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 2 3 10 115
Calibrating CAT bonds for Mexican earthquakes 0 0 1 166 1 5 11 560
Calibrating CAT bonds for Mexican earthquakes 0 0 3 123 0 3 14 581
Designing an index for assessing wind energy potential 0 0 0 15 0 1 5 59
Forecast based pricing of weather derivatives 0 0 0 73 1 4 11 193
Forecasting generalized quantiles of electricity demand: A functional data approach 0 0 0 26 1 2 9 86
Implied market price of weather risk 0 0 0 129 0 8 16 365
Localising temperature risk 0 0 1 34 0 2 10 118
Pricing Green Financial Products 0 0 0 28 0 2 10 80
Pricing of Asian temperature risk 0 0 0 51 0 1 7 146
Pricing rainfall derivatives at the CME 1 1 1 76 3 8 18 264
Realized volatility of CO₂ futures 0 0 1 25 1 2 13 84
State Price Densities implied from weather derivatives 0 0 0 16 1 4 8 86
Statistical modelling of temperature risk 0 0 0 21 0 2 6 94
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management 0 0 1 49 1 5 20 82
Volatility linkages between energy and agricultural commodity prices 0 0 0 74 0 4 9 165
Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models 1 1 1 69 1 8 12 158
Total Working Papers 2 2 9 1,016 12 64 189 3,236

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 17 0 2 9 72
Calibrating CAT Bonds for Mexican Earthquakes 0 0 0 32 1 3 11 161
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 0 1 11 321
Designing an index for assessing wind energy potential 0 0 0 8 0 2 10 58
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach 0 0 0 7 0 2 11 55
Localizing Temperature Risk 0 0 0 3 0 4 13 35
Pricing rainfall futures at the CME 0 0 2 56 0 6 17 222
Regularization approach for network modeling of German power derivative market 0 0 0 6 0 2 8 24
State price densities implied from weather derivatives 0 0 0 7 0 1 4 55
The Implied Market Price of Weather Risk 0 0 1 13 1 5 14 114
Volatility linkages between energy and agricultural commodity prices 0 0 2 66 0 6 27 246
Total Journal Articles 0 0 6 236 2 34 135 1,363

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Statistics updated 2026-06-04