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Brenda López-Cabrera
标题
引用次数
引用次数
年份
Volatility linkages between energy and agricultural commodity prices
BL Cabrera, F Schulz
Energy Economics 54, 190-203, 2016
2452016
Calibrating CAT bonds for Mexican earthquakes
WK Härdle, BL Cabrera
Journal of Risk and Insurance 77 (3), 625-650, 2010
1412010
The implied market price of weather risk
WK Härdle, BL Cabrera
Applied Mathematical Finance 19 (1), 59-95, 2012
1002012
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
612015
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
412017
Pricing of Asian temperature risk
FE Benth, WK Härdle, BL Cabrera
Statistical Tools for Finance and Insurance, 163-199, 2011
342011
A consistent two-factor model for pricing temperature derivatives
A Groll, B López-Cabrera, T Meyer-Brandis
Energy Economics 55, 112-126, 2016
302016
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
172015
Statistics of financial markets: exercises and solutions
S Borak, WK Härdle, B López-Cabrera
Springer Science & Business Media, 2013
172013
Infering the market price of weather risk
WK Härdle, B López Cabrera
Discussion paper, SFB 649, 2009
152009
Forecast based pricing of weather derivatives
WK Härdle, BL Cabrera, M Ritter
SFB 649 Discussion Paper 2012-027, 2012
142012
Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models
T Benschopa, B López Cabreraa
SFB 649 Discussion Paper, 2014
132014
State price densities implied from weather derivatives
WK Härdle, B López-Cabrera, HW Teng
Insurance: Mathematics and Economics 64, 106-125, 2015
82015
Pricing wind power futures
WK Härdle, B López Cabrera, A Melzer
Journal of the Royal Statistical Society Series C: Applied Statistics 70 (4 …, 2021
52021
Regularization approach for network modeling of German power derivative market
S Chen, WK Härdle, BL Cabrera
Energy Economics 83, 180-196, 2019
52019
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
42008
An expectile factor model for day-ahead wind power forecasting
A Melzer, WK Härdle, BL Cabrera
Available at SSRN 3363164, 2021
32021
Statistical modelling of temperature risk
Z Anastasiadou, B López-Cabrera
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012
32012
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