Access Statistics for Gabriel Power

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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 1 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 0 0 0 54
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 0 2 41
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 0 0 36
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis 0 0 0 237 0 2 6 923
Predicting the Corn Basis in the Texas Triangle Area 0 0 0 40 0 0 0 156
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 7 913
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 2 46 0 0 3 134
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 0 1 330
The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model 0 0 0 194 0 0 2 699
Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion 0 0 0 40 1 1 5 295
Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements 0 0 0 40 0 1 3 161
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 1 6 486
Total Working Papers 0 0 10 1,302 2 6 46 4,937

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 2 53
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 2 3 18 0 2 8 65
Commodity financialization and sector ETFs: Evidence from crude oil futures 0 0 0 6 1 2 6 36
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 0 4 21
Do traders strategically time their pledges during real-world Walrasian auctions? 0 0 0 5 1 2 2 56
Dynamics between crude oil and equity markets under the risk-neutral measure 0 0 0 10 0 0 1 45
Factors Affecting Changes in Managerial Decisions 0 0 0 5 1 1 3 33
Fair-weather Friends? Sector-specific volatility connectedness and transmission 0 0 0 0 0 0 1 9
Impact of copula choice on the modeling of crop yield basis risk 0 0 0 24 0 0 1 90
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 1 1 3 31
Is hedging the crack spread no longer all it's cracked up to be? 0 0 1 17 0 0 7 95
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence 0 0 0 17 0 0 1 78
Market volatility and the dynamic hedging of multi-commodity price risk 0 1 1 51 1 2 7 201
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 0 0 0 21 0 1 1 71
Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty 0 0 0 8 0 1 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 0 2 4 132
Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments 1 1 1 4 1 1 2 20
Short- and Long-Run Determinants of Commodity Price Volatility 0 1 4 106 1 3 13 325
Strategic options associated with cooperative members' equity 0 0 0 3 1 1 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 0 0 124
The effect of size offering and leverage on IPO underpricing 0 3 9 58 2 6 21 120
The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance 0 0 0 33 0 0 3 133
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 0 0 2 137
Valuation of strategic options in public–private partnerships 0 0 0 15 0 0 3 58
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 0 0 1 76
Total Journal Articles 1 8 20 765 11 26 112 2,648
1 registered items for which data could not be found
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Statistics updated 2025-07-04