Details about Gabriel Power

Access statistics for papers by Gabriel Power.

Last updated 2013-01-30. Update your information in the RePEc Author Service.

Short-id: ppo59

Working Papers

2010

1. Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management
   2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
2. Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms
   2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
3. Is commodity price volatility persistent? Another look using improved, full-sample estimates
   2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association
4. Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion
   2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association

2009

5. A Spatial Equilibrium Model of the Impact of Bio-Fuels Energy Policy on Grain Transportation Flows
   2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association
6. Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage
   2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)
7. Predicting the Corn Basis in the Texas Triangle Area
   2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association
   See also Journal Article in Journal of Agribusiness (2009)
8. The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint)
   SCC-76 Meeting, March 19-21, 2009, Galveston, Texas, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources
9. The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance
   2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association
   See also Journal Article in Agricultural Finance Review (2009)
10. The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association
11. Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association
12. What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association View citations (2)

2008

13. On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis
    2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
14. The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model
    2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management View citations (1)

2007

15. Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing
    2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

2006

16. Farmland price bubbles: wavelet-based evidence
    Proceedings: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006; Washington, DC, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition
17. The Confidence Limits of a Geometric Brownian Motion
    2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Journal Articles

2012

1. Strategic options associated with cooperative members' equity
   Agricultural Finance Review, 2012, 72, (1), 48-67

2011

2. Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities
   American Journal of Agricultural Economics, 2011, 93, (2), 434-440 View citations (1)
3. Impact of copula choice on the modeling of crop yield basis risk
   Agricultural Economics, 2011, 42, 101-112
4. Revealing the impact of index traders on commodity futures markets
   Applied Economics Letters, 2011, 18, (7), 621-626
5. What explains long memory in futures price volatility?
   Applied Economics, 2011, 43, (24), 3395-3404

2010

6. Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence
   Physica A: Statistical Mechanics and its Applications, 2010, 389, (1), 79-90 View citations (1)
7. US rural land value bubbles
   Applied Economics Letters, 2010, 17, (7), 649-656 View citations (1)

2009

8. Predicting the Corn Basis in the Texas Triangle Area
   Journal of Agribusiness, 2009, 27
   See also Working Paper (2009)
9. The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance
   Agricultural Finance Review, 2009, 69, (3), 330-345
   See also Working Paper (2009)

2008

10. Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments
    Journal of Agricultural and Applied Economics, 2008, 40, (02) View citations (2)
11. The Impact of North American BSE Events on Live Cattle Futures Prices
    American Journal of Agricultural Economics, 2008, 90, (5), 1279-1286 View citations (3)