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 0 1 205
Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage 0 0 1 16 0 0 2 95
Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management 0 0 0 9 3 4 4 58
Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms 0 0 0 10 0 0 0 87
Farmland price bubbles: wavelet-based evidence 0 0 1 16 0 1 3 42
Forecasting International Index Returns using Option-implied Variables 0 0 0 16 0 0 2 38
Is commodity price volatility persistent? Another look using improved, full-sample estimates 0 0 0 17 0 1 1 37
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis 1 1 1 238 2 2 7 925
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 40 0 1 1 157
Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers 0 0 0 7 0 0 3 80
Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing 0 0 0 43 0 0 2 150
The Confidence Limits of a Geometric Brownian Motion 0 0 3 224 0 0 3 913
The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint) 0 0 0 13 0 0 1 54
The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance 0 0 1 46 2 2 4 137
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 1 2 332
The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model 1 1 1 195 4 4 5 703
Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion 0 0 0 40 1 1 3 296
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements 0 0 0 40 0 0 2 161
What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors 0 0 3 159 0 0 5 486
Total Working Papers 2 2 11 1,304 13 17 51 4,956

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 1 1 3 54
Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities 0 0 0 39 0 0 1 88
Catching the curl: Wavelet thresholding improves forward curve modelling 0 0 3 18 0 0 7 67
Commodity financialization and sector ETFs: Evidence from crude oil futures 0 0 0 6 0 1 4 37
Commodity futures price volatility, convenience yield and economic fundamentals 0 0 0 8 0 0 0 31
Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? 0 0 0 6 0 3 7 24
Do traders strategically time their pledges during real-world Walrasian auctions? 0 0 0 5 0 0 2 56
Dynamics between crude oil and equity markets under the risk-neutral measure 0 0 0 10 0 0 0 45
Factors Affecting Changes in Managerial Decisions 0 0 0 5 1 1 4 35
Fair-weather Friends? Sector-specific volatility connectedness and transmission 0 1 1 1 0 3 5 13
Impact of copula choice on the modeling of crop yield basis risk 0 0 0 24 0 0 2 91
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 0 2 52
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 0 0 17 2 3 7 99
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 0 0 5 201
On the exit value of a forward contract 0 0 0 4 0 0 3 26
Predicting the Corn Basis in the Texas Triangle Area 0 0 1 42 0 0 3 168
Quantitative finance for agricultural commodities: discussion and extension 1 1 1 22 1 3 4 74
Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty 0 0 0 8 0 0 2 32
Revealing the impact of index traders on commodity futures markets 0 0 0 38 0 0 1 115
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 0 47 1 2 6 135
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 4 1 1 3 21
Short- and Long-Run Determinants of Commodity Price Volatility 0 0 4 106 0 0 11 327
Strategic options associated with cooperative members' equity 0 0 0 3 0 0 2 19
Testing for changes in option-implied risk aversion 0 0 0 7 0 0 0 28
The Impact of North American BSE Events on Live Cattle Futures Prices 0 0 0 47 0 1 1 125
The effect of size offering and leverage on IPO underpricing 0 4 13 64 0 5 21 129
The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance 0 0 0 33 1 1 1 134
They're back! Post-financialization diversification benefits of commodities 0 0 0 1 0 0 1 17
US rural land value bubbles 0 0 0 55 1 1 3 138
Valuation of strategic options in public–private partnerships 0 0 0 15 1 1 3 59
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 1 1 3 79
Total Journal Articles 1 6 25 773 11 28 121 2,692
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08