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 0 41 0 0 10 115
Calibrating CAT bonds for Mexican earthquakes 0 0 1 166 0 0 10 560
Calibrating CAT bonds for Mexican earthquakes 0 0 1 123 0 0 12 581
Designing an index for assessing wind energy potential 0 0 0 15 0 0 5 59
Forecast based pricing of weather derivatives 0 0 0 73 0 1 12 195
Forecasting generalized quantiles of electricity demand: A functional data approach 0 0 0 26 0 0 9 86
Implied market price of weather risk 0 0 0 129 0 0 16 365
Localising temperature risk 0 0 1 34 0 0 11 119
Pricing Green Financial Products 0 0 0 28 2 2 12 82
Pricing of Asian temperature risk 0 0 0 51 0 1 8 148
Pricing rainfall derivatives at the CME 0 0 1 76 0 1 19 265
Realized volatility of CO₂ futures 0 0 0 25 0 3 14 88
State Price Densities implied from weather derivatives 0 0 0 16 1 6 14 92
Statistical modelling of temperature risk 0 0 0 21 0 1 6 95
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management 0 0 1 49 0 0 18 82
Volatility linkages between energy and agricultural commodity prices 0 0 0 74 0 0 8 165
Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models 0 0 1 69 0 2 13 161
Total Working Papers 0 0 6 1,016 3 17 197 3,258

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 1 1 2 18 1 3 11 75
Calibrating CAT Bonds for Mexican Earthquakes 0 0 0 32 0 0 10 161
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 0 0 12 322
Designing an index for assessing wind energy potential 1 2 2 10 1 4 12 62
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach 0 0 0 7 0 2 14 58
Localizing Temperature Risk 0 0 0 3 0 1 13 36
Pricing rainfall futures at the CME 0 1 2 57 0 3 17 226
Regularization approach for network modeling of German power derivative market 0 0 0 6 0 0 6 24
State price densities implied from weather derivatives 0 0 0 7 0 1 5 56
The Implied Market Price of Weather Risk 0 1 2 14 1 7 21 121
Volatility linkages between energy and agricultural commodity prices 0 0 2 67 0 1 27 250
Total Journal Articles 2 5 10 242 3 22 148 1,391

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11