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	1	1	39	0	1	1	101
Calibrating CAT bonds for Mexican earthquakes	0	0	0	119	1	1	8	559
Calibrating CAT bonds for Mexican earthquakes	0	0	1	165	0	0	6	547
Designing an Index for Assessing Wind Energy Potential	0	0	2	14	0	0	5	50
Forecast based Pricing of Weather Derivatives	0	1	4	72	0	2	7	176
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach	0	1	1	26	0	1	2	71
Implied Market Price of Weather Risk	0	0	0	128	0	0	1	341
Localising temperature risk	0	0	1	32	0	0	2	106
Pricing Green Financial Products	0	0	2	27	0	0	5	60
Pricing Rainfall Derivatives at the CME	0	0	2	72	0	1	9	232
Pricing of Asian temperature risk	0	0	1	49	1	1	5	132
Realized volatility of CO2 futures	0	0	0	18	0	0	3	46
State Price Densities implied from weather derivatives	0	1	1	15	0	2	5	74
Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management	0	0	0	48	0	0	3	57
Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models	0	1	3	62	0	1	11	128
Volatility linkages between energy and agricultural commodity prices	0	0	0	72	0	0	3	149
Total Working Papers	0	5	19	958	2	10	76	2,829

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	0	0	1	12	0	0	5	51
Calibrating CAT Bonds for Mexican Earthquakes	0	0	0	26	0	0	4	131
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes	0	0	0	21	0	0	5	305
Designing an index for assessing wind energy potential	0	0	2	4	0	0	8	41
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach	0	0	1	6	0	1	7	39
Localizing Temperature Risk	0	0	1	3	0	0	3	17
Pricing rainfall futures at the CME	1	2	2	39	1	3	7	168
Regularization approach for network modeling of German power derivative market	1	2	3	5	1	3	9	15
State price densities implied from weather derivatives	0	0	1	7	0	0	5	48
The Implied Market Price of Weather Risk	0	0	0	12	0	1	2	96
Volatility linkages between energy and agricultural commodity prices	0	1	13	47	2	6	32	168
Total Journal Articles	2	5	24	182	4	14	87	1,079

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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

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

Statistics updated 2022-08-04