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	2	2	2	107
Calibrating CAT bonds for Mexican earthquakes	0	0	0	165	1	1	2	551
Calibrating CAT bonds for Mexican earthquakes	0	1	2	122	1	3	6	571
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	1	2	3	185
Forecasting generalized quantiles of electricity demand: A functional data approach	0	0	0	26	1	1	3	78
Implied market price of weather risk	0	0	0	129	1	3	7	352
Localising temperature risk	0	0	0	33	1	1	2	109
Pricing Green Financial Products	0	0	0	28	2	3	5	73
Pricing of Asian temperature risk	0	0	0	51	0	1	2	141
Pricing rainfall derivatives at the CME	0	0	0	75	0	0	4	246
Realized volatility of CO₂ futures	0	0	1	25	1	1	5	75
State Price Densities implied from weather derivatives	0	0	0	16	2	2	4	80
Statistical modelling of temperature risk	0	0	0	21	1	1	5	90
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management	0	0	0	48	2	2	7	66
Volatility linkages between energy and agricultural commodity prices	0	0	0	74	0	1	3	158
Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models	0	0	0	68	0	1	4	149
Total Working Papers	0	1	3	1,010	16	25	66	3,085

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	1	1	17	2	4	7	68
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	4	4	6	314
Designing an index for assessing wind energy potential	0	0	0	8	0	2	4	51
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach	0	0	0	7	1	1	2	45
Localizing Temperature Risk	0	0	0	3	1	1	4	24
Pricing rainfall futures at the CME	0	0	6	55	2	2	15	211
Regularization approach for network modeling of German power derivative market	0	0	0	6	0	1	3	19
State price densities implied from weather derivatives	0	0	0	7	1	1	3	52
The Implied Market Price of Weather Risk	0	1	1	13	1	3	5	103
Volatility linkages between energy and agricultural commodity prices	0	0	2	65	1	1	11	224
Total Journal Articles	0	2	11	234	13	20	65	1,262

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Statistics updated 2025-12-06