Brenda López-Cabrera : Citation Profile

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

9

H index

9

i10 index

324

Citations

RESEARCH PRODUCTION:

10

Articles

30

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 27
   Journals where Brenda López-Cabrera has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 16 (4.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plp10
   Updated: 2025-12-20    RAS profile: 2023-01-02    
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Relations with other researchers

Works with:

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 (18)

Ritter, Matthias (11)

Odening, Martin (10)

Veraart, Almut (6)

Uddin, Gazi (5)

Shen, Zhiwei (5)

Chang, Chia-Lin (4)

Rezitis, Anthony (4)

Poeschel, Friedrich (3)

Lai, Van Son (3)

Burdejová, Petra (3)

Cites to:

Härdle, Wolfgang (35)

Weron, Rafał (24)

Diebold, Francis (17)

Odening, Martin (15)

Ritter, Matthias (14)

Chevallier, Julien (12)

Engle, Robert (11)

Musshoff, Oliver (11)

Bollerslev, Tim (11)

serra, teresa (10)

Laurent, Sébastien (10)

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 / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk14

Recent works citing Brenda López-Cabrera (2025 and 2024)

YearTitle of citing document
2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Mattos, Fabio ; Gaio, Luiz ; Franco, Rodrigo Lanna ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343612.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Stewart, Shamar ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343936.

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2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Cruz, Jose Cesar ; Franco, Rodrigo Lanna ; Mattos, Fabio L ; Gaio, Luiz Eduardo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343612.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Massa, Olga Isengildina ; Stewart, Shamar L. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343936.

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2025Volatility Spillover in Regional Ethanol and Grain Markets: Evidence from The Expansion of Corn-Based Ethanol Production in Brazil. (2025). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:374828.

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2025Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data. (2025). Bormetti, Giacomo ; Serafini, Simone. In: Papers. RePEc:arx:papers:2501.17490.

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2025Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses. (2025). Lopez, Olivier ; Nkameni, Daniel. In: Papers. RePEc:arx:papers:2507.18207.

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2025Design and valuation of multi-region CoCoCat bonds. (2025). Zdeb, Martyna ; Teuerle, Marek ; Burnecki, Krzysztof ; Wszola, Jacek. In: Papers. RePEc:arx:papers:2510.17221.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2024Spatio-temporal smoothing and dynamics of different electricity flexibility options for highly renewable energy systems—Case study for Norway. (2024). Zeyringer, Marianne ; Benth, Fred Espen ; Grochowicz, Aleksander. In: Applied Energy. RePEc:eee:appene:v:356:y:2024:i:c:s0306261923017026.

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2025Bayesian hierarchical probabilistic forecasting of intraday electricity prices. (2025). Mller, Gernot ; Nickelsen, Daniel. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023596.

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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2024Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective. (2024). Feng, Yun ; Yang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007278.

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2025Does public climate attention affect the net return spillover from energy to non-energy commodities?. (2025). Lin, Anlan ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000155.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2024Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Rong, Xueyun ; Xu, Xin ; Fang, Tingwei ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942.

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2024Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis. (2024). Ali, Shoaib ; Yousaf, Imran ; Abrar, Afsheen ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005982.

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2025Examining dynamics: Unraveling the impact of oil price fluctuations on forecasting agricultural futures prices. (2025). Wu, Jiayi ; Zhang, Wei ; Wang, Shun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007026.

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2024Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x.

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2024Time series analysis for COMEX platinum spot price forecasting using SVM, MARS, MLP, VARMA and ARIMA models: A case study. (2024). Garcia-Nieto, Paulino Jose ; Menendez-Garcia, Luis Alfonso ; Lasheras, Fernando Sanchez ; Garcia-Gonzalo, Esperanza. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005154.

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2025Stochastic modelling and forecasting of wind capacity utilization with applications to risk management: The Australian case. (2025). Nikitopoulos, Christina S ; Alfeus, Mesias ; Overbeck, Ludger ; Mwampashi, Muthe M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001064.

