Access Statistics for Brenda López-Cabrera

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consistent two-factor model for pricing temperature derivatives 0 0 1 41 0 0 2 105
Calibrating CAT bonds for Mexican earthquakes 0 0 0 165 0 0 0 549
Calibrating CAT bonds for Mexican earthquakes 0 0 0 120 0 0 3 565
Designing an index for assessing wind energy potential 0 0 0 15 1 2 2 54
Forecast based pricing of weather derivatives 0 0 1 73 0 0 3 182
Forecasting generalized quantiles of electricity demand: A functional data approach 0 0 0 26 1 2 4 77
Implied market price of weather risk 0 0 0 129 0 2 2 347
Localising temperature risk 0 0 0 33 0 1 1 108
Pricing Green Financial Products 0 0 1 28 1 2 6 70
Pricing of Asian temperature risk 0 0 1 51 0 0 4 139
Pricing rainfall derivatives at the CME 0 0 1 75 2 2 3 244
Realized volatility of CO2 futures 0 0 2 24 1 1 11 71
State Price Densities implied from weather derivatives 0 0 1 16 0 1 2 77
Statistical modelling of temperature risk 0 0 0 21 0 1 3 86
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management 0 0 0 48 1 3 4 62
Volatility linkages between energy and agricultural commodity prices 0 0 1 74 0 1 3 156
Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models 0 0 1 68 0 0 2 145
Total Working Papers 0 0 10 1,007 7 18 55 3,037


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consistent two-factor model for pricing temperature derivatives 0 0 1 16 0 1 3 62
Calibrating CAT Bonds for Mexican Earthquakes 1 1 5 32 1 3 12 149
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 1 2 2 310
Designing an index for assessing wind energy potential 0 0 2 8 0 0 3 47
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach 0 0 0 7 0 1 1 44
Localizing Temperature Risk 0 0 0 3 0 1 3 21
Pricing rainfall futures at the CME 1 4 8 53 1 7 12 203
Regularization approach for network modeling of German power derivative market 0 0 0 6 0 0 0 16
State price densities implied from weather derivatives 0 0 0 7 0 2 3 51
The Implied Market Price of Weather Risk 0 0 0 12 0 2 2 100
Volatility linkages between energy and agricultural commodity prices 1 1 3 64 1 2 9 215
Total Journal Articles 3 6 19 229 4 21 50 1,218


Statistics updated 2025-03-03