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

3

i10 index

101

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 11
   Journals where Brenda López-Cabrera has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 12 (10.62 %)

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   Permalink: http://citec.repec.org/plp10
   Updated: 2017-09-16    RAS profile: 2016-10-22    
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Relations with other researchers


Works with:

Ritter, Matthias (5)

Odening, Martin (4)

Härdle, Wolfgang (4)

Schulz, Franziska (4)

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 (9)

Ritter, Matthias (8)

Odening, Martin (5)

McAleer, Michael (5)

Chang, Chia-Lin (5)

Veraart, Almut (4)

Fiocco, Raffaele (3)

Hafner, Christian (3)

Horst, Ulrich (3)

Trueck, Stefan (2)

Musshoff, Oliver (2)

Cites to:

Härdle, Wolfgang (24)

Odening, Martin (11)

Weron, Rafał (11)

Ritter, Matthias (10)

Musshoff, Oliver (9)

Diebold, Francis (6)

Engle, Robert (6)

Renault, Eric (5)

Djehiche, Boualem (4)

Ait-Sahalia, Yacine (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 (2017 and 2016)


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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2016Is the Best Generalized Autoregressive Conditional Heteroskedasticity(p,q) Value-at-risk Estimate also the Best in Reality? An Evidence from Australian Interconnected Power Markets. (2016). Triandaru, Sigit ; Handika, Rangga . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-04-19.

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2016Forecasting volatility of wind power production. (2016). Ritter, Matthias ; Shen, Zhiwei . In: Applied Energy. RePEc:eee:appene:v:176:y:2016:i:c:p:295-308.

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2016Towards realistic design of wind dams: An innovative approach to enhance wind potential. (2016). Tajeddin, Alireza ; Fazelpour, Farivar . In: Applied Energy. RePEc:eee:appene:v:182:y:2016:i:c:p:282-298.

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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 ; Borensztein, Eduardo ; Cavallo, Eduardo . In: Journal of Development Economics. RePEc:eee:deveco:v:124:y:2017:i:c:p:142-156.

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2016It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events. (2016). Trueck, Stefan ; Truong, Chi ; Truck, Stefan . In: European Journal of Operational Research. RePEc:eee:ejores:v:253:y:2016:i:3:p:856-868.

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

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2016Preliminary assessment of wind power potential over the coastal region of Bheemunipatnam in northern Andhra Pradesh, India. (2016). , ; Rahi, O P. In: Renewable Energy. RePEc:eee:renene:v:99:y:2016:i:c:p:1137-1145.

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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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2016Option-implied probability distributions: How reliable? How jagged?. (2016). Taboga, Marco. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:453-469.

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2016Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79923.

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2016Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:98657.

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2016Estimating spatial basis risk in rainfall index insurance: Methodology and application to excess rainfall insurance in Uruguay. (2016). Ceballos, Francisco. In: IFPRI discussion papers. RePEc:fpr:ifprid:1595.

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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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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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2016Functional Principal Component Analysis for Derivatives of Multivariate Curves. (2016). Härdle, Wolfgang ; Grith, Maria ; Wagner, Heiko ; Kneip, Alois ; Hardle, Wolfgang K. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-033.

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2016Principal Component Analysis in an Asymmetric Norm. (2016). Härdle, Wolfgang ; Tran, Ngoc M ; Hardle, Wolfgang K ; Osipenko, Maria ; Burdejova, Petra . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-040.

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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). Melzer, Awdesch ; Cabrera, Brenda Lopez ; Hardle, Wolfgang K. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-020.

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2016Forecasting United States Presidential election 2016 using multiple regression models. (2016). Sinha, Pankaj ; Suman, Vineeta ; Nagarnaik, Ankit ; Raj, Kislay . In: MPRA Paper. RePEc:pra:mprapa:74641.

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2016Weather derivatives structuring and pricing: a sustainable agricultural approach in Africa. (2016). Kermiche, L ; Vuillermet, N. In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:2:p:165-177.

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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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2016Modelling volatility spillovers for bio-ethanol, sugarcane and corn. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann ; Hsieh, Tai-Lin . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1603.

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2016Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1704.

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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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paper10
2010Calibrating CAT Bonds for Mexican Earthquakes.(2010) In: Journal of Risk & Insurance.
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This paper has another version. Agregated cites: 10
article
2007Calibrating CAT bonds for Mexican earthquakes.(2007) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 10
paper
2016Volatility linkages between energy and agricultural commodity prices In: Energy Economics.
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article9
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: 9
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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article6
2015Designing an index for assessing wind energy potential In: Renewable Energy.
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article6
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: 6
paper
2009Implied Market Price of Weather Risk In: SFB 649 Discussion Papers.
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paper18
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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paper35
2012Forecast based Pricing of Weather Derivatives In: SFB 649 Discussion Papers.
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paper4
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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paper1
2014Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models In: SFB 649 Discussion Papers.
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paper2
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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