Volatility linkages between energy and agricultural commodity prices BL Cabrera, F Schulz Energy Economics 54, 190-203, 2016 | 245 | 2016 |
Calibrating CAT bonds for Mexican earthquakes WK Härdle, BL Cabrera Journal of Risk and Insurance 77 (3), 625-650, 2010 | 141 | 2010 |
The implied market price of weather risk WK Härdle, BL Cabrera Applied Mathematical Finance 19 (1), 59-95, 2012 | 100 | 2012 |
Pricing rainfall futures at the CME BL Cabrera, M Odening, M Ritter Journal of Banking & Finance 37 (11), 4286-4298, 2013 | 79* | 2013 |
Designing an index for assessing wind energy potential M Ritter, Z Shen, BL Cabrera, M Odening, L Deckert Renewable Energy 83, 416-424, 2015 | 61 | 2015 |
Forecasting generalized quantiles of electricity demand: A functional data approach BL Cabrera, F Schulz Journal of the American Statistical Association 112 (517), 127-136, 2017 | 41 | 2017 |
Pricing of Asian temperature risk FE Benth, WK Härdle, BL Cabrera Statistical Tools for Finance and Insurance, 163-199, 2011 | 34 | 2011 |
A consistent two-factor model for pricing temperature derivatives A Groll, B López-Cabrera, T Meyer-Brandis Energy Economics 55, 112-126, 2016 | 30 | 2016 |
Localizing temperature risk WK Härdle, B López Cabrera, O Okhrin, W Wang Journal of the American Statistical Association 111 (516), 1491-1508, 2016 | 25* | 2016 |
A new approach to assess wind energy potential M Ritter, Z Shen, BL Cabrera, M Odening, L Deckert Energy Procedia 75, 671-676, 2015 | 17 | 2015 |
Statistics of financial markets: exercises and solutions S Borak, WK Härdle, B López-Cabrera Springer Science & Business Media, 2013 | 17 | 2013 |
Infering the market price of weather risk WK Härdle, B López Cabrera Discussion paper, SFB 649, 2009 | 15 | 2009 |
Forecast based pricing of weather derivatives WK Härdle, BL Cabrera, M Ritter SFB 649 Discussion Paper 2012-027, 2012 | 14 | 2012 |
Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models T Benschopa, B López Cabreraa SFB 649 Discussion Paper, 2014 | 13 | 2014 |
State price densities implied from weather derivatives WK Härdle, B López-Cabrera, HW Teng Insurance: Mathematics and Economics 64, 106-125, 2015 | 8 | 2015 |
Pricing wind power futures WK Härdle, B López Cabrera, A Melzer Journal of the Royal Statistical Society Series C: Applied Statistics 70 (4 …, 2021 | 5 | 2021 |
Regularization approach for network modeling of German power derivative market S Chen, WK Härdle, BL Cabrera Energy Economics 83, 180-196, 2019 | 5 | 2019 |
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes WK Härdle, B López Cabrera Journal of Contextual Economics–Schmollers Jahrbuch, 615-630, 2008 | 4 | 2008 |
An expectile factor model for day-ahead wind power forecasting A Melzer, WK Härdle, BL Cabrera Available at SSRN 3363164, 2021 | 3 | 2021 |
Statistical modelling of temperature risk Z Anastasiadou, B López-Cabrera Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012 | 3 | 2012 |