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Gabriel J. Power

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This is information that was supplied by Gabriel Power in registering through RePEc. If you are Gabriel J. Power , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gabriel
Middle Name: J.
Last Name: Power
Suffix:

RePEc Short-ID: ppo59

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

Département finance, assurance et immobilier
Faculté des sciences de l'administration
Université Laval
Location: Québec, Canada
Homepage: http://www5.fsa.ulaval.ca/sgc/faculte/departementsecole/financeassurance/cache/bypass
Email:
Phone: (418) 656-2180
Fax: (418)656-2624
Postal: Pavillon Palasis-Prince, Qebec G1K 7P4
Handle: RePEc:edi:dflavca (more details at EDIRC)

Works

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Working papers

  1. Vedenov, Dmitry V. & Power, Gabriel J., 2010. "Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 62006, Agricultural and Applied Economics Association.
  2. Karali, Berna & Power, Gabriel J., 2010. "Is commodity price volatility persistent? Another look using improved, full-sample estimates," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61826, Agricultural and Applied Economics Association.
  3. Wongsasutthikul, Paitoon & Turvey, Calum G. & Power, Gabriel J., 2010. "Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 60984, Agricultural and Applied Economics Association.
  4. Kropp, Jaclyn D. & Power, Gabriel J., 2010. "Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61293, Agricultural and Applied Economics Association.
  5. Karali, Berna & Power, Gabriel J., 2009. "What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49576, Agricultural and Applied Economics Association.
  6. Power, Gabriel J. & Vedenov, Dmitry V., 2009. "The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49538, Agricultural and Applied Economics Association.
  7. Hong, Sung Wook & Power, Gabriel J. & Vedenov, Dmitry V., 2009. "The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46755, Southern Agricultural Economics Association.
  8. Power, Gabriel J. & Thomsen, Michael R. & McKenzie, Andrew M. & Vedenov, Dmitry V., 2009. "The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint)," SCC-76 Meeting, March 19-21, 2009, Galveston, Texas 48905, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources.
  9. Ahmedov, Zafarbek & Power, Gabriel J. & Vedenov, Dmitry V. & Fuller, Stephen W. & McCarl, Bruce A. & Vadali, Sharada, 2009. "A Spatial Equilibrium Model of the Impact of Bio-Fuels Energy Policