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Humboldt-Universität zu Berlin - Statistik

Prof. Dr. Brenda López Cabrera

JP Climate, Weather and Energy Analysis

 

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Professional Positions

Professor "Weather, Climate and Energy Analysis" (W1)

    Humboldt University of Berlin

 Spring 2011

Research fellow

    Collaborative Research Center (SFB) 649: Economic risk (Project B1)

 2006 – 2011

Education

  

Dr. rer. pol. Financial Statistics

     Humboldt University of Berlin

 2006 - 2010

Visiting research fellow

     Princeton University, Department of Statistics, ORFE.

 2009 – 2010

M.Sc. Statistics, M.Sc. Economics and Management Sciences

     Humboldt University of Berlin

 2006 – 2008

B.Sc. Actuarial Sciences

     Instituto Tecnológico Autónomo de México (ITAM)

 1998 – 2003

Affiliation

  
Member of the Committee of the Hilda Geiringer Lecture Series 2012
Member of Mexico’s CONACYT “National Research System”, SNI 2012
Member of Berlin Doctoral Program (BDPEMS) 2012
Member of EMEE Empirical Methods in Energy Economics 2012
Member of Center for Applied Statistics and Economics (C.A.S.E.) 2006
Member of the Society of Econometrics (SoFIE) 2011
Member of the DStatG Deutsche Statistische Gesellschaft 2011

Head of the Sub/Projects.
  1. Main Investigator “Calibration of CAT bonds” and “Pricing of Weather Derivatives” in C.A.S.E., Centre for Applied Statistics and Economics, 06. 2011 - on
  2. Co Investigator C11: ‘Weather Risk Management’, Collaborative Research Center SFB 649 Economic Risk, DFG. Accepted. Funding 2013-on.
  3. Co Investigator: ‘High Dimensional Non Stationary Time Series’, International Research Training Group, DFG. Accepted. Funding 2013-on.

Refereeing

Editorial Board of Risks - MDPI (ISSN 2227-9091)

Associate Editor of Computational Statistics, Physica Verlag (ISSN 1613-9658)

Referee: Journal of Banking and Finance, Journal of Computational Economics, Journal of Energy Markets, Journal of Energy Economics, Journal of Risk and Insurance, International Journal of Stochastic Analysis, The Annals of Applied Statistics, Mathematical Methods of Operations Research

Academic visits

 
Ludwig-Maximilians Universität (LMU) Munich 06.2012
Taiwan National Central University, Graduate Institute of Statistics 12.2010
Macquaire University, Australia. Dep. Applied Finance 09.2010
London School of Economics, Dep. Econometrics 03.2008

Grants and Awards

 
Female Researchers Travelling Fellowship, HU 2009
NAFÖG Scholarship, Berlin Senate (for Ph.D. studies) 2006 – 2010
CRC 649 Fellowship, HU 2009 – 2010
Energy Markets Fellowship, Energy Forum 2008 - 2009
Fellowship, 3rd Lindau Nobel Laureate Meetings 2008 – 2009
Fellowship, London School of Economics (LSE) 2008
Alßan scholarship. European Commission (for Master studies) 2004 – 2006
1st Prize National MEXDER Award, Mexican Stock Exchange and Central Bank of Mexico. Implemented by the Mexican Government. (100,000 MXN) 2003
ITAM Scholarship (for Bachelor studies) 1998 – 2002

 

Skills

• Software: SAS, Matlab, R, C++, Xplore, MS-Office.

• Languages: Spanish (native), English (very good), German (very good), Italian (basics).

• Hobbies: Folk dancer, Sports, Physical Fitness Test (Sportabzeichen), Swimming.