Brenda López-Cabrera
Title
Cited by
Cited by
Year
Volatility linkages between energy and agricultural commodity prices
BL Cabrera, F Schulz
Energy Economics 54, 190-203, 2016
1142016
The implied market price of weather risk
WK Härdle, BL Cabrera
Applied Mathematical Finance 19 (1), 59-95, 2012
1012012
Calibrating CAT bonds for Mexican earthquakes
WK Härdle, BL Cabrera
Journal of Risk and Insurance 77 (3), 625-650, 2010
922010
Pricing rainfall futures at the CME
BL Cabrera, M Odening, M Ritter
Journal of Banking & Finance 37 (11), 4286-4298, 2013
57*2013
Designing an index for assessing wind energy potential
M Ritter, Z Shen, BL Cabrera, M Odening, L Deckert
Renewable Energy 83, 416-424, 2015
482015
Evaluating the effect of motion and body shape on the perceived sex of virtual characters
R McDonnell, S Jörg, JK Hodgins, F Newell, C O'sullivan
ACM Transactions on Applied Perception (TAP) 5 (4), 1-14, 2009
47*2009
Pricing of Asian temperature risk
FE Benth, WK Härdle, BL Cabrera
Statistical Tools for Finance and Insurance, 163-199, 2011
332011
Forecasting generalized quantiles of electricity demand: A functional data approach
BL Cabrera, F Schulz
Journal of the American Statistical Association 112 (517), 127-136, 2017
282017
Localising temperature risk
WK Härdle, BL Cabrera, O Okhrin, W Wang
SFB 649 Discussion Paper 2011-001, 2010
19*2010
Data quality for analytics using SAS
G Svolba
SAS Institute, 2012
172012
A consistent two-factor model for pricing temperature derivatives
A Groll, B López-Cabrera, T Meyer-Brandis
Energy Economics 55, 112-126, 2016
152016
A new approach to assess wind energy potential
M Ritter, Z Shen, BL Cabrera, M Odening, L Deckert
Energy Procedia 75, 671-676, 2015
142015
Statistics of financial markets: exercises and solutions
S Borak, WK Härdle, B López-Cabrera
Springer Science & Business Media, 2013
142013
Forecast based pricing of weather derivatives
WK Härdle, BL Cabrera, M Ritter
SFB 649 Discussion Paper 2012-027, 2012
122012
Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models
T Benschopa, B López Cabreraa
SFB 649 Discussion Paper, 2014
82014
State price densities implied from weather derivatives
WK Härdle, B López-Cabrera, HW Teng
Insurance: Mathematics and Economics 64, 106-125, 2015
62015
Statistical modelling of temperature risk
Z Anastasiadou, B López-Cabrera
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012
32012
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes
WK Härdle, BL Cabrera
Journal of Contextual Economics 128 (4), 615, 2008
32008
Regularization approach for network modeling of German power derivative market
S Chen, WK Härdle, BL Cabrera
Energy Economics 83, 180-196, 2019
22019
Pricing rainfall derivatives at the CME
B López Cabrera, M Odening, M Ritter
SFB 649 Discussion Paper, 2013
22013
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Articles 1–20