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 1 6 7 211
Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage 0 0 1 16 0 4 7 100
Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management 0 0 0 9 0 3 7 61
Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms 0 0 0 10 0 3 5 92
Farmland price bubbles: wavelet-based evidence 0 0 0 16 0 2 3 44
Forecasting International Index Returns using Option-implied Variables 0 0 0 16 1 4 4 42
Is commodity price volatility persistent? Another look using improved, full-sample estimates 0 0 0 17 0 4 5 41
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis 0 0 1 238 1 12 18 939
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 40 0 4 5 161
Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers 0 0 0 7 0 5 7 87
Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing 0 0 0 43 0 6 7 156
The Confidence Limits of a Geometric Brownian Motion 0 0 1 224 1 6 8 920
The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint) 0 0 0 13 0 3 3 57
The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance 0 0 0 46 0 3 7 141
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 6 8 338
The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model 0 0 1 195 3 13 21 719
Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion 0 0 0 40 1 6 9 302
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements 0 0 0 40 0 6 7 167
What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors 0 0 0 159 0 8 11 496
Total Working Papers 0 0 4 1,304 9 104 149 5,074

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 5 8 59
Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities 0 0 0 39 0 23 24 112
Catching the curl: Wavelet thresholding improves forward curve modelling 0 0 2 18 3 7 12 75
Commodity financialization and sector ETFs: Evidence from crude oil futures 0 0 0 6 1 5 9 43
Commodity futures price volatility, convenience yield and economic fundamentals 0 0 0 8 0 3 4 35
Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? 0 0 0 6 1 2 7 27
Do traders strategically time their pledges during real-world Walrasian auctions? 0 0 0 5 2 9 11 65
Dynamics between crude oil and equity markets under the risk-neutral measure 0 0 0 10 0 1 2 47
Factors Affecting Changes in Managerial Decisions 0 0 0 5 1 4 10 42
Fair-weather Friends? Sector-specific volatility connectedness and transmission 0 0 1 1 1 3 8 17
Impact of copula choice on the modeling of crop yield basis risk 0 0 0 24 0 3 4 94
International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence 0 0 0 8 4 7 8 34
International stock market cointegration under the risk-neutral measure 0 0 0 11 1 5 5 57
Introduction to the special issue on the financialization of commodities 0 0 0 11 0 2 5 34
Is hedging the crack spread no longer all it's cracked up to be? 0 0 1 18 1 5 18 111
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence 0 0 0 17 1 3 3 81
Market volatility and the dynamic hedging of multi-commodity price risk 0 0 1 51 1 4 6 205
On the exit value of a forward contract 0 0 0 4 1 4 4 30
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 42 0 2 2 170
Quantitative finance for agricultural commodities: discussion and extension 0 0 1 22 1 2 7 77
Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty 0 0 0 8 0 0 3 33
Revealing the impact of index traders on commodity futures markets 0 0 0 38 0 4 6 121
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 1 1 48 0 5 12 142
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 4 0 3 7 26
Short- and Long-Run Determinants of Commodity Price Volatility 0 0 2 107 0 5 13 335
Strategic options associated with cooperative members' equity 0 0 0 3 2 3 9 27
Testing for changes in option-implied risk aversion 0 0 0 7 0 4 5 33
The Impact of North American BSE Events on Live Cattle Futures Prices 0 0 0 47 0 5 7 131
The effect of size offering and leverage on IPO underpricing 1 2 14 66 2 3 23 133
The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance 0 0 0 33 1 4 5 138
They're back! Post-financialization diversification benefits of commodities 0 0 0 1 0 1 1 18
US rural land value bubbles 0 1 1 56 0 2 6 143
Valuation of strategic options in public–private partnerships 0 0 0 15 1 6 7 65
Was there a peso problem in cattle options? 0 0 0 3 0 4 4 41
What explains long memory in futures price volatility? 0 0 0 21 0 9 12 88
Total Journal Articles 1 4 25 779 25 157 277 2,889
1 registered items for which data could not be found
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Statistics updated 2026-03-04