Access Statistics for Brenda López-Cabrera

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	105
Calibrating CAT bonds for Mexican earthquakes	0	0	0	165	0	0	1	550
Calibrating CAT bonds for Mexican earthquakes	0	1	2	122	1	2	6	570
Designing an index for assessing wind energy potential	0	0	0	15	0	0	2	54
Forecast based pricing of weather derivatives	0	0	1	73	1	2	3	184
Forecasting generalized quantiles of electricity demand: A functional data approach	0	0	0	26	0	0	3	77
Implied market price of weather risk	0	0	0	129	2	2	6	351
Localising temperature risk	0	0	0	33	0	0	1	108
Pricing Green Financial Products	0	0	0	28	1	1	5	71
Pricing of Asian temperature risk	0	0	0	51	1	1	2	141
Pricing rainfall derivatives at the CME	0	0	0	75	0	0	4	246
Realized volatility of CO₂ futures	0	1	1	25	0	3	5	74
State Price Densities implied from weather derivatives	0	0	0	16	0	0	2	78
Statistical modelling of temperature risk	0	0	0	21	0	1	4	89
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management	0	0	0	48	0	0	6	64
Volatility linkages between energy and agricultural commodity prices	0	0	0	74	1	2	3	158
Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models	0	0	0	68	1	2	4	149
Total Working Papers	0	2	4	1,010	8	16	57	3,069

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	17	2	3	5	66
Calibrating CAT Bonds for Mexican Earthquakes	0	0	1	32	0	0	5	151
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes	0	0	0	21	0	0	2	310
Designing an index for assessing wind energy potential	0	0	0	8	1	3	4	51
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach	0	0	0	7	0	0	1	44
Localizing Temperature Risk	0	0	0	3	0	1	3	23
Pricing rainfall futures at the CME	0	0	7	55	0	3	14	209
Regularization approach for network modeling of German power derivative market	0	0	0	6	1	1	3	19
State price densities implied from weather derivatives	0	0	0	7	0	0	2	51
The Implied Market Price of Weather Risk	1	1	1	13	2	2	4	102
Volatility linkages between energy and agricultural commodity prices	0	0	3	65	0	0	11	223
Total Journal Articles	2	2	13	234	6	13	54	1,249

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Statistics updated 2025-11-08