Brenda López-Cabrera
Names
| first: |
Brenda |
| last: |
López Cabrera |
Identifer
Contact
Affiliations
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Institut für Statistik und Ökonometrie (ISÖ) (weight: 33%)
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Humboldt-Universität Berlin
/ Center for Applied Statistics and Econometrics (CASE) (weight: 34%)
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Sonderforschungsbereich 649: Ökonomisches Risiko (weight: 33%)
Research profile
author of:
- Calibration of Parametric CAT bonds. A case study of Mexican earthquakes (RePEc:aeq:aeqsjb:v128_y2008_i4_q4_p615-630)
by Wolfgang Karl Härdle & Brenda López Cabrera - Calibrating CAT bonds for Mexican earthquakes (RePEc:ags:eaa101:9265)
by Haerdle, Wolfgang & Cabrera, Brenda Lopez - Calibrating CAT Bonds for Mexican Earthquakes (RePEc:bla:jrinsu:v:77:y:2010:i:3:p:625-650)
by Wolfgang Karl Härdle & Brenda López Cabrera - Volatility linkages between energy and agricultural commodity prices (RePEc:eee:eneeco:v:54:y:2016:i:c:p:190-203)
by López Cabrera, Brenda & Schulz, Franziska - A consistent two-factor model for pricing temperature derivatives (RePEc:eee:eneeco:v:55:y:2016:i:c:p:112-126)
by Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo - Regularization approach for network modeling of German power derivative market (RePEc:eee:eneeco:v:83:y:2019:i:c:p:180-196)
by Chen, Shi & Karl Härdle, Wolfgang & López Cabrera, Brenda - State price densities implied from weather derivatives (RePEc:eee:insuma:v:64:y:2015:i:c:p:106-125)
by Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen - Pricing rainfall futures at the CME (RePEc:eee:jbfina:v:37:y:2013:i:11:p:4286-4298)
by López Cabrera, Brenda & Odening, Martin & Ritter, Matthias - Designing an index for assessing wind energy potential (RePEc:eee:renene:v:83:y:2015:i:c:p:416-424)
by Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars - Calibrating CAT bonds for Mexican earthquakes (RePEc:hum:wpaper:sfb649dp2007-037)
by Wolfgang Härdle & Brenda López Cabrera - Implied Market Price of Weather Risk (RePEc:hum:wpaper:sfb649dp2009-001)
by Wolfgang Härdle & Brenda López Cabrera - Pricing of Asian temperature risk (RePEc:hum:wpaper:sfb649dp2009-046)
by Fred Benth & Wolfgang Karl Härdle & Brenda López Cabrera - Localising temperature risk (RePEc:hum:wpaper:sfb649dp2011-001)
by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang - Forecast based Pricing of Weather Derivatives (RePEc:hum:wpaper:sfb649dp2012-027)
by Wolfgang Karl Härdle & Brenda López-Cabrera & Matthias Ritter - Pricing Rainfall Derivatives at the CME (RePEc:hum:wpaper:sfb649dp2013-005)
by Brenda López Cabrera & Martin Odening & Matthias Ritter - State Price Densities implied from weather derivatives (RePEc:hum:wpaper:sfb649dp2013-026)
by Wolfgang Karl Härdle & Brenda López-Cabrera & Huei-Wen Teng - Volatility linkages between energy and agricultural commodity prices (RePEc:hum:wpaper:sfb649dp2013-042)
by Brenda López Cabrera, & Franziska Schulz, - A consistent two-factor model for pricing temperature derivatives (RePEc:hum:wpaper:sfb649dp2014-006)
by Andreas Groll & Brenda López-Cabrera & Thilo Meyer-Brandis - Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach (RePEc:hum:wpaper:sfb649dp2014-030)
by Brenda Lopez Cabrera & Franziska Schulz - Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models (RePEc:hum:wpaper:sfb649dp2014-050)
by Thijs Benschopa & Brenda López Cabrera - Designing an Index for Assessing Wind Energy Potential (RePEc:hum:wpaper:sfb649dp2014-052)
by Matthias Ritter & Zhiwei Shen & Brenda López Cabrera & Martin Odening & Lars Deckert - Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management (RePEc:hum:wpaper:sfb649dp2016-035)
by Brenda López Cabrera & Franziska Schulz - Pricing Green Financial Products (RePEc:hum:wpaper:sfb649dp2017-020)
by Awdesch Melzer & Wolfgang K. Härdle & Brenda López Cabrera - Realized volatility of CO2 futures (RePEc:hum:wpaper:sfb649dp2017-025)
by Thijs Benschop & Brenda López Cabrera - The Implied Market Price of Weather Risk (RePEc:taf:apmtfi:v:19:y:2012:i:1:p:59-95)
by Wolfgang Karl Härdle & Brenda López Cabrera - Localizing Temperature Risk (RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1491-1508)
by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang - Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach (RePEc:taf:jnlasa:v:112:y:2017:i:517:p:127-136)
by Brenda López Cabrera & Franziska Schulz - Implied market price of weather risk (RePEc:zbw:sfb649:sfb649dp2009-001)
by Härdle, Wolfgang Karl & López Cabrera, Brenda - Pricing of Asian temperature risk (RePEc:zbw:sfb649:sfb649dp2009-046)
by Benth, Fred & Härdle, Wolfgang Karl & López Cabrera, Brenda - Localising temperature risk (RePEc:zbw:sfb649:sfb649dp2011-001)
by Härdle, Wolfgang Karl & López Cabrera, Brenda & Okhrin, Ostap & Wang, Weining - Forecast based pricing of weather derivatives (RePEc:zbw:sfb649:sfb649dp2012-027)
by Härdle, Wolfgang Karl & López-Cabrera, Brenda & Ritter, Matthias - Statistical modelling of temperature risk (RePEc:zbw:sfb649:sfb649dp2012-029)
by Anastasiadou, Zografia & López-Cabrera, Brenda - Pricing rainfall derivatives at the CME (RePEc:zbw:sfb649:sfb649dp2013-005)
by López Cabrera, Brenda & Odening, Martin & Ritter, Matthias - State Price Densities implied from weather derivatives (RePEc:zbw:sfb649:sfb649dp2013-026)
by Härdle, Wolfgang Karl & López-Cabrera, Brenda & Teng, Huei-wen - Volatility linkages between energy and agricultural commodity prices (RePEc:zbw:sfb649:sfb649dp2013-042)
by López Cabrera, Brenda & Schulz, Franziska - A consistent two-factor model for pricing temperature derivatives (RePEc:zbw:sfb649:sfb649dp2014-006)
by Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo - Forecasting generalized quantiles of electricity demand: A functional data approach (RePEc:zbw:sfb649:sfb649dp2014-030)
by López Cabrera, Brenda & Schulz, Franziska - Designing an index for assessing wind energy potential (RePEc:zbw:sfb649:sfb649dp2014-052)
by Ritter, Matthias & Shen, Zhiwei & López Cabrera, Brenda & Odening, Martin & Deckert, Lars - Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management (RePEc:zbw:sfb649:sfb649dp2016-035)
by López Cabrera, Brenda & Schulz, Franziska - Pricing Green Financial Products (RePEc:zbw:sfb649:sfb649dp2017-020)
by Melzer, Awdesch & Härdle, Wolfgang Karl & López Cabrera, Brenda - Realized volatility of CO2 futures (RePEc:zbw:sfb649:sfb649dp2017-025)
by Benschop, Thijs & López Cabrera, Brenda