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 5 8 212
Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage 0 0 0 16 0 2 5 100
Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management 0 0 0 9 0 1 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 1 3 44
Forecasting International Index Returns using Option-implied Variables 0 0 0 16 0 2 4 42
Is commodity price volatility persistent? Another look using improved, full-sample estimates 0 0 0 17 0 3 5 41
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis 0 0 1 238 3 10 21 942
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 40 0 3 5 161
Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers 0 0 0 7 0 4 7 87
Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing 0 0 0 43 0 5 6 156
The Confidence Limits of a Geometric Brownian Motion 0 0 0 224 2 7 9 922
The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint) 0 0 0 13 0 2 3 57
The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance 0 0 0 46 0 1 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 0 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 0 10 20 719
Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion 0 0 0 40 0 6 8 302
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements 0 0 0 40 0 4 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 1 8 12 497
Total Working Papers 0 0 2 1,304 7 83 150 5,081

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 3 7 59
Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities 0 0 0 39 0 10 24 112
Catching the curl: Wavelet thresholding improves forward curve modelling 0 0 2 18 1 8 13 76
Commodity financialization and sector ETFs: Evidence from crude oil futures 0 0 0 6 1 5 10 44
Commodity futures price volatility, convenience yield and economic fundamentals 0 0 0 8 0 2 4 35
Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? 0 0 0 6 1 3 7 28
Do traders strategically time their pledges during real-world Walrasian auctions? 0 0 0 5 0 8 11 65
Dynamics between crude oil and equity markets under the risk-neutral measure 0 0 0 10 0 0 2 47
Factors Affecting Changes in Managerial Decisions 0 0 0 5 2 4 12 44
Fair-weather Friends? Sector-specific volatility connectedness and transmission 0 0 1 1 0 2 8 17
Impact of copula choice on the modeling of crop yield basis risk 0 0 0 24 1 2 5 95
International stock market cointegration under the risk-neutral measure 0 0 0 11 1 5 6 58
Introduction to the special issue on the financialization of commodities 0 0 0 11 1 3 5 35
Is hedging the crack spread no longer all it's cracked up to be? 0 0 1 18 7 10 23 118
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence 0 0 0 17 0 3 3 81
Market volatility and the dynamic hedging of multi-commodity price risk 0 0 1 51 1 3 7 206
On the exit value of a forward contract 0 0 0 4 1 4 5 31
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 0 1 7 77
Revealing the impact of index traders on commodity futures markets 0 0 0 38 1 4 7 122
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 4 0 1 7 26
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 0 0 1 48 1 4 13 143
Short- and Long-Run Determinants of Commodity Price Volatility 0 0 2 107 2 3 15 337
Strategic options associated with cooperative members' equity 0 0 0 3 0 3 9 27
Testing for changes in option-implied risk aversion 0 0 0 7 0 3 5 33
The Impact of North American BSE Events on Live Cattle Futures Prices 0 0 0 47 0 3 7 131
The effect of size offering and leverage on IPO underpricing 1 3 12 67 2 5 21 135
The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance 0 0 0 33 1 5 6 139
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 0 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 1 7 13 89
Total Journal Articles 1 4 23 764 25 129 282 2,847
3 registered items for which data could not be found
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Statistics updated 2026-04-09