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 1 3 3 108
Calibrating CAT bonds for Mexican earthquakes 0 0 2 122 2 4 8 573
Calibrating CAT bonds for Mexican earthquakes 1 1 1 166 2 3 4 553
Designing an index for assessing wind energy potential 0 0 0 15 0 0 2 54
Forecast based pricing of weather derivatives 0 0 0 73 3 5 6 188
Forecasting generalized quantiles of electricity demand: A functional data approach 0 0 0 26 1 2 4 79
Implied market price of weather risk 0 0 0 129 2 5 7 354
Localising temperature risk 0 0 0 33 1 2 3 110
Pricing Green Financial Products 0 0 0 28 1 4 6 74
Pricing of Asian temperature risk 0 0 0 51 0 1 2 141
Pricing rainfall derivatives at the CME 0 0 0 75 2 2 6 248
Realized volatility of CO₂ futures 0 0 1 25 0 1 5 75
State Price Densities implied from weather derivatives 0 0 0 16 2 4 6 82
Statistical modelling of temperature risk 0 0 0 21 2 3 7 92
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management 0 0 0 48 3 5 9 69
Volatility linkages between energy and agricultural commodity prices 0 0 0 74 1 2 4 159
Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models 0 0 0 68 0 1 4 149
Total Working Papers 1 1 4 1,011 23 47 86 3,108


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 1 1 17 1 5 8 69
Calibrating CAT Bonds for Mexican Earthquakes 0 0 1 32 1 1 5 152
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 3 7 9 317
Designing an index for assessing wind energy potential 0 0 0 8 2 3 6 53
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach 0 0 0 7 4 5 6 49
Localizing Temperature Risk 0 0 0 3 5 6 9 29
Pricing rainfall futures at the CME 1 1 5 56 1 3 11 212
Regularization approach for network modeling of German power derivative market 0 0 0 6 1 2 4 20
State price densities implied from weather derivatives 0 0 0 7 0 1 3 52
The Implied Market Price of Weather Risk 0 1 1 13 1 4 5 104
Volatility linkages between energy and agricultural commodity prices 0 0 2 65 8 9 18 232
Total Journal Articles 1 3 10 235 27 46 84 1,289


Statistics updated 2026-01-09