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Brenda López-Cabrera : Citation Profile


Are you Brenda López-Cabrera?

Humboldt-Universität Berlin (34% share)
Humboldt-Universität Berlin (33% share)
Humboldt-Universität Berlin (33% share)

6

H index

4

i10 index

113

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 12
   Journals where Brenda López-Cabrera has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 12 (9.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plp10
   Updated: 2018-02-17    RAS profile: 2016-10-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ritter, Matthias (4)

Odening, Martin (4)

Schulz, Franziska (4)

Härdle, Wolfgang (2)

Shen, Zhiwei (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Brenda López-Cabrera.

Is cited by:

Härdle, Wolfgang (15)

Ritter, Matthias (8)

Odening, Martin (7)

McAleer, Michael (6)

Chang, Chia-Lin (6)

Veraart, Almut (4)

Horst, Ulrich (3)

Fiocco, Raffaele (3)

Hafner, Christian (3)

Shen, Zhiwei (2)

Reiss, Markus (2)

Cites to:

Härdle, Wolfgang (24)

Odening, Martin (11)

Weron, Rafał (11)

Ritter, Matthias (10)

Musshoff, Oliver (9)

Engle, Robert (6)

Diebold, Francis (6)

Renault, Eric (5)

Misiorek, Adam (4)

Djehiche, Boualem (4)

Koekebakker, Steen (4)

Main data


Where Brenda López-Cabrera has published?


Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany13

Recent works citing Brenda López-Cabrera (2018 and 2017)


YearTitle of citing document
2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

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2017Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?. (2017). Araujo, Gustavo ; da Silva, Wesley Mendes ; Lucas, Edimilson Costa . In: Working Papers Series. RePEc:bcb:wpaper:462.

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2017Pricing and simulating catastrophe risk bonds in a Markov-dependent environment. (2017). Shao, Jia ; Pantelous, Athanasios A ; Papaioannou, Apostolos D. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:309:y:2017:i:c:p:68-84.

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2017Site assessment, turbine selection, and local feed-in tariffs through the wind energy index. (2017). Ritter, Matthias ; Deckert, Lars . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1087-1099.

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2017Emission trading and carbon market performance in Shenzhen, China. (2017). Cong, Ren ; Lo, Alex Y. In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:414-425.

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2017The welfare gains from macro-insurance against natural disasters. (2017). Jeanne, Olivier ; Cavallo, Eduardo ; Borensztein, Eduardo . In: Journal of Development Economics. RePEc:eee:deveco:v:124:y:2017:i:c:p:142-156.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Forecasting quantiles of day-ahead electricity load. (2017). Clements, Adam ; Li, Z ; Hurn, A S. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:60-71.

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2017Do nonrenewable-energy prices affect renewable-energy volatility? The case of wood pellets. (2017). Karali, Berna ; Colson, Gregory ; Wetzstein, Michael ; Xian, Hui . In: Journal of Forest Economics. RePEc:eee:foreco:v:28:y:2017:i:c:p:42-48.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2018Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1002-1018.

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2017Neighborhood Effects in Wind Farm Performance: A Regression Approach. (2017). Ritter, Matthias ; Odening, Martin ; Pieralli, Simone . In: Energies. RePEc:gam:jeners:v:10:y:2017:i:3:p:365-:d:93220.

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2017Wind Energy Potential of Gaza Using Small Wind Turbines: A Feasibility Study. (2017). Elnaggar, Mohamed ; Ritter, Matthias ; Edwan, Ezzaldeen. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:8:p:1229-:d:108869.

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2017A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk. (2017). Hardle, Wolfgang Karl ; Osipenko, Maria . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:23-:d:115840.

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2017Stable Weak Approximation at Work in Index-Linked Catastrophe Bond Pricing. (2017). Burnecki, Krzysztof ; Giuricich, Mario Nicolo. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:64-:d:123183.

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2017Optimal insurance for catastrophic risk: theory and application to nuclear corporate liability. (2017). Picard, Pierre ; Louaas, Alexis . In: Working Papers. RePEc:hal:wpaper:hal-01527478.

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2017Dynamic Valuation of Weather Derivatives under Default Risk. (2017). Härdle, Wolfgang ; Osipenko, Cmaria ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-005.

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2017Pricing Green Financial Products. (2017). Härdle, Wolfgang ; Cabrera, Brenda Lopez ; Hardle, Wolfgang K ; Melzer, Awdesch . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-020.

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2017Realized volatility of CO2 futures. (2017). Benschop, Thijs ; Cabrera, Brenda Lopez . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-025.

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2017Domestic exchange rate determination in Renaissance Florence. (2017). Booth, Geoffrey G ; Chang, Sanders S. In: Cliometrica. RePEc:spr:cliomt:v:11:y:2017:i:3:d:10.1007_s11698-016-0146-5.

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2017Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2017). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160014.

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Works by Brenda López-Cabrera:


YearTitleTypeCited
2008Calibration of Parametric CAT bonds. A case study of Mexican earthquakes In: Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften.
[Citation analysis]
article0
2007Calibrating CAT bonds for Mexican earthquakes In: 101st Seminar, July 5-6, 2007, Berlin Germany.
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paper12
2010Calibrating CAT Bonds for Mexican Earthquakes.(2010) In: Journal of Risk & Insurance.
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This paper has another version. Agregated cites: 12
article
2007Calibrating CAT bonds for Mexican earthquakes.(2007) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016Volatility linkages between energy and agricultural commodity prices In: Energy Economics.
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article12
2013Volatility linkages between energy and agricultural commodity prices.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016A consistent two-factor model for pricing temperature derivatives In: Energy Economics.
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article1
2014A consistent two-factor model for pricing temperature derivatives.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015State price densities implied from weather derivatives In: Insurance: Mathematics and Economics.
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article2
2013State Price Densities implied from weather derivatives.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Pricing rainfall futures at the CME In: Journal of Banking & Finance.
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article8
2015Designing an index for assessing wind energy potential In: Renewable Energy.
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article8
2014Designing an Index for Assessing Wind Energy Potential.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2009Implied Market Price of Weather Risk In: SFB 649 Discussion Papers.
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paper17
2009Pricing of Asian temperature risk In: SFB 649 Discussion Papers.
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paper4
2011Localising temperature risk In: SFB 649 Discussion Papers.
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paper36
2012Forecast based Pricing of Weather Derivatives In: SFB 649 Discussion Papers.
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paper5
2013Pricing Rainfall Derivatives at the CME In: SFB 649 Discussion Papers.
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paper1
2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: SFB 649 Discussion Papers.
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paper2
2014Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models In: SFB 649 Discussion Papers.
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paper3
2016Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management. In: SFB 649 Discussion Papers.
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paper0
2012The Implied Market Price of Weather Risk In: Applied Mathematical Finance.
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article2

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