7
H index
7
i10 index
271
Citations
Brenda López-Cabrera : Citation Profile
Humboldt-Universität Berlin (34% share) | RESEARCH PRODUCTION: 11 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2007 - 2019). 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:
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Main data
Where Brenda López-Cabrera has published?
| Journals with more than one article published | # docs |
|---|---|
| Energy Economics | 3 |
| Journal of the American Statistical Association | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 15 |
Recent works citing Brenda López-Cabrera (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334707. Full description at Econpapers || Download paper |
| 2023 | Conditional generalized quantiles based on expected utility model and equivalent characterization of properties. (2023). Zhang, Ping ; Yang, Fan ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2301.12420. Full description at Econpapers || Download paper |
| 2023 | The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520. Full description at Econpapers || Download paper |
| 2023 | Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272. Full description at Econpapers || Download paper |
| 2023 | A stochastic time-series model for solar irradiation. (2023). Benth, Fred Espen ; Green, Rikard ; Larsson, Karl. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005503. Full description at Econpapers || Download paper |
| 2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper |
| 2023 | Climate risk and green investments: New evidence. (2023). Uddin, Gazi Salah ; Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032625. Full description at Econpapers || Download paper |
| 2023 | Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512. Full description at Econpapers || Download paper |
| 2023 | The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310. Full description at Econpapers || Download paper |
| 2023 | EU Climate Change News Index: Forecasting EU ETS prices with online news. (2023). Palos, Peter ; Pap, Aron ; Hartvig, Aron Denes. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000946. Full description at Econpapers || Download paper |
| 2023 | Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865. Full description at Econpapers || Download paper |
| 2023 | Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953. Full description at Econpapers || Download paper |
| 2023 | Asymmetric Risk Connectedness between Crude Oil and Agricultural Commodity Futures in China before and after the COVID-19 Pandemic: Evidence from High-Frequency Data. (2023). He, Chunyan ; Qu, Fang ; She, Wensen ; Zhang, Deyuan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:16:p:5898-:d:1213838. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | A stochastic exposure model for seismic risk assessment and pricing of catastrophe bonds. (2023). Lombardi, Domenico ; Mistry, Harsh K. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:117:y:2023:i:1:d:10.1007_s11069-023-05884-4. Full description at Econpapers || Download paper |
| 2023 | Functional forecasting of dissolved oxygen in high?frequency vertical lake profiles. (2023). Hering, Amanda S ; Nychka, Douglas ; Scott, Thad J ; Durell, Luke. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:4:n:e2765. Full description at Econpapers || Download paper |
| 2023 | Forecasting global solar radiation using a robust regularization approach with mixture kernels. (2023). Jiang, HE. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:1989-2010. Full description at Econpapers || Download paper |
Works by Brenda López-Cabrera:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Calibration 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] | article | 0 |
| 2007 | Calibrating CAT bonds for Mexican earthquakes In: 101st Seminar, July 5-6, 2007, Berlin Germany. [Full Text][Citation analysis] | paper | 25 |
| 2010 | Calibrating CAT Bonds for Mexican Earthquakes.(2010) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2007 | Calibrating CAT bonds for Mexican earthquakes.(2007) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2016 | Volatility linkages between energy and agricultural commodity prices In: Energy Economics. [Full Text][Citation analysis] | article | 94 |
| 2013 | Volatility linkages between energy and agricultural commodity prices.(2013) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | paper | |
| 2016 | A consistent two-factor model for pricing temperature derivatives In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
| 2014 | A 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 | |
| 2019 | Regularization approach for network modeling of German power derivative market In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2015 | State price densities implied from weather derivatives In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
| 2013 | State Price Densities implied from weather derivatives.(2013) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Pricing rainfall futures at the CME In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2015 | Designing an index for assessing wind energy potential In: Renewable Energy. [Full Text][Citation analysis] | article | 19 |
| 2014 | Designing 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 | |
| 2009 | Implied Market Price of Weather Risk In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
| 2012 | The Implied Market Price of Weather Risk.(2012) In: Applied Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2009 | Pricing of Asian temperature risk In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Localising temperature risk In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 2016 | Localizing Temperature Risk.(2016) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2012 | Forecast based Pricing of Weather Derivatives In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Pricing Rainfall Derivatives at the CME In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2017 | Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach.(2017) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2014 | Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management. In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Pricing Green Financial Products In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Realized volatility of CO2 futures In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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