Access Statistics for Gabriel Power

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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 0 1 204
Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage 0 0 0 15 0 0 0 93
Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management 0 0 0 9 0 0 0 54
Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms 0 0 0 10 0 0 1 87
Farmland price bubbles: wavelet-based evidence 1 1 1 16 2 2 2 41
Forecasting International Index Returns using Option-implied Variables 0 0 0 16 1 2 3 38
Is commodity price volatility persistent? Another look using improved, full-sample estimates 0 0 0 17 0 0 0 36
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis 0 0 0 237 2 2 4 921
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 40 0 0 0 156
Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers 0 0 0 7 1 2 3 80
Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing 0 0 0 43 0 1 2 149
The Confidence Limits of a Geometric Brownian Motion 1 2 2 223 1 2 7 912
The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint) 0 0 0 13 1 1 1 54
The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance 0 1 2 46 0 1 3 134
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 0 0 2 330
The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model 0 0 0 194 0 0 1 698
Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion 0 0 0 40 0 0 6 293
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements 0 0 0 40 1 1 2 160
What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors 3 3 3 159 4 4 5 485
Total Working Papers 5 7 8 1,300 13 18 43 4,925

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 0 1 51
Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities 0 0 0 39 0 1 2 88
Catching the curl: Wavelet thresholding improves forward curve modelling 1 1 5 16 2 2 13 63
Commodity financialization and sector ETFs: Evidence from crude oil futures 0 0 1 6 0 0 7 34
Commodity futures price volatility, convenience yield and economic fundamentals 0 0 0 8 0 0 1 31
Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? 0 0 0 6 2 2 3 20
Do traders strategically time their pledges during real-world Walrasian auctions? 0 0 0 5 0 0 0 54
Dynamics between crude oil and equity markets under the risk-neutral measure 0 0 0 10 0 0 1 45
Factors Affecting Changes in Managerial Decisions 0 0 0 5 0 0 5 32
Fair-weather Friends? Sector-specific volatility connectedness and transmission 0 0 0 0 0 1 1 9
Impact of copula choice on the modeling of crop yield basis risk 0 0 0 24 0 0 2 90
International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence 0 0 0 8 0 0 0 26
International stock market cointegration under the risk-neutral measure 0 0 0 11 0 2 2 52
Introduction to the special issue on the financialization of commodities 0 0 0 11 0 0 1 29
Is hedging the crack spread no longer all it's cracked up to be? 0 0 1 17 0 0 6 93
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence 0 0 0 17 0 0 1 78
Market volatility and the dynamic hedging of multi-commodity price risk 0 0 1 50 1 3 6 199
On the exit value of a forward contract 0 0 0 4 1 1 3 26
Predicting the Corn Basis in the Texas Triangle Area 0 0 1 42 0 2 3 168
Quantitative finance for agricultural commodities: discussion and extension 0 0 1 21 0 0 2 70
Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty 0 0 0 8 0 0 1 30
Revealing the impact of index traders on commodity futures markets 0 0 0 38 1 1 1 115
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 0 47 0 1 2 130
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 0 3 1 1 1 19
Short- and Long-Run Determinants of Commodity Price Volatility 2 3 5 105 4 6 14 322
Strategic options associated with cooperative members' equity 0 0 0 3 0 0 2 18
Testing for changes in option-implied risk aversion 0 0 0 7 0 0 2 28
The Impact of North American BSE Events on Live Cattle Futures Prices 0 0 0 47 0 0 0 124
The effect of size offering and leverage on IPO underpricing 0 0 7 52 0 1 17 110
The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance 0 0 0 33 0 0 3 133
They're back! Post-financialization diversification benefits of commodities 0 0 0 1 0 1 2 17
US rural land value bubbles 0 0 0 55 1 2 4 137
Valuation of strategic options in public–private partnerships 0 0 1 15 0 1 5 58
Was there a peso problem in cattle options? 0 0 0 3 0 0 1 37
What explains long memory in futures price volatility? 0 0 0 21 0 0 3 76
Total Journal Articles 3 4 23 754 13 28 118 2,612
1 registered items for which data could not be found
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Statistics updated 2025-03-03