Prof. Dr. Brenda López Cabrera
JP Climate, Weather and Energy Analysis
[ Home | Teaching | Publications | Research Projects | CV | Talks | Links ]
Professional Positions / Positionen
Assistant Professor "Weather, Climate and Energy Analysis" (W1)
Ladislaus von Bortkiewicz Chair of Statistics, Humboldt-Universität zu Berlin
Ladislaus von Bortkiewicz Chair of Statistics, Humboldt-Universität zu Berlin
Spring 2011 -
Research fellow
Collaborative Research Center (SFB) 649: Economic risk (Project B1)
Collaborative Research Center (SFB) 649: Economic risk (Project B1)
2006 - 2011
Education / Bildung
Dr. rer. pol. Financial Statistics
Humboldt-Universität zu Berlin
Humboldt-Universität zu Berlin
2006 - 2010
Visiting research fellow
Princeton University, Department of Statistics, ORFE.
Princeton University, Department of Statistics, ORFE.
2009 - 2010
M.Sc. Statistics, M.Sc. Economics and Management Sciences
Humboldt-Universität zu Berlin
Humboldt-Universität zu Berlin
2006 - 2008
B.Sc. Actuarial Sciences
Instituto Tecnológico Autónomo de México (ITAM)
Instituto Tecnológico Autónomo de México (ITAM)
1998 - 2003
Affiliation / Mitgliedschaften
Member of SNI (Level I) - Mexican Academy of Sciences
2015
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
- 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
- Head project C11: ‘Weather Risk Management’, Collaborative Research Center SFB 649 Economic Risk, DFG. (together with Martin Odening) Funding 2013-2016.
- Member of the Steering Committee / Investigator: ‘High Dimensional Non Stationary Time Series’, International Research Training Group, DFG. Funding 2013-1016.
- Head project "Renewable Energy and Mathematical Economics for the Enviroment", Humboldt-Princeton Partnership. Funding 2014-2016.
- Co-investigator of the cooperation project: “Modelling Dependencies in Ultra-High Dimensions” (Teaching and Research Clusters – Statistics), CENTRAL- Network of the Humboldt-Universität zu Berlin, funded by the Deutsche Akademischer Austauschdienst, DAAD "Strategische Partnerschaften", 2015 - 2018. Together with Michal Pešta (Charles University Prague), Zdeněk Hlávka (Charles University Prague), Piotr Jaworski (University of Warsaw), Prof. Dr. Georg Pflug (Vienna University), Prof. Dr. Wolfgang Härdle (Humboldt-Universität zu Berlin).
- Head project "Cooperation and Collective Cognition Network (CoCCoN)", Humboldt-Princeton Partnership. Funding 2016-2017.
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, 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
2013
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)
2008
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)
2003
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