EconPapers    
Economics at your fingertips  
 

Details about Gabriel Power

Workplace:Département finance, assurance et immobilier (Department of Finance, Insurance and Real Estate), Faculté des sciences de l'administration (Faculty of Management), Université Laval (Laval University), (more information at EDIRC)

Access statistics for papers by Gabriel Power.

Last updated 2017-04-14. Update your information in the RePEc Author Service.

Short-id: ppo59


Jump to Journal Articles

Working Papers

2015

  1. 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 Downloads

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 Downloads
  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 Downloads
  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 Downloads
  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 Downloads

2009

  1. 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 Downloads
  2. 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 Downloads View citations (3)
  3. Predicting the Corn Basis in the Texas Triangle Area
    2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association Downloads View citations (1)
    See also Journal Article in Journal of Agribusiness (2009)
  4. 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
  5. 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 Downloads
    See also Journal Article in Agricultural Finance Review (2009)
  6. 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 Downloads View citations (1)
  7. 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 Downloads View citations (1)
  8. 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 Downloads View citations (4)

2008

  1. 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 Downloads
  2. 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 Downloads View citations (2)

2007

  1. 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) Downloads

2006

  1. 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 Downloads
  2. 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) Downloads

Journal Articles

2016

  1. Asset fixity and backward-bending investment demand functions
    Research in International Business and Finance, 2016, 38, (C), 151-160 Downloads View citations (1)
  2. Do traders strategically time their pledges during real-world Walrasian auctions?
    Journal of Banking & Finance, 2016, 71, (C), 109-118 Downloads
  3. International stock market cointegration under the risk-neutral measure
    International Review of Financial Analysis, 2016, 47, (C), 243-255 Downloads View citations (2)
  4. Quantitative finance for agricultural commodities: discussion and extension
    Agricultural Finance Review, 2016, 76, (1), 27-41 Downloads
  5. Testing for changes in option-implied risk aversion
    Review of Behavioral Finance, 2016, 8, (1), 58-79 Downloads
  6. Valuation of strategic options in public–private partnerships
    Transportation Research Part A: Policy and Practice, 2016, 90, (C), 50-68 Downloads View citations (2)

2015

  1. Dynamics between crude oil and equity markets under the risk-neutral measure
    Applied Economics Letters, 2015, 22, (5), 370-377 Downloads
  2. Measuring infrastructure investment option value
    Journal of Risk Finance, 2015, 16, (1), 49-72 Downloads View citations (1)

2013

  1. Commodity futures price volatility, convenience yield and economic fundamentals
    Applied Economics Letters, 2013, 20, (11), 1089-1095 Downloads View citations (1)
  2. Market volatility and the dynamic hedging of multi-commodity price risk
    Applied Economics, 2013, 45, (27), 3891-3903 Downloads View citations (2)
  3. Short- and Long-Run Determinants of Commodity Price Volatility
    American Journal of Agricultural Economics, 2013, 95, (3), 724-738 Downloads View citations (29)
  4. Was there a peso problem in cattle options?: Evidence from the 2003 bovine spongiform encephalopathy announcement
    Agricultural Finance Review, 2013, 73, (3), 526-538 Downloads

2012

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

2011

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

2010

  1. Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?
    Journal of Futures Markets, 2010, 30, (3), 290-304 Downloads View citations (3)
  2. 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 Downloads View citations (23)
  3. US rural land value bubbles
    Applied Economics Letters, 2010, 17, (7), 649-656 Downloads View citations (4)

2009

  1. On the exit value of a forward contract
    Journal of Futures Markets, 2009, 29, (2), 179-196 Downloads
  2. Predicting the Corn Basis in the Texas Triangle Area
    Journal of Agribusiness, 2009, 27, (1-2), 15 Downloads View citations (1)
    See also Working Paper (2009)
  3. The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance
    Agricultural Finance Review, 2009, 69, (3), 330-345 Downloads
    See also Working Paper (2009)

2008

  1. Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments
    Journal of Agricultural and Applied Economics, 2008, 40, (2), 443-459 Downloads View citations (3)
    Also in Journal of Agricultural and Applied Economics, 2008, 40, (2), 17 (2008) Downloads View citations (5)
  2. The Impact of North American BSE Events on Live Cattle Futures Prices
    American Journal of Agricultural Economics, 2008, 90, (5), 1279-1286 Downloads View citations (9)
 
Page updated 2020-06-02