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)

7

H index

7

i10 index

233

Citations

RESEARCH PRODUCTION:

11

Articles

16

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 19
   Journals where Brenda López-Cabrera has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 14 (5.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plp10
   Updated: 2022-09-24    RAS profile: 2021-03-16    
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Relations with other researchers


Works with:

Härdle, Wolfgang (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 (10)

Odening, Martin (8)

McAleer, Michael (6)

Veraart, Almut (4)

Chang, Chia-Lin (4)

Poeschel, Friedrich (3)

Hafner, Christian (3)

Bouri, Elie (3)

Uddin, Gazi (3)

Fiocco, Raffaele (3)

Cites to:

Härdle, Wolfgang (25)

Weron, Rafał (14)

Odening, Martin (13)

Ritter, Matthias (12)

Chevallier, Julien (10)

Diebold, Francis (9)

Musshoff, Oliver (9)

Rotfuß, Waldemar (7)

Bollerslev, Tim (7)

Chèze, Benoît (6)

Engle, Robert (6)

Main data


Where Brenda López-Cabrera has published?


Journals with more than one article published# docs
Energy Economics3
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany15

Recent works citing Brenda López-Cabrera (2022 and 2021)


YearTitle of citing document
2022The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey. (2022). ARI, YAKUP ; Yelgen, Esin ; Uak, Harun. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:322732.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2021On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728.

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2021Pricing wind power futures. (2021). Härdle, Wolfgang ; Melzer, Awdesch ; Cabrera, Brenda Lopez ; Hardle, Wolfgang Karl. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:1083-1102.

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2021Hurricane Bond Price Dependency on Underlying Hurricane Parameters. (2021). Yalan, Feng ; Carolyn, Chang. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:15:y:2021:i:1:p:21:n:5.

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2021Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. (2021). Yao, Qiwei ; Goude, Yannig ; Chen, Ying ; Xu, Xiuqin. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s0306261921008539.

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2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2021Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample. (2021). LE, Thai-Ha ; Vo, Long Hai. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002905.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2021The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011.

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2022Are energy metals hedges or safe havens for clean energy stock returns?. (2022). Bouri, Elie ; Dutta, Anupam ; Gustafsson, Robert. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221029571.

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2021Climate risks and weather derivatives: A copula-based pricing model. (2021). Romagnoli, Silvia ; Bressan, Giacomo Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000371.

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2021The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?. (2021). Arreolahernandez, Jose ; Ahmad, Wasim ; Mishra, Ritesh Kumar ; Saini, Seema. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001161.

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2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Jareño, Francisco ; Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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2021Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021The effects of commodity financialization on commodity market volatility. (2021). Du, Min ; Zheng, Dandan ; Cui, Tianxiang ; Ding, Shusheng. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002312.

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2021Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081.

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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287.

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2021A censored Ornstein–Uhlenbeck process for rainfall modeling and derivatives pricing. (2021). Liu, Allen ; Tong, Zhigang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309171.

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2021Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85.

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2022Assessment of climate change impacts on the hydro-wind-solar energy supply system. (2022). Wu, Xinyu ; Shen, Jianjian ; Jia, Zebin ; Jin, Xiaoyu ; Yang, Tiantian ; Cheng, Chuntian ; Zhang, YI. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:162:y:2022:i:c:s1364032122003847.

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2021The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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2022Volatility in Live Calf, Live Sheep, and Feed Wheat Return Markets: A Threat to Food Price Stability in Turkey. (2022). Efekan, Erkan ; Florkowski, Wojciech J ; Bozma, Gurkan ; Bilgic, Abdulbaki ; Urak, Faruk. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:4:p:566-:d:795357.

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2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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2021Going for Derivatives or Forwards? Minimizing Cashflow Fluctuations of Electricity Transactions on Power Markets. (2021). Yamada, Yuji ; Matsumoto, Takuji. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7311-:d:671846.