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2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Qiu, Feng ; Zhang, Xindon ; Guo, Xiaoying ; Li, Changhong ; Wei, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

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2025Exploring dynamic extreme dependence of oil and agricultural markets. (2025). Fikru, Mahelet ; Lahiani, Amine ; Kisswani, Khalid M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001959.

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2024Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model. (2024). Pu, Mingzhe ; Wang, Xizhao ; Zhong, YU ; Sun, Shengxuan. In: Agriculture. RePEc:gam:jagris:v:15:y:2024:i:1:p:67-:d:1556205.

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2024Simulating and Pricing CAT Bonds Using the Spectral Method Based on Chebyshev Basis. (2024). Aghdam, Esmaeelzade Y ; Neisy, A ; Adl, A. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10347-2.

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2024The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries. (2024). Uçak, Harun ; ARI, Yakup ; Ullah, Irfan ; Uak, Harun. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:8:y:2024:i:1:d:10.1007_s41685-023-00317-3.

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2024A blockchain-based platform for trading weather derivatives. (2024). Silveira, Fernando Alves ; de Oliveira, Silvio Parodi. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:1:d:10.1007_s42521-022-00071-9.

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2024Principal Component Analysis of Two-dimensional Functional Data with Serial Correlation. (2024). Shen, Shirun ; Zhou, Lan. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:29:y:2024:i:3:d:10.1007_s13253-023-00585-8.

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2025Unraveling Turkish agricultural market challenges: Consequences of COVID‐19, Russia–Ukraine conflict, and energy market dynamics. (2025). Urak, Faruk. In: Agribusiness. RePEc:wly:agribz:v:41:y:2025:i:2:p:307-341.

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2024Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes. (2024). Rezitis, Anthony ; Andrikopoulos, Panagiotis ; Daglis, Theodoros. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:451-483.

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2025Testing mean stationarity of intraday volatility curves. (2025). Andersen, Torben G ; Tan, Yingwen ; Todorov, Viktor ; Zhang, Zhiyuan. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:1059-1091.

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Works by Brenda López-Cabrera:

YearTitleTypeCited
2007Calibrating CAT bonds for Mexican earthquakes In: 101st Seminar, July 5-6, 2007, Berlin Germany.
[Full Text][Citation analysis]		paper27
2010Calibrating CAT Bonds for Mexican Earthquakes.(2010) In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2016Volatility linkages between energy and agricultural commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article110
2013Volatility linkages between energy and agricultural commodity prices.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2016A consistent two-factor model for pricing temperature derivatives In: Energy Economics.
[Full Text][Citation analysis]		article7
2014A consistent two-factor model for pricing temperature derivatives.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019Regularization approach for network modeling of German power derivative market In: Energy Economics.
[Full Text][Citation analysis]		article4
2015State price densities implied from weather derivatives In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2013State Price Densities implied from weather derivatives.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013Pricing rainfall futures at the CME In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2015Designing an index for assessing wind energy potential In: Renewable Energy.
[Full Text][Citation analysis]		article19
2014Designing an index for assessing wind energy potential.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2007Calibrating CAT bonds for Mexican earthquakes In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2009Implied Market Price of Weather Risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper18
2009Pricing of Asian temperature risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2011Localising temperature risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper36
2012Forecast based Pricing of Weather Derivatives In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2013Pricing Rainfall Derivatives at the CME In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2013State Price Densities implied from weather derivatives In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2013Volatility linkages between energy and agricultural commodity prices In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10
2014A consistent two-factor model for pricing temperature derivatives In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2014Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2014Designing an Index for Assessing Wind Energy Potential In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2016Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Pricing Green Financial Products In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Realized volatility of CO2 futures In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2012The Implied Market Price of Weather Risk In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article24
2009Implied market price of weather risk.(2009) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2016Localizing Temperature Risk In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article4
2010Localising temperature risk.(2010) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article12
2014Forecasting generalized quantiles of electricity demand: A functional data approach.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2009Pricing of Asian temperature risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Forecast based pricing of weather derivatives In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Statistical modelling of temperature risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Pricing rainfall derivatives at the CME In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Pricing Green Financial Products In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Realized volatility of CO₂ futures In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1

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