Details about Brenda López-Cabrera

Access statistics for papers by Brenda López-Cabrera.

Last updated 2023-01-02. Update your information in the RePEc Author Service.

Short-id: plp10

Working Papers

2017

1. Pricing Green Financial Products
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
2. Realized volatility of CO2 futures
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk View citations (1)

2016

3. Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2014

4. A consistent two-factor model for pricing temperature derivatives
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article A consistent two-factor model for pricing temperature derivatives, Energy Economics, Elsevier (2016) View citations (9) (2016)
5. Designing an index for assessing wind energy potential
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article Designing an index for assessing wind energy potential, Renewable Energy, Elsevier (2015) View citations (19) (2015)
6. Forecasting generalized quantiles of electricity demand: A functional data approach
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach, Journal of the American Statistical Association, Taylor & Francis Journals (2017) View citations (10) (2017)

2013

7. Pricing rainfall derivatives at the CME
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk View citations (1)
8. State Price Densities implied from weather derivatives
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article State price densities implied from weather derivatives, Insurance: Mathematics and Economics, Elsevier (2015) View citations (2) (2015)
9. Volatility linkages between energy and agricultural commodity prices
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article Volatility linkages between energy and agricultural commodity prices, Energy Economics, Elsevier (2016) View citations (98) (2016)

2012

10. Forecast based pricing of weather derivatives
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
11. Statistical modelling of temperature risk
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2010

12. Localising temperature risk
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk View citations (1)
    See also Journal Article Localizing Temperature Risk, Journal of the American Statistical Association, Taylor & Francis Journals (2016) View citations (2) (2016)

2009

13. Implied market price of weather risk
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
    See also Journal Article The Implied Market Price of Weather Risk, Applied Mathematical Finance, Taylor & Francis Journals (2012) View citations (29) (2012)
14. Pricing of Asian temperature risk
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2007

15. Calibrating CAT bonds for Mexican earthquakes
    101st Seminar, July 5-6, 2007, Berlin Germany, European Association of Agricultural Economists View citations (3)
    See also Journal Article Calibrating CAT Bonds for Mexican Earthquakes, Journal of Risk & Insurance, The American Risk and Insurance Association (2010) View citations (22) (2010)

Journal Articles

2019

1. Regularization approach for network modeling of German power derivative market
   Energy Economics, 2019, 83, (C), 180-196 View citations (4)

2017

2. Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach
   Journal of the American Statistical Association, 2017, 112, (517), 127-136 View citations (10)
   See also Working Paper Forecasting generalized quantiles of electricity demand: A functional data approach, SFB 649 Discussion Papers (2014) (2014)

2016

3. A consistent two-factor model for pricing temperature derivatives
   Energy Economics, 2016, 55, (C), 112-126 View citations (9)
   See also Working Paper A consistent two-factor model for pricing temperature derivatives, SFB 649 Discussion Papers (2014) (2014)
4. Localizing Temperature Risk
   Journal of the American Statistical Association, 2016, 111, (516), 1491-1508 View citations (2)
   See also Working Paper Localising temperature risk, SFB 649 Discussion Papers (2010) View citations (1) (2010)
5. Volatility linkages between energy and agricultural commodity prices
   Energy Economics, 2016, 54, (C), 190-203 View citations (98)
   See also Working Paper Volatility linkages between energy and agricultural commodity prices, SFB 649 Discussion Papers (2013) (2013)

2015

6. Designing an index for assessing wind energy potential
   Renewable Energy, 2015, 83, (C), 416-424 View citations (19)
   See also Working Paper Designing an index for assessing wind energy potential, SFB 649 Discussion Papers (2014) (2014)
7. State price densities implied from weather derivatives
   Insurance: Mathematics and Economics, 2015, 64, (C), 106-125 View citations (2)
   See also Working Paper State Price Densities implied from weather derivatives, SFB 649 Discussion Papers (2013) (2013)

2013

8. Pricing rainfall futures at the CME
   Journal of Banking & Finance, 2013, 37, (11), 4286-4298 View citations (16)

2012

9. The Implied Market Price of Weather Risk
   Applied Mathematical Finance, 2012, 19, (1), 59-95 View citations (29)
   See also Working Paper Implied market price of weather risk, SFB 649 Discussion Papers (2009) (2009)

2010

10. Calibrating CAT Bonds for Mexican Earthquakes
    Journal of Risk & Insurance, 2010, 77, (3), 625-650 View citations (22)
    See also Working Paper Calibrating CAT bonds for Mexican earthquakes, 101st Seminar, July 5-6, 2007, Berlin Germany (2007) View citations (3) (2007)

2008

11. Calibration of Parametric CAT bonds. A case study of Mexican earthquakes
    Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, 2008, 128, (4), 615-630