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 58 0 0 3 193
Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage 0 0 0 13 0 1 4 74
Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management 0 0 0 8 0 1 3 41
Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms 0 0 0 10 0 0 2 74
Farmland price bubbles: wavelet-based evidence 0 0 0 13 0 0 0 36
Is commodity price volatility persistent? Another look using improved, full-sample estimates 0 0 1 17 0 0 1 33
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis 0 0 1 230 1 2 8 878
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 40 0 0 0 146
Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers 0 0 0 6 5 8 19 45
Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing 0 0 1 43 0 0 3 140
The Confidence Limits of a Geometric Brownian Motion 0 3 7 197 2 11 42 781
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 48
The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance 1 1 1 43 1 1 1 127
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 1 112 1 1 4 315
The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model 0 0 1 190 0 2 4 675
Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion 0 0 2 31 0 2 15 202
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements 0 0 0 39 1 1 2 150
What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors 0 0 9 149 2 3 31 451
Total Working Papers 1 4 24 1,212 13 33 143 4,409


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 1 1 14 0 1 2 37
Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities 0 0 0 35 0 0 1 74
Commodity futures price volatility, convenience yield and economic fundamentals 0 0 0 8 0 0 1 20
Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? 0 0 0 2 0 0 0 7
Do traders strategically time their pledges during real-world Walrasian auctions? 0 0 0 3 1 3 7 31
Dynamics between crude oil and equity markets under the risk-neutral measure 0 0 0 10 0 0 3 37
Impact of copula choice on the modeling of crop yield basis risk 0 0 0 20 0 0 0 72
International stock market cointegration under the risk-neutral measure 0 1 3 8 0 2 7 25
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence 0 0 0 14 6 8 9 65
Market volatility and the dynamic hedging of multi-commodity price risk 0 0 0 46 0 0 0 177
Measuring infrastructure investment option value 0 0 4 20 0 0 8 60
On the exit value of a forward contract 0 0 0 1 0 0 2 13
Predicting the Corn Basis in the Texas Triangle Area 0 0 2 40 0 2 6 145
Quantitative finance for agricultural commodities: discussion and extension 0 0 1 11 2 3 10 35
Revealing the impact of index traders on commodity futures markets 0 0 0 38 0 1 1 99
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 45 1 1 5 109
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 3 1 2 3 9
Short- and Long-Run Determinants of Commodity Price Volatility 1 1 4 78 2 3 15 236
Strategic options associated with cooperative members' equity 0 1 1 1 0 1 3 4
Testing for changes in option-implied risk aversion 0 0 1 4 0 0 1 10
The Impact of North American BSE Events on Live Cattle Futures Prices 0 0 0 46 0 0 2 115
The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance 0 0 1 32 0 0 3 123
US rural land value bubbles 0 0 1 52 0 0 1 122
Valuation of strategic options in public–private partnerships 0 0 1 11 0 1 7 41
Was there a peso problem in cattle options?: Evidence from the 2003 bovine spongiform encephalopathy announcement 0 0 0 3 0 0 2 30
What explains long memory in futures price volatility? 0 0 0 21 3 4 6 60
Total Journal Articles 1 4 22 566 16 32 105 1,756


Statistics updated 2019-10-05