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 1 8 113
Calibrating CAT bonds for Mexican earthquakes 0 0 3 123 3 5 15 581
Calibrating CAT bonds for Mexican earthquakes 0 0 1 166 3 4 10 559
Designing an index for assessing wind energy potential 0 0 0 15 0 1 5 59
Forecast based pricing of weather derivatives 0 0 0 73 2 3 10 192
Forecasting generalized quantiles of electricity demand: A functional data approach 0 0 0 26 1 5 8 85
Implied market price of weather risk 0 0 0 129 8 8 16 365
Localising temperature risk 0 1 1 34 2 7 10 118
Pricing Green Financial Products 0 0 0 28 2 3 10 80
Pricing of Asian temperature risk 0 0 0 51 1 3 7 146
Pricing rainfall derivatives at the CME 0 0 0 75 5 6 15 261
Realized volatility of CO₂ futures 0 0 1 25 1 3 12 83
State Price Densities implied from weather derivatives 0 0 0 16 1 3 7 85
Statistical modelling of temperature risk 0 0 0 21 1 2 6 94
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management 0 0 1 49 2 10 19 81
Volatility linkages between energy and agricultural commodity prices 0 0 0 74 3 4 9 165
Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models 0 0 0 68 1 7 11 157
Total Working Papers 0 1 7 1,014 36 75 178 3,224

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 17 2 2 9 72
Calibrating CAT Bonds for Mexican Earthquakes 0 0 0 32 2 3 11 160
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 1 1 11 321
Designing an index for assessing wind energy potential 0 0 0 8 2 2 11 58
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach 0 0 0 7 2 3 11 55
Localizing Temperature Risk 0 0 0 3 2 4 13 35
Pricing rainfall futures at the CME 0 0 2 56 5 7 17 222
Regularization approach for network modeling of German power derivative market 0 0 0 6 1 2 8 24
State price densities implied from weather derivatives 0 0 0 7 1 1 4 55
The Implied Market Price of Weather Risk 0 0 1 13 3 6 13 113
Volatility linkages between energy and agricultural commodity prices 0 1 2 66 4 12 28 246
Total Journal Articles 0 1 6 236 25 43 136 1,361

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Statistics updated 2026-05-06