Access Statistics for Gabriel Power

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Spatial Equilibrium Model of the Impact of Bio-Fuels Energy Policy on Grain Transportation Flows 0 0 0 60 0 3 10 214
Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage 0 0 0 16 1 6 11 106
Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management 0 0 0 9 0 2 9 63
Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms 0 0 0 10 0 3 8 95
Farmland price bubbles: wavelet-based evidence 0 0 0 16 0 1 4 45
Forecasting International Index Returns using Option-implied Variables 0 0 0 16 0 2 6 44
Is commodity price volatility persistent? Another look using improved, full-sample estimates 0 0 0 17 0 2 7 43
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis 0 0 1 238 3 11 27 950
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 40 0 2 7 163
Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers 0 0 0 7 1 1 8 88
Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing 0 0 0 43 0 1 7 157
The Confidence Limits of a Geometric Brownian Motion 0 0 0 224 1 7 14 927
The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint) 0 0 0 13 0 1 4 58
The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance 0 0 0 46 1 3 10 144
The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem 0 0 0 115 1 3 11 341
The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model 0 0 1 195 1 3 23 722
Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion 0 0 0 40 0 0 8 302
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements 0 0 0 40 0 0 6 167
What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors 0 0 0 159 1 3 13 499
Total Working Papers 0 0 2 1,304 10 54 193 5,128

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset fixity and backward-bending investment demand functions 0 0 0 16 0 1 8 60
Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities 0 0 0 39 0 1 25 113
Catching the curl: Wavelet thresholding improves forward curve modelling 0 1 1 19 1 6 16 81
Commodity financialization and sector ETFs: Evidence from crude oil futures 0 1 1 7 1 7 15 50
Commodity futures price volatility, convenience yield and economic fundamentals 0 0 0 8 1 3 7 38
Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? 0 0 0 6 0 5 11 32
Do traders strategically time their pledges during real-world Walrasian auctions? 0 0 0 5 0 4 14 69
Dynamics between crude oil and equity markets under the risk-neutral measure 0 0 0 10 0 1 3 48
Factors Affecting Changes in Managerial Decisions 0 0 0 5 0 2 12 44
Fair-weather Friends? Sector-specific volatility connectedness and transmission 0 0 1 1 1 3 11 20
Impact of copula choice on the modeling of crop yield basis risk 0 0 0 24 0 1 5 95
International stock market cointegration under the risk-neutral measure 0 0 0 11 1 4 9 61
Introduction to the special issue on the financialization of commodities 0 0 0 11 0 3 7 37
Is hedging the crack spread no longer all it's cracked up to be? 0 0 1 18 1 20 36 131
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence 0 0 0 17 0 1 4 82
Market volatility and the dynamic hedging of multi-commodity price risk 0 0 0 51 2 7 12 212
On the exit value of a forward contract 0 0 0 4 0 3 7 33
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 42 2 4 6 174
Quantitative finance for agricultural commodities: discussion and extension 0 0 1 22 0 1 7 78
Revealing the impact of index traders on commodity futures markets 0 0 0 38 0 3 9 124
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 48 0 2 12 144
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 4 0 3 10 29
Short- and Long-Run Determinants of Commodity Price Volatility 1 1 2 108 2 6 17 341
Strategic options associated with cooperative members' equity 0 0 0 3 2 2 11 29
Testing for changes in option-implied risk aversion 0 0 0 7 0 1 6 34
The Impact of North American BSE Events on Live Cattle Futures Prices 0 0 0 47 1 2 9 133
The effect of size offering and leverage on IPO underpricing 1 2 10 68 1 8 23 141
The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance 0 0 0 33 0 2 7 140
They're back! Post-financialization diversification benefits of commodities 0 0 0 1 0 1 2 19
US rural land value bubbles 0 0 1 56 0 1 7 144
Valuation of strategic options in public–private partnerships 0 0 0 15 0 5 12 70
Was there a peso problem in cattle options? 0 0 0 3 0 0 4 41
What explains long memory in futures price volatility? 0 0 0 21 1 3 15 91
Total Journal Articles 2 5 20 768 17 116 359 2,938
3 registered items for which data could not be found
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Statistics updated 2026-06-04