Search Results - "Cabrera, Brenda"

Volatility linkages between energy and agricultural commodity prices by López Cabrera, Brenda, Schulz, Franziska

“…We investigate price and volatility risk originating in linkages between energy and agricultural commodity prices in Germany and study their dynamics over…”
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Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach by Cabrera, Brenda López, Schulz, Franziska

“…Electricity load forecasts are an integral part of many decision-making processes in the electricity market. However, most literature on electricity load…”
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Designing an index for assessing wind energy potential by Ritter, Matthias, Shen, Zhiwei, López Cabrera, Brenda, Odening, Martin, Deckert, Lars

“…To meet the increasing global demand for renewable energy, such as wind energy, an increasing number of wind parks are being constructed worldwide. Finding a…”
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Pricing rainfall futures at the CME by López Cabrera, Brenda, Odening, Martin, Ritter, Matthias

“…•This is the first empirical analysis of prices for rainfall derivatives at the CME.•We propose a tractable model for pricing market traded rainfall…”
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Pricing wind power futures by Härdle, Wolfgang Karl, López Cabrera, Brenda, Melzer, Awdesch

“…With increasing wind power (WP) penetration an extensive amount of volatile and weather dependent energy is fed into the German electricity system. To manage…”
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Localizing Temperature Risk by Härdle, Wolfgang Karl, López Cabrera, Brenda, Okhrin, Ostap, Wang, Weining

“…On the temperature derivative market, modeling temperature volatility is an important issue for pricing and hedging. To apply the pricing tools of financial…”
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Regularization approach for network modeling of German power derivative market by Chen, Shi, Karl Härdle, Wolfgang, López Cabrera, Brenda

“…In this paper we propose a regularization approach for network modeling of German power derivative market. To deal with the large portfolio, we combine…”
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Within subject cross‐tissue analyzes of epigenetic clocks in substance use disorder postmortem brain and blood by Cabrera‐Mendoza, Brenda, Stertz, Laura, Najera, Katherine, Selvaraj, Sudhakar, Teixeira, Antonio L., Meyer, Thomas D., Fries, Gabriel R., Walss‐Bass, Consuelo

“…There is a possible accelerated biological aging in patients with substance use disorders (SUD). The evaluation of epigenetic clocks, which are accurate…”
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Calibrating CAT Bonds for Mexican Earthquakes by Härdle, Wolfgang Karl, Cabrera, Brenda López

“…This article examines the calibration of a real parametric catastrophe bond (CAT bond) for earthquakes sponsored by the Mexican government, which is of a high…”
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A consistent two-factor model for pricing temperature derivatives by Groll, Andreas, López-Cabrera, Brenda, Meyer-Brandis, Thilo

“…In the past decade, the Chicago Mercantile Exchange began to trade weather derivatives to hedge weather risk. The pricing of weather derivatives is challenging…”
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Genetically regulated multi-omics study for symptom clusters of posttraumatic stress disorder highlights pleiotropy with hematologic and cardio-metabolic traits by Pathak, Gita A., Singh, Kritika, Wendt, Frank R., Fleming, Tyne W., Overstreet, Cassie, Koller, Dora, Tylee, Daniel S., De Angelis, Flavio, Cabrera Mendoza, Brenda, Levey, Daniel F., Koenen, Karestan C., Krystal, John H., Pietrzak, Robert H., O’ Donell, Christopher, Gaziano, J. Michael, Falcone, Guido, Stein, Murray B., Gelernter, Joel, Pasaniuc, Bogdan, Mancuso, Nicholas, Davis, Lea K., Polimanti, Renato

“…Posttraumatic stress disorder (PTSD) is a psychiatric disorder that may arise in response to severe traumatic event and is diagnosed based on three main…”
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The Implied Market Price of Weather Risk by Härdle, Wolfgang Karl, Cabrera, Brenda López

