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 2 2 3 207
Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage 0 0 1 16 2 3 5 98
Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management 0 0 0 9 2 5 6 60
Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms 0 0 0 10 0 2 2 89
Farmland price bubbles: wavelet-based evidence 0 0 1 16 1 1 4 43
Forecasting International Index Returns using Option-implied Variables 0 0 0 16 2 2 4 40
Is commodity price volatility persistent? Another look using improved, full-sample estimates 0 0 0 17 1 1 2 38
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis 0 1 1 238 5 9 13 932
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 40 1 1 2 158
Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers 0 0 0 7 1 3 5 83
Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing 0 0 0 43 1 1 3 151
The Confidence Limits of a Geometric Brownian Motion 0 0 3 224 1 2 5 915
The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint) 0 0 0 13 1 1 2 55
The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance 0 0 1 46 2 5 7 140
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 1 2 332
The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model 0 1 1 195 3 10 11 709
Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion 0 0 0 40 0 1 3 296
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements 0 0 0 40 2 2 4 163
What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors 0 0 3 159 1 3 8 489
Total Working Papers 0 2 11 1,304 28 55 91 4,998

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 2 3 5 56
Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities 0 0 0 39 13 14 14 102
Catching the curl: Wavelet thresholding improves forward curve modelling 0 0 3 18 0 1 7 68
Commodity financialization and sector ETFs: Evidence from crude oil futures 0 0 0 6 1 2 5 39
Commodity futures price volatility, convenience yield and economic fundamentals 0 0 0 8 1 2 2 33
Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? 0 0 0 6 0 1 7 25
Do traders strategically time their pledges during real-world Walrasian auctions? 0 0 0 5 1 1 3 57
Dynamics between crude oil and equity markets under the risk-neutral measure 0 0 0 10 1 2 2 47
Factors Affecting Changes in Managerial Decisions 0 0 0 5 2 6 8 40
Fair-weather Friends? Sector-specific volatility connectedness and transmission 0 0 1 1 1 2 6 15
Impact of copula choice on the modeling of crop yield basis risk 0 0 0 24 2 2 3 93
International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence 0 0 0 8 1 2 2 28
International stock market cointegration under the risk-neutral measure 0 0 0 11 1 1 2 53
Introduction to the special issue on the financialization of commodities 0 0 0 11 0 0 3 32
Is hedging the crack spread no longer all it's cracked up to be? 0 1 1 18 2 11 15 108
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence 0 0 0 17 0 0 0 78
Market volatility and the dynamic hedging of multi-commodity price risk 0 0 1 51 2 2 6 203
On the exit value of a forward contract 0 0 0 4 1 1 2 27
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 42 0 0 1 168
Quantitative finance for agricultural commodities: discussion and extension 0 1 1 22 1 3 6 76
Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty 0 0 0 8 0 1 3 33
Revealing the impact of index traders on commodity futures markets 0 0 0 38 1 3 4 118
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 1 1 1 48 2 5 10 139
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 4 2 5 7 25
Short- and Long-Run Determinants of Commodity Price Volatility 0 1 4 107 4 7 16 334
Strategic options associated with cooperative members' equity 0 0 0 3 0 5 6 24
Testing for changes in option-implied risk aversion 0 0 0 7 1 2 2 30
The Impact of North American BSE Events on Live Cattle Futures Prices 0 0 0 47 2 3 4 128
The effect of size offering and leverage on IPO underpricing 0 0 12 64 0 1 20 130
The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance 0 0 0 33 0 1 1 134
They're back! Post-financialization diversification benefits of commodities 0 0 0 1 0 0 0 17
US rural land value bubbles 0 0 0 55 0 4 6 141
Valuation of strategic options in public–private partnerships 0 0 0 15 0 1 2 59
Was there a peso problem in cattle options? 0 0 0 3 0 0 0 37
What explains long memory in futures price volatility? 0 0 0 21 3 4 6 82
Total Journal Articles 1 4 25 776 47 98 186 2,779
1 registered items for which data could not be found
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Statistics updated 2026-01-09