018.

Call for papers for the special session on Climate Risks and Financial Stability

Recent studies conducted both by academics and central banks show that the exposure of the financial system to climate risks is considerable.

Despite this growing interest in climate risks and financial stability, academic research on these issues is still limited. In order to fill this gap, EcoMod2018 is organizing a special session on 'Climate risks and financial stability'. We welcome contributions that focus both on the physical and the transition climate-related financial risks using network analysis, agent-based approaches, macroeconomic dynamic modeling and econometric approaches. We also welcome contributions that analyze climate-related developments in the financial markets (e.g. the green bond market) and the conditions under which the gap between finance and sustainability could be reduced thanks to central banks' policy tools (e.g. unconventional monetary policies such as the quantitative easing, and collateral framework) and macroprudential regulation (e.g. by including green supporting factors or brown penalizing factors in banks' capital requirements).

The papers that will be presented at the special session will be considered for a special issue of the Journal of Financial Stability on climate risks and financial stability.

Abstracts (300-500 words) should be sent via email to and by 21 May.Notifications will be emailed out by 28 May.


The regular registration fee is USD $400.00.

Registration includes:

  • Conference information / documentation
  • Morning and afternoon refreshment breaks
  • Conference lunches
  • Welcome reception
  • Social events

The reduced registration fee for PhD students is USD $270.00. If you want to benefit from the reduced fee, please send a copy of your student card via email to Theresa Leary (Theresa.Leary@EcoMod.Net) upon registration.

Please click here to register for EcoMod2018.

When submitting your abstract/paper, please choose one of the following options for which you want your paper to be considered. All the papers accepted for any one of these sessions are part of the official program of the conference and will be published in the conference proceedings.

  • Oral presentation: Each paper has 20 minutes for presentation to an audience and 10 minutes for discussion during parallel sessions.

The accompanying person registration fee is USD $140.00. The fee covers:

  • Welcome reception
  • Gala dinner

Please note that the fee for accompanying persons does not include admission to the scientific sessions, coffee and lunch, or any conference documentation.

Confirmation of your registration will be sent after receipt of payment.

Registration cancellation policy

All registration cancellations must be received in writing via email to Theresa Leary (Theresa.Leary@EcoMod.Net) by the dates listed below.

For cancellation requests received before April 31, 2018, full refund will be provided minus USD $75.00 for administrative charges.

For cancellation requests received between May 1 and May 31, 2018, a refund of 50% will be provided.

No refund will be given for cancellation requests received after May 31, 2018.

No-shows are subject to the full registration fee.

Refunds will be issued within 30 business days after the conference concludes.

Conference substitution policy

Substitutions for the conference will be allowed at any time. Please contact Theresa Leary to request a transfer or substitution.


All the papers presented at the conference will be posted in PDF format on the IDEAS RePEc website, the largest global bibliographic database dedicated to economics. The copyright stays with authors so that they can publish the paper in any other formats.