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2021Wind Put Barrier Options Pricing Based on the Nordix Index. (2021). Contreras, Javier ; Perez-Uribe, Miguel A ; Rodriguez, Yeny E. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:1177-:d:504014.

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2022Effectiveness and Feasibility of Market Makers for P2P Electricity Trading. (2022). Yamada, Yuji ; Tanaka, Kenji ; Kuno, Shinji. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:12:p:4218-:d:834107.

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2022Green Bonds and Commodities: A New Asymmetric Sustainable Relationship. (2022). Ghosh, Bikramaditya ; Sharma, Aarzoo ; Tsagkanos, Athanasios. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6852-:d:831284.

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2021The Valuation of Weather Derivatives Using One Sided Crank–Nicolson Schemes. (2021). Li, Peng. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10052-y.

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2021Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?. (2021). Tao, Ran ; Su, Chi-Wei ; Sun, Ting-Ting ; Qin, Meng. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211038347.

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2021Weather derivatives to mitigate meteorological risks in tourism management: An empirical application to celebrations of Comunidad Valenciana (Spain). (2021). Tarrazon-Rodon, Maria-Antonia ; Salgueiro, Andrea Martnez. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:591-613.

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2021Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas. (2021). Pelizzari, Cristian ; Franzoni, Simona. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03442-5.

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2021Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). Bejaoui, Azza ; ben Sassi, Salim ; Majdoub, Jihed. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7.

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2022Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets. (2022). Wu, Jianbin ; Sercu, Piet ; Dhaene, Geert. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:868-887.

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2021Advanced statistical learning on short term load process forecasting. (2021). Hu, Junjie ; Melzer, Awdesch ; Cabrera, Brenda Lopez. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021020.

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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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paper19
2010Calibrating CAT Bonds for Mexican Earthquakes.(2010) In: Journal of Risk & Insurance.
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This paper has another version. Agregated cites: 19
article
2007Calibrating CAT bonds for Mexican earthquakes.(2007) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2016Volatility linkages between energy and agricultural commodity prices In: Energy Economics.
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article71
2013Volatility linkages between energy and agricultural commodity prices.(2013) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 71
paper
2016A consistent two-factor model for pricing temperature derivatives In: Energy Economics.
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article7
2014A consistent two-factor model for pricing temperature derivatives.(2014) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2019Regularization approach for network modeling of German power derivative market In: Energy Economics.
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article2
2015State price densities implied from weather derivatives In: Insurance: Mathematics and Economics.
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article4
2013State Price Densities implied from weather derivatives.(2013) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2013Pricing rainfall futures at the CME In: Journal of Banking & Finance.
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article13
2015Designing an index for assessing wind energy potential In: Renewable Energy.
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article17
2014Designing an Index for Assessing Wind Energy Potential.(2014) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 17
paper
2009Implied Market Price of Weather Risk In: SFB 649 Discussion Papers.
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paper30
2012The Implied Market Price of Weather Risk.(2012) In: Applied Mathematical Finance.
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This paper has another version. Agregated cites: 30
article
2009Pricing of Asian temperature risk In: SFB 649 Discussion Papers.
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paper5
2011Localising temperature risk In: SFB 649 Discussion Papers.
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paper37
2016Localizing Temperature Risk.(2016) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 37
article
2012Forecast based Pricing of Weather Derivatives In: SFB 649 Discussion Papers.
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paper6
2013Pricing Rainfall Derivatives at the CME In: SFB 649 Discussion Papers.
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paper6
2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: SFB 649 Discussion Papers.
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paper12
2017Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach.(2017) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 12
article
2014Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models In: SFB 649 Discussion Papers.
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paper4
2016Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management. In: SFB 649 Discussion Papers.
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2017Pricing Green Financial Products In: SFB 649 Discussion Papers.
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2017Realized volatility of CO2 futures In: SFB 649 Discussion Papers.
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