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

5

i10 index

161

Citations

RESEARCH PRODUCTION:

10

Articles

16

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 16
   Journals where Brenda López-Cabrera has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 14 (8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plp10
   Updated: 2020-11-21    RAS profile: 2018-03-22    
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Relations with other researchers


Works with:

Schulz, Franziska (3)

Härdle, Wolfgang (3)

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 (11)

Ritter, Matthias (9)

McAleer, Michael (8)

Odening, Martin (7)

Chang, Chia-Lin (6)

Veraart, Almut (4)

Fiocco, Raffaele (3)

Horst, Ulrich (3)

Burdejová, Petra (3)

Hafner, Christian (3)

Vu, Tan (2)

Cites to:

Härdle, Wolfgang (24)

Odening, Martin (13)

Weron, Rafał (12)

Ritter, Matthias (12)

Diebold, Francis (9)

Musshoff, Oliver (9)

Bollerslev, Tim (7)

Chevallier, Julien (6)

serra, teresa (6)

Engle, Robert (6)

Renault, Eric (5)

Main data


Where Brenda López-Cabrera has published?


Journals with more than one article published# docs
Journal of the American Statistical Association2
Energy Economics2

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 (2020 and 2019)


YearTitle of citing document
2020Estimating Sleep & Work Hours from Alternative Data by Segmented Functional Classification Analysis (SFCA). (2020). Raschky, Paul ; Angus, Simon D ; Ackermann, Klaus . In: Papers. RePEc:arx:papers:2010.08102.

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2019Levelized income loss as a metric of the adaptation of wind and energy storage to variable prices. (2019). Gomez-Aleixandre, Javier ; Coto, Jose ; Diaz, Guzman. In: Applied Energy. RePEc:eee:appene:v:238:y:2019:i:c:p:1179-1191.

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2019Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:453-466.

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2019Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach. (2019). Oglend, Atle ; Yahya, Muhammad ; Dahl, Roy Endre. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:277-296.

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2019On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework. (2019). Cao, Yan ; Cheng, Sheng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:422-432.

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2019Food versus fuel: An updated and expanded evidence. (2019). Krištoufek, Ladislav ; Janda, Karel ; Zilberman, David ; Kristoufek, Ladislav ; Filip, Ondrej. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:152-166.

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2020The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303263.

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2019Energy and Food Security: Linkages through Price Volatility. (2019). Yoshino, Naoyuki ; Rasoulinezhad, Ehsan ; Taghizadeh-Hesary, Farhad. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:796-806.

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2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context. (2019). Tao, Ran ; Wang, Xiao-Qing ; Su, Chi Wei ; Oana-Ramona, Lobon. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:691-701.

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2020Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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2020The volatility linkage between energy and agricultural futures markets with external shocks. (2020). Zeng, Hongchao ; Wu, Lei ; Jin, Jiayu ; Han, Liyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305209.

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2019Understanding the economic effects of abnormal weather to mitigate the risk of business failures. (2019). Parnaudeau, Miia ; Bertrand, Jean-Louis. In: Journal of Business Research. RePEc:eee:jbrese:v:98:y:2019:i:c:p:391-402.

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2019Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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2019Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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2019Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Kang, Sang Hoon ; Uddin, Gazi Salah. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:588-601.

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2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market. (2019). Kumar, Satish ; Eraslan, Veysel ; Bouri, Elie. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:20.

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2019Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing. (2019). Burnecki, Krzysztof ; Giuricich, Mario Nicolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:498-513.

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2019Is temperature-index derivative suitable for China?. (2019). Lu, Xunfa ; Tang, Yinshan ; Dzandu, Michael D ; Zhou, Ying ; Cui, Hairong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305576.

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2019Assessing variables of regional reanalysis data sets relevant for modelling small-scale renewable energy systems. (2019). Nitsch, Felix ; Gruber, Katharina ; Camargo, Luis Ramirez. In: Renewable Energy. RePEc:eee:renene:v:133:y:2019:i:c:p:1468-1478.

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2019Seasonal forecasts of wind power generation. (2019). Soret, A ; Torralba, V ; Lledo, LL ; Doblas-Reyes, F J ; Ramon, J. In: Renewable Energy. RePEc:eee:renene:v:143:y:2019:i:c:p:91-100.

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2019Disentangling the drivers of carbon prices in Chinas ETS pilots — An EEMD approach. (2019). Xu, Jia ; Liu, YU ; He, Gang ; Tan, Xiujie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:139:y:2019:i:c:p:1-9.

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2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav. In: CAMA Working Papers. RePEc:een:camaaa:2019-20.

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2019Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919.

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2019Pricing Basket Weather Derivatives on Rainfall and Temperature Processes. (2019). Odongo, Leo ; Ngare, Philip ; Dzupire, Nelson Christopher. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:35-:d:243312.

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2019Does the Development of Bioenergy Exacerbate the Price Increase of Maize?. (2019). Dong, Zhengyi. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4845-:d:264325.

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2019Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes. (2019). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5305-:d:270889.

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2019Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis. (2019). Yang, Xinxia ; Zhu, Huiming ; Su, Xianfang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1359-:d:211007.

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2020Approaching rainfall-based weather derivatives pricing and operational challenges. (2020). Salgueiro, Andrea Martinez ; Tarrazon-Rodon, Maria-Antonia. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:2:d:10.1007_s11147-019-09161-0.

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2019Volatility Transmission Among Oil Price, Exchange Rate and Agricultural Commodities Prices. (2019). Siami-Namini, Sima. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:4:p:41-61.

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2019Dynamic semi-parametric factor model for functional expectiles. (2019). Härdle, Wolfgang ; Burdejová, Petra ; Hardle, Wolfgang K. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-019-00883-1.

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2019Pricing temperature derivatives with a filtered historical simulation approach. (2019). Pai, Jeffrey ; Li, Johnny Siu-Hang ; Zhou, Rui. In: The European Journal of Finance. RePEc:taf:eurjfi:v:25:y:2019:i:15:p:1462-1484.

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2020Conditional correlation and volatility between spot and futures markets for soybean and corn. (2020). Martines, Joo G ; de Sousa, Rui M ; Carlos , ; Tonin, Julyerme M. In: Agribusiness. RePEc:wly:agribz:v:36:y:2020:i:4:p:707-724.

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2019What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2019). Dąbrowski, Marek ; Dbrowski, Marek A ; Fijorek, Kamil ; Papie, Monika ; Miech, Sawomir. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201914.

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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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paper13
2010Calibrating CAT Bonds for Mexican Earthquakes.(2010) In: Journal of Risk & Insurance.
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This paper has another version. Agregated cites: 13
article
2007Calibrating CAT bonds for Mexican earthquakes.(2007) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2016Volatility linkages between energy and agricultural commodity prices In: Energy Economics.
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article42
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: 42
paper
2016A consistent two-factor model for pricing temperature derivatives In: Energy Economics.
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article2
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: 2
paper
2015State price densities implied from weather derivatives In: Insurance: Mathematics and Economics.
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article3
2013State Price Densities implied from weather derivatives.(2013) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2013Pricing rainfall futures at the CME In: Journal of Banking & Finance.
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article9
2015Designing an index for assessing wind energy potential In: Renewable Energy.
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article14
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: 14
paper
2009Implied Market Price of Weather Risk In: SFB 649 Discussion Papers.
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paper19
2012The Implied Market Price of Weather Risk.(2012) In: Applied Mathematical Finance.
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This paper has another version. Agregated cites: 19
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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paper35
2016Localizing Temperature Risk.(2016) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 35
article
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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paper3
2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: SFB 649 Discussion Papers.
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paper7
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: 7
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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paper0
2017Pricing Green Financial Products In: SFB 649 Discussion Papers.
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paper0
2017Realized volatility of CO2 futures In: SFB 649 Discussion Papers.
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paper0

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