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 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
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


Statistics updated 2022-08-04