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

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 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 2019-10-05