“…Weather derivatives (WD) are end-products of a process known as securitization that transforms non-tradable risk factors (weather) into tradable financial…”
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Candidate pharmacological treatments for substance use disorder and suicide identified by gene co‐expression network‐based drug repositioning by Cabrera‐Mendoza, Brenda, Martínez‐Magaña, José Jaime, Monroy‐Jaramillo, Nancy, Genis‐Mendoza, Alma Delia, Fresno, Cristóbal, Fries, Gabriel Rodrigo, Walss‐Bass, Consuelo, López Armenta, Mauro, García‐Dolores, Fernando, Díaz‐Otañez, Carlos Enrique, Flores, Gonzalo, Vázquez‐Roque, Rubén Antonio, Nicolini, Humberto

“…Patients with substance use disorders (SUD) are at high risk to die by suicide. So far, the neurobiology of the suicide‐SUD association has not been…”
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Exploratory analysis of genetic variants influencing molecular traits in cerebral cortex of suicide completers by Rodríguez‐López, Mariana L., Martínez‐Magaña, José J., Cabrera‐Mendoza, Brenda, Genis‐Mendoza, Alma D., García‐Dolores, Fernando, López‐Armenta, Mauro, Flores, Gonzalo, Vázquez‐Roque, Rubén A., Nicolini, Humberto

“…Genetic factors have been implicated in suicidal behavior. It has been suggested that one of the roles of genetic factors in suicide could be represented by…”
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State price densities implied from weather derivatives by Karl Härdle, Wolfgang, López-Cabrera, Brenda, Teng, Huei-Wen

“…A State Price Density (SPD) is the density function of a risk neutral equivalent martingale measure for option pricing, and is indispensable for exotic option…”
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Denisovan and Neanderthal archaic introgression differentially impacted the genetics of complex traits in modern populations by Koller, Dora, Wendt, Frank R, Pathak, Gita A, De Lillo, Antonella, De Angelis, Flavio, Cabrera-Mendoza, Brenda, Tucci, Serena, Polimanti, Renato

“…Introgression from extinct Neanderthal and Denisovan human species has been shown to contribute to the genetic pool of modern human populations and their…”
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Cu-X-bpy (X = Cl, Br; bpy = 4,4‘-bipyridine) Coordination Polymers:  The Stoichiometric Control and Structural Relations of [Cu2X2(bpy)] and [CuBr(bpy)] by Lu, Jack Y, Cabrera, Brenda R, Wang, Ru-Ji, Li, Jing

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The integration of genetically-regulated transcriptomics and electronic health records highlights a pattern of medical outcomes related to increased hepatic transthyretin expression by Pathak, Gita A., De Lillo, Antonella, Wendt, Frank R., De Angelis, Flavio, Koller, Dora, Cabrera Mendoza, Brenda, Jacoby, Daniel, Miller, Edward J., Buxbaum, Joel N., Polimanti, Renato

“…Transthyretin (TTR) is the precursor of the fibrils that compromise organ function in hereditary and sporadic systemic amyloidoses (ATTR). RNA-interference and…”
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Sex differences in the polygenic architecture of hearing problems in adults by De Angelis, Flavio, Zeleznik, Oana A, Wendt, Frank R, Pathak, Gita A, Tylee, Daniel S, De Lillo, Antonella, Koller, Dora, Cabrera-Mendoza, Brenda, Clifford, Royce E, Maihofer, Adam X, Nievergelt, Caroline M, Curhan, Gary C, Curhan, Sharon G, Polimanti, Renato

“…Hearing problems (HP) in adults are common and are associated with several comorbid conditions. Its prevalence increases with age, reflecting the cumulative…”
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First Report of Seropositivity to Trypanosoma cruzi in Mexican Afro-Descendants from Guerrero and Oaxaca States by Espinoza, Bertha, Rangel-Flores, Hilda, Saucedo-Arteaga, Gabriel, Martínez, Ignacio, Aguilar-Salinas, Carlos A., Cabrera-Mendoza, Brenda, Ponce-Patiño, David, Mendoza-Duarter, Javier, Martínez-Rangel, Carlos Eduardo

“…Mexican Afro-descendant is a population poorly studied in many aspects, between them the infectious diseases that they suffer. This population is mainly found…”
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