Brenda López-Cabrera : Citation Profile

Are you Brenda López-Cabrera?

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

9

H index

9

i10 index

300

Citations

RESEARCH PRODUCTION:

11

Articles

30

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 25
   Journals where Brenda López-Cabrera has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 16 (5.06 %)

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   Permalink: http://citec.repec.org/plp10
   Updated: 2024-11-04    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)

Shen, Zhiwei (5)

Uddin, Gazi (5)

Chang, Chia-Lin (4)

Hafner, Christian (3)

Poeschel, Friedrich (3)

Osipenko, Maria (3)

Grith, Maria (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 (9)

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 / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany15
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk14

Recent works citing Brenda López-Cabrera (2024 and 2023)

YearTitle of citing document
2023Volatility 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.

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2023Conditional 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.

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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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2023The 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.

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2023Climate 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.

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2023A 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.

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2023The 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.

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2023Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses. (2023). Tchoffo, Guillaume ; Hikouatcha, Prince ; Declerck, Francis ; Tedongap, Romeo. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006254.

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2023Climate 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.

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2023Analyzing 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.

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

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2023The 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.

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2023EU 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.

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2023Volatility contagion and connectedness between WTI and commodity markets. (2023). PORCHER, Thomas ; Boroumand, Raphael Homayoun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323003318.

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2023Conflict 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.

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

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2023Connectedness 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.

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2023Asymmetric 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.

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2023.

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2023A 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.

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2023Forecasting 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.

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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.
[Full Text][Citation analysis]		paper26
2010Calibrating CAT Bonds for Mexican Earthquakes.(2010) In: Journal of Risk & Insurance.
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This paper has nother version. Agregated cites: 26		article
2016Volatility linkages between energy and agricultural commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article92
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This paper has nother version. Agregated cites: 92		paper
2016A consistent two-factor model for pricing temperature derivatives In: Energy Economics.
[Full Text][Citation analysis]		article7
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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
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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
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This paper has nother version. Agregated cites: 19		paper
2007Calibrating CAT bonds for Mexican earthquakes In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
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]		article22
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This paper has nother version. Agregated cites: 22		paper
2016Localizing Temperature Risk In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article3
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This paper has nother version. Agregated cites: 3		paper
2017Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: Journal of the American Statistical Association.
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