Details about Gabriel Power
Access statistics for papers by Gabriel Power.
Last updated 2021-10-31. Update your information in the RePEc Author Service.
Short-id: ppo59
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Working Papers
2018
- Forecasting International Index Returns using Option-implied Variables
Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques
2015
- Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers
2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association
2010
- 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
- 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
- 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
- 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
- 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
- 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 (3)
- Predicting the Corn Basis in the Texas Triangle Area
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association View citations (4)
See also Journal Article Predicting the Corn Basis in the Texas Triangle Area, Journal of Agribusiness, Agricultural Economics Association of Georgia (2009) View citations (4) (2009)
- The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint)
SCC-76 Meeting, 2009, March 19-21, Galveston, Texas, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources
- 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 View citations (1)
See also Journal Article The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance, Agricultural Finance Review, Emerald Group Publishing Limited (2009) (2009)
- 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 View citations (1)
- 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 View citations (2)
- 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 (5)
See also Journal Article Short- and Long-Run Determinants of Commodity Price Volatility, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2013) View citations (40) (2013)
2008
- 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
- 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 (3)
2007
- Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
2006
- Farmland price bubbles: wavelet-based evidence
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
- 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
2021
- Fair-weather Friends? Sector-specific volatility connectedness and transmission
International Review of Economics & Finance, 2021, 76, (C), 712-736 View citations (2)
2020
- Commodity financialization and sector ETFs: Evidence from crude oil futures
Research in International Business and Finance, 2020, 51, (C) View citations (7)
- International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence
The Energy Journal, 2020, Volume 41, (Number 6), 255-280 View citations (2)
- They're back! Post-financialization diversification benefits of commodities
International Review of Financial Analysis, 2020, 71, (C) View citations (4)
2019
- The effect of size offering and leverage on IPO underpricing
International Journal of Managerial and Financial Accounting, 2019, 11, (3/4), 222-237
2018
- Introduction to the special issue on the financialization of commodities
Journal of Commodity Markets, 2018, 10, (C), 1-2
- Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty
The Energy Journal, 2018, Volume 39, (Number 5) View citations (1)
2017
- Catching the curl: Wavelet thresholding improves forward curve modelling
Economic Modelling, 2017, 64, (C), 312-321 View citations (8)
- Factors Affecting Changes in Managerial Decisions
Agribusiness, 2017, 33, (3), 443-465 View citations (1)
- Is hedging the crack spread no longer all it's cracked up to be?
Energy Economics, 2017, 63, (C), 31-40 View citations (9)
2016
- Asset fixity and backward-bending investment demand functions
Research in International Business and Finance, 2016, 38, (C), 151-160 View citations (4)
- Do traders strategically time their pledges during real-world Walrasian auctions?
Journal of Banking & Finance, 2016, 71, (C), 109-118 View citations (1)
- International stock market cointegration under the risk-neutral measure
International Review of Financial Analysis, 2016, 47, (C), 243-255 View citations (7)
- Quantitative finance for agricultural commodities: discussion and extension
Agricultural Finance Review, 2016, 76, (1), 27-41
- Testing for changes in option-implied risk aversion
Review of Behavioral Finance, 2016, 8, (1), 58-79 View citations (1)
- Valuation of strategic options in public–private partnerships
Transportation Research Part A: Policy and Practice, 2016, 90, (C), 50-68 View citations (6)
2015
- Dynamics between crude oil and equity markets under the risk-neutral measure
Applied Economics Letters, 2015, 22, (5), 370-377
2013
- Commodity futures price volatility, convenience yield and economic fundamentals
Applied Economics Letters, 2013, 20, (11), 1089-1095 View citations (1)
- Market volatility and the dynamic hedging of multi-commodity price risk
Applied Economics, 2013, 45, (27), 3891-3903 View citations (6)
- Short- and Long-Run Determinants of Commodity Price Volatility
American Journal of Agricultural Economics, 2013, 95, (3), 724-738 View citations (40)
See also Working Paper 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 (2009) View citations (5) (2009)
- Was there a peso problem in cattle options?
Agricultural Finance Review, 2013, 73, (3), 526-538
2012
- Strategic options associated with cooperative members' equity
Agricultural Finance Review, 2012, 72, (1), 48-67
2011
- Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities
American Journal of Agricultural Economics, 2011, 93, (2), 434-440 View citations (4)
- Impact of copula choice on the modeling of crop yield basis risk
Agricultural Economics, 2011, 42, 101-112 View citations (6)
- Revealing the impact of index traders on commodity futures markets
Applied Economics Letters, 2011, 18, (7), 621-626 View citations (4)
- What explains long memory in futures price volatility?
Applied Economics, 2011, 43, (24), 3395-3404 View citations (1)
2010
- Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?
Journal of Futures Markets, 2010, 30, (3), 290-304 View citations (10)
- 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 (31)
- US rural land value bubbles
Applied Economics Letters, 2010, 17, (7), 649-656 View citations (8)
2009
- On the exit value of a forward contract
Journal of Futures Markets, 2009, 29, (2), 179-196
- Predicting the Corn Basis in the Texas Triangle Area
Journal of Agribusiness, 2009, 27, (01-2), 15 View citations (4)
See also Working Paper Predicting the Corn Basis in the Texas Triangle Area, 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia (2009) View citations (4) (2009)
- 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 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 (2009) View citations (1) (2009)
2008
- Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments
Journal of Agricultural and Applied Economics, 2008, 40, (2), 17 View citations (8)
Also in Journal of Agricultural and Applied Economics, 2008, 40, (2), 443-459 (2008) View citations (8)
- The Impact of North American BSE Events on Live Cattle Futures Prices
American Journal of Agricultural Economics, 2008, 90, (5), 1279-1286 View citations (11)
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