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 0 2 10 115
Calibrating CAT bonds for Mexican earthquakes 0 0 1 166 0 1 10 560
Calibrating CAT bonds for Mexican earthquakes 0 0 2 123 0 0 13 581
Designing an index for assessing wind energy potential 0 0 0 15 0 0 5 59
Forecast based pricing of weather derivatives 0 0 0 73 1 3 13 195
Forecasting generalized quantiles of electricity demand: A functional data approach 0 0 0 26 0 1 9 86
Implied market price of weather risk 0 0 0 129 0 0 16 365
Localising temperature risk 0 0 1 34 0 1 11 119
Pricing Green Financial Products 0 0 0 28 0 0 10 80
Pricing of Asian temperature risk 0 0 0 51 1 2 8 148
Pricing rainfall derivatives at the CME 0 1 1 76 1 4 19 265
Realized volatility of CO₂ futures 0 0 1 25 1 3 15 86
State Price Densities implied from weather derivatives 0 0 0 16 1 2 9 87
Statistical modelling of temperature risk 0 0 0 21 0 0 6 94
Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management 0 0 1 49 0 1 18 82
Volatility linkages between energy and agricultural commodity prices 0 0 0 74 0 0 9 165
Volatility modelling of CO₂ emission allowance spot prices with regime-switching GARCH models 0 1 1 69 1 3 13 160
Total Working Papers 0 2 8 1,016 6 23 194 3,247

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 0 9 72
Calibrating CAT Bonds for Mexican Earthquakes 0 0 0 32 0 1 10 161
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes 0 0 0 21 0 1 12 322
Designing an index for assessing wind energy potential 1 1 1 9 3 3 13 61
Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach 0 0 0 7 1 2 13 57
Localizing Temperature Risk 0 0 0 3 0 0 13 35
Pricing rainfall futures at the CME 1 1 2 57 3 4 20 226
Regularization approach for network modeling of German power derivative market 0 0 0 6 0 0 6 24
State price densities implied from weather derivatives 0 0 0 7 1 1 5 56
The Implied Market Price of Weather Risk 1 1 2 14 3 4 17 117
Volatility linkages between energy and agricultural commodity prices 0 1 2 67 0 3 26 249
Total Journal Articles 3 4 8 240 11 19 144 1,380

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Statistics updated 2026-08-07