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

5

i10 index

151

Citations

RESEARCH PRODUCTION:

10

Articles

16

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 15
   Journals where Brenda López-Cabrera has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 14 (8.48 %)

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   Permalink: http://citec.repec.org/plp10
   Updated: 2020-02-22    RAS profile: 2018-03-22    
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Relations with other researchers


Works with:

Schulz, Franziska (5)

Odening, Martin (4)

Ritter, Matthias (4)

Härdle, Wolfgang (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 (12)

Ritter, Matthias (9)

McAleer, Michael (8)

Odening, Martin (7)

Chang, Chia-Lin (6)

Veraart, Almut (4)

Hafner, Christian (3)

Fiocco, Raffaele (3)

Horst, Ulrich (3)

Musshoff, Oliver (2)

Burnecki, Krzysztof (2)

Cites to:

Härdle, Wolfgang (27)

Odening, Martin (13)

Ritter, Matthias (12)

Weron, Rafał (12)

Diebold, Francis (9)

Musshoff, Oliver (9)

Bollerslev, Tim (7)

Engle, Robert (6)

Chevallier, Julien (6)

serra, teresa (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 (2018 and 2017)


YearTitle of citing document
2017Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets. (2017). Walters, Cory ; Saghaian, Sayed ; Chen, BO ; Nemati, Mehdi. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258240.

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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). Mendes-Da-Silva, Wesley ; Araujo, Gustavo ; da Silva, Wesley Mendes ; Lucas, Edimilson Costa. In: Working Papers Series. RePEc:bcb:wpaper:462.

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2018The effect of Brazilian corn and soybean crop expansion on price and volatility transmission. (2018). Cruz, Jos Csar ; Daniel, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00408.

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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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2018Probabilistic forecasting of electricity consumption, photovoltaic power generation and net demand of an individual building using Gaussian Processes. (2018). van der Meer, D W ; Munkhammar, J ; Widen, J ; Svensson, A ; Shepero, M. In: Applied Energy. RePEc:eee:appene:v:213:y:2018:i:c:p:195-207.

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2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

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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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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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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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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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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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2018How to estimate wind-turbine infeed with incomplete stock data: A general framework with an application to turbine-specific market values in Germany. (2018). Engelhorn, Thorsten ; Musgens, Felix . In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:542-557.

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2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model. (2018). Ji, Qiang ; Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:14-27.

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2018High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

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2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

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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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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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2018Onshore and offshore wind energy potential assessment near Lake Erie shoreline: A spatial and temporal analysis. (2018). Li, Jiale ; Yu, Xiong. In: Energy. RePEc:eee:energy:v:147:y:2018:i:c:p:1092-1107.

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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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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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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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2018Changing value detrended cross correlation coefficient over time: Between crude oil and crop prices. (2018). Mitra, Subrata Kumar ; Chattopadhyay, Manojit ; Charan, Parikshit ; Jana, R K ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:671-678.

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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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2018Validation of wind resource in 14 locations of Nepal. (2018). Laudari, R ; Banskota, K ; Sapkota, B. In: Renewable Energy. RePEc:eee:renene:v:119:y:2018:i:c:p:777-786.

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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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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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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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2018Modelling the Relationship between Crude Oil and Agricultural Commodity Prices. (2018). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115608.

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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). Ritter, Matthias ; Edwan, Ezzaldeen ; Elnaggar, Mohamed. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:8:p:1229-:d:108869.

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

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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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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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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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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 ; Hardle, Wolfgang Karl ; Osipenko, Cmaria . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-005.

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2017Dynamic semi-parametric factor model for functional expectiles. (2017). Härdle, Wolfgang ; Burdejová, Petra ; Lessmann, Stefan ; Zharova, Alona ; Hardle, Wolfgang K ; Burdejova, Petra. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-027.

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

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2018Putting a price tag on temperature. (2018). Xiong, Heng ; Mamon, Rogemar. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-017-0291-8.

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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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2018INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL. (2018). Han, Xixuan ; Yang, Hailiang ; Wei, Boyu. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:04:n:s0219024918500140.

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2018What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Śmiech, Sławomir ; Dąbrowski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855.

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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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2017An Electricity Price Modeling Framework for Renewable-Dominant Markets. (2017). Fichtner, Wolf ; Uhrig-Homburg, Marliese ; Schermeyer, Hans ; Hain, Martin. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:23.

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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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article37
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: 37
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.
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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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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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article8
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
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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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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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paper2
2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: SFB 649 Discussion Papers.
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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: 5
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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