Weather#372tier 2experimental liveNew

viirs hotspot density utility short

cadence: Dailydata: mediumshort onlylong only
paper
2024
Source
Pankratz, S., Schiller, C. (2024). "Climate Change and Adaptation in Global Supply-Chain Networks." Review of Financial Studies, 37, 2168-2206. Combined with Mukanjari-Sterner 2020.
Read the paper →

What it checks

When NASA's VIIRS satellites detect a sustained surge of fire hotspots in California, PG&E and other CA utilities face heightened liability risk — short them. The flip side: reinsurers benefit from higher premium pricing post-event — go long.

Mechanism

Sustained high VIIRS satellite hotspot counts within California / PG&E service territory bounding-box correlate with elevated wildfire-liability risk for the utility (PG&E ~$30B aggregate liability from 2017-2018 fires) and lift reinsurance demand on the offsetting side. Uses the VIIRS feed (591MB table, 5y depth, 375m resolution) for a faster-moving signal than NIFC weekly summaries.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag, or once a multi-family blend that includes it earns a champion slot.

Signal rule

VIIRS 7d rolling sum of hotspots in CA bounding-box top-90th/95th-pctl of trailing 252d (T+1) -> SHORT CA utility (PCG, EIX, SRE, AVA, PNW, HE) AND LONG reinsurer (RNR, RE, AGO, EG, ACGL) for 10/20 trading days.

Data dependencies

  • daily_prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • viirs_fires

    Worker data table — see services/worker schema.

Expected edge

Paper alpha
-1 to -3% utility / +1-2% reinsurer
Paper window
T+1 to T+20d

-1 to -3% on utility short / +1-2% on reinsurer long over 10-20d during top-decile fire periods.

Example tickers where this is likely to fire

Illustrative only — the signal fires based on the live data, not a fixed list.

Related families

Explore viirs hotspot density utility short on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more