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 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
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


Statistics updated 2021-01-03