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	38	0	1	12	99
Calibrating CAT bonds for Mexican earthquakes	0	0	2	118	0	0	10	547
Calibrating CAT bonds for Mexican earthquakes	0	0	1	163	0	1	8	537
Designing an Index for Assessing Wind Energy Potential	0	0	0	12	0	1	2	43
Forecast based Pricing of Weather Derivatives	0	0	1	68	0	2	3	165
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach	0	0	0	24	0	2	10	66
Implied Market Price of Weather Risk	0	0	3	127	0	1	5	334
Localising temperature risk	0	0	1	31	1	4	8	102
Pricing Green Financial Products	0	0	4	24	2	4	19	48
Pricing Rainfall Derivatives at the CME	0	1	3	67	1	4	22	212
Pricing of Asian temperature risk	0	0	0	48	0	1	3	127
Realized volatility of CO2 futures	0	1	2	18	1	2	11	39
State Price Densities implied from weather derivatives	0	0	0	14	0	2	6	67
Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management	0	0	0	46	1	2	8	50
Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models	0	3	7	57	0	6	15	104
Volatility linkages between energy and agricultural commodity prices	1	1	3	72	2	2	8	138
Total Working Papers	1	6	27	927	8	35	150	2,678

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	2	10	0	1	8	43
Calibrating CAT Bonds for Mexican Earthquakes	0	0	1	25	1	2	13	124
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes	0	0	0	21	0	1	8	294
Designing an index for assessing wind energy potential	0	0	0	2	0	3	6	30
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach	0	1	2	5	1	2	10	25
Localizing Temperature Risk	0	0	0	2	0	2	4	14
Pricing rainfall futures at the CME	1	1	2	36	2	5	16	149
Regularization approach for network modeling of German power derivative market	0	0	2	2	0	0	6	6
State price densities implied from weather derivatives	0	0	0	6	0	2	5	42
The Implied Market Price of Weather Risk	0	0	1	12	2	3	8	93
Volatility linkages between energy and agricultural commodity prices	1	2	4	31	4	7	22	124
Total Journal Articles	2	4	14	152	10	28	106	944

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Statistics updated 2021-01-03