Humboldt-Universität zu Berlin - Statistics

Prof. Dr. Brenda López Cabrera

JP Climate, Weather and Energy Analysis

 

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Professional Positions

04.2011 – present Professor "Weather, Climate and Energy Analysis" (W1).

10.2006 - 04.2011 Research fellow at the Collaborative Research Center 649: Economic 

  risk (Project B1).

Education

11.2006 – 04.2010 Humboldt University of Berlin, Dr. rer. pol. Financial Statistics.

09.2009 - 02.2010 Princeton University, Department of Statistics, ORFE.

11.2006 – 11.2008 Humboldt University of Berlin, M.Sc. Statistics, M.Sc. Economics and 

                          Management Sciencess

08.1998 – 09.2003 Instituto Tecnológico Autónomo de México (ITAM). B.Sc. Actuarial      

  Sciences

Affiliation

08.2012 - Member of the National Council of Science and Technology Mexico  -  “Consejo Nacional de Ciencia y Tecnología” CONACYT (SNI) (CONACYT)

08.2012 - present  Member of Berlin Droctoral Program (BDPEMS)

01.2012 – present  Member of EMEE - Empirical Methods in Energy Economics

06.2006 – present  Member of Center for Applied Statistics and Economics (C.A.S.E.)

06.2011 – present  Member of the Society of Econometrics (SoFIE).

04.2011 – present  Member of the DStatG Deutsche Statistische Gesellschaft.

 

Head of the Sub/Projects.

  1. 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: ‘Weather Risk Management’. Submitted to the German Science Foundation through Collaborative Research Center SFB 649 Economic Risk, 2013-on.
  3. Co Investigator: ‘High Dimensional Non Stationary Time Series’, International Research Training Group. Submitted to the German Science Foundation, 2013-on.

Academic visits

06.2012     Ludwig-Maximilians Universität (LMU) Munich. 

12.2010    Taiwan National Central University, Graduate Institute of Statistics.

09.2010    Macquaire University, Australia. Department of Applied Finance.

03.2008    London School of Economics, Dep. Econometrics.

Grants and Awards

08.2008/09/10      Female Researchers Travelling Fellowship, HU.

11.2006 – 03.2010 NAFÖG Scholarship, Berlin Senate (for Ph.D. studies).

09.2009 – 02.2010 CRC 649 Fellowship, HU.

11.2008 – 05.2009 Energy Markets Fellowship, Energy Forum.

08.2008               Fellowship to participate in the 3rd Lindau Nobel Laureate Meetings.

03.2008               Research Fellowship, London School of Economics (LSE).

09.2004 – 10.2006 Alßan scholarship. European Commission (for Master studies)

09.2003               1st Prize National MEXDER Award, Mexican Stock Exchange and

  Central Bank of Mexico. Implemented by the Mexican Government.

08.1998 – 08.2002 ITAM Scholarship (for Bachelor studies)

 

Refereeing

Editorial Board of Risks

Journal of Energy Economics

Journal of Risk and Insurance

International Journal of Stochastic Analysis

The Annals of Applied Statistics

Associate Editor of Computational Statistics, Physica Verlag

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).