Humboldt-Universität zu Berlin - Statistics

Prof. Dr. Brenda López Cabrera

Climate, Weather and Energy Analysis


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



Find more about me:

ORCID 0000-0003-0415-2119

Web of Science ResearcherID: G-7599-2012

Google Scholar



Books / Bücher

Borak, S., Härdle, K. H, López Cabrera, B. (2013). Statistics of Financial  Markets: Exercises and Solutions. Springer Verlag, Heidelberg, 235 pages. Second edition. DOI 10.1007/978-3-642-33929-5. ISBN (Online) 978-3-642-33929-5, ISBN (Print) 978-3-642-33938-8.
978 3 642 33928 8 (2)


Refereed Journals / Wissenschaftliche Zeitschriften


Chapter in Books / Buchkapitel

  • Härdle, W. K., López Cabrera, B. and Ritter, M. (2014). Forecast based Pricing of Weather Derivatives. Handbook on The Macroeconomics of Global Warming. Semmler, W. and Bernard, L. (eds). Oxford University Press. DOI:10.1093/oxfordhb/9780199856978.013.018ISBN: 9780199856978.


Benth, F., Härdle, W.K. and López Cabrera, B. (2011). Pricing Asian temperature risk. Statistics Tools of Finance and Insurance. Civek, P., Härdle, W.K., Weron, R.  (eds). 2nd. Edition. Springer Berlin Heidelberg, 163-199, DOI:  10.1007/978-3-642-18062-0_5ISBN (Print): 978-3-642-18061-3, ISBN (Online): 978-3-642-18062-0


Current Submissions & Working papers / Projektberichte

  • Hu, J., López Cabrera, Melzer, A. (2021). Advanced Statistical Learning on Short Term Load Forecasting. 10.2021
  • Melzer, A., Härdle, W.K., López Cabrera, B. (2019). Joint Tensor Expectile Regresion for Electricity Day-Ahead price curves. Submitted.
  • Melzer, A., Härdle, W.K., López Cabrera, B. (2019). An expectile factor model for day-ahead wind power forecasting. Humboldt-Universität zu Berlin. Submitted
  • Melzer, A., Härdle, W.K., López Cabrera, B. (2017). Pricing Green Financial Products. SFB 649 Discussion Paper 2017-20, Humboldt-Universität zu Berlin.
  • Benschop, T. and López Cabrera, B. (2017). Realized volatility of CO2 futures. SFB 649 Discussion Paper 2017-25, Humboldt-Universität zu Berlin.
  • López Cabrera, B. and Schulz, F. (2016). Time-Adaptive Probabilistic Forecast of Electricity Spot Prices with Application to Risk Management. SFB 649 Discussion Paper 2016-35, Humboldt-Universität zu Berlin. Submitted.
  • Benshop, T. and López Cabrera, B. (2014). Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH models. SFB 649 Discussion Paper 2014-50, Humboldt-Universität zu Berlin. Submitted. 
  • Anastasiadou, Z. and López Cabrera, B. (2011). Statistical Modelling of temperature risk. SFB 649 Discussion Paper 2012-29, Humboldt-Universität zu Berlin. Submitted. 


Climate, Weather and Energy Analysis
Chair of Statistics 
School of Economics and Business Administration 
Humboldt Universität zu Berlin
Spandauer Str.1 
10178 Berlin, Germany