Folgen
Brenda López-Cabrera
Titel
Zitiert von
Zitiert von
Jahr
Volatility linkages between energy and agricultural commodity prices
BL Cabrera, F Schulz
Energy Economics 54, 190-203, 2016
1522016
Calibrating CAT bonds for Mexican earthquakes
WK Härdle, BL Cabrera
Journal of Risk and Insurance 77 (3), 625-650, 2010
1022010
The implied market price of weather risk
WK Härdle, BL Cabrera
Applied Mathematical Finance 19 (1), 59-95, 2012
902012
Pricing rainfall futures at the CME
BL Cabrera, M Odening, M Ritter
Journal of Banking & Finance 37 (11), 4286-4298, 2013
66*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
522015
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
332017
Pricing of Asian temperature risk
FE Benth, WK Härdle, BL Cabrera
Statistical Tools for Finance and Insurance, 163-199, 2011
322011
Localising temperature risk
WK Härdle, BL Cabrera, O Okhrin, W Wang
SFB 649 Discussion Paper 2011-001, 2010
21*2010
A consistent two-factor model for pricing temperature derivatives
A Groll, B López-Cabrera, T Meyer-Brandis
Energy Economics 55, 112-126, 2016
202016
A new approach to assess wind energy potential
M Ritter, Z Shen, BL Cabrera, M Odening, L Deckert
Energy Procedia 75, 671-676, 2015
172015
Statistics of financial markets: exercises and solutions
S Borak, WK Härdle, B López-Cabrera
Springer Science & Business Media, 2013
152013
Forecast based pricing of weather derivatives
WK Härdle, BL Cabrera, M Ritter
SFB 649 Discussion Paper 2012-027, 2012
132012
Infering the market price of weather risk
WK Härdle, B López Cabrera
Discussion paper, SFB 649, 2009
132009
Volatility modelling of CO2 emission allowance spot prices with regime-switching GARCH models
T Benschopa, B López Cabreraa
SFB 649 Discussion Paper, 2014
112014
State price densities implied from weather derivatives
WK Härdle, B López-Cabrera, HW Teng
Insurance: Mathematics and Economics 64, 106-125, 2015
82015
Calibration of Parametric CAT bonds. A case study of Mexican earthquakes
WK Härdle, BL Cabrera
Journal of Contextual Economics 128 (4), 615, 2008
42008
Regularization approach for network modeling of German power derivative market
S Chen, WK Härdle, BL Cabrera
Energy Economics 83, 180-196, 2019
32019
Pricing rainfall derivatives at the CME
B López Cabrera, M Odening, M Ritter
SFB 649 Discussion Paper, 2013
32013
Statistical modelling of temperature risk
Z Anastasiadou, B López-Cabrera
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012
32012
Weather Risk Management: CAT bonds and weather derivatives
B López Cabrera
Berlin, Humboldt-Univ., Diss., 2010, 2010
32010
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