Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Prof. Dr. Brenda López Cabrera

JP Climate, Weather and Energy Analysis


[ Home | Teaching | Publications | Research Projects | CV | TalksLinks ]



Professional Positions / Positionen

Assistant Professor "Weather, Climate and Energy Analysis" (W1)
Ladislaus von Bortkiewicz Chair of Statistics, Humboldt-Universität zu Berlin
Spring 2011 -


Research fellow
Collaborative Research Center (SFB) 649: Economic risk (Project B1)
2006  - 2011


Education / Bildung

Dr. rer. pol. Financial Statistics
Humboldt-Universität zu Berlin
2006 - 2010


Visiting research fellow
Princeton University, Department of Statistics, ORFE.
2009  - 2010


M.Sc. Statistics, M.Sc. Economics and Management Sciences
Humboldt-Universität zu Berlin
2006  - 2008


B.Sc. Actuarial Sciences
Instituto Tecnológico Autónomo de México (ITAM)
1998  - 2003


Affiliation / Mitgliedschaften

Member of SNI (Level I) - Mexican Academy of Sciences 


Member of the European Group of Risk and Insurance Economists EGRIE
2012 -


Member of the Committee of the Hilda Geiringer Lecture Series
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 / Projekleitung


  • Editorial Board of Risks - MDPI (ISSN 2227-9091)
  • Associate Editor of Computational Statistics, Physica Verlag (ISSN 1613-9658)
  • Referee: Journal of Banking and Finance, Quantitative 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, The European Journal of Finance, Applied Stochastic Models in Business and Industry, Economic Modelling, Annals of Actuarial Science

Grants and Awards / Preise

ProFiL. Professionalisierung für Frauen in Forschung und Lehre


Elsa-Neumann-Stipendium (NAFÖG Scholarship), Berlin Senate (Ph.D. grant)
2006  - 2010


CRC 649 - HU (Female Researchers Travelling grant)
2009  - 2010


Energy Markets Fellowship, Energy Forum (grant)
2008  - 2009


Fellowship, 3rd Lindau Nobel Laureate Meetings
2008  - 2009


Fellowship, London School of Economics (LSE)


Alßan scholarship. European Commission (Master grant)
2004  - 2006


1st Prize National MEXDER Award, Mexican Stock Exchange and Central Bank of Mexico. Implemented by the Mexican Government. (100,000 MXN)


ITAM Scholarship (for Bachelor studies)
1998 - 2002


Ladislaus von Bortkiewicz Chair of Statistics
JP Climate, Weather and Energy Analysis
School of  Business and Economics
Humboldt Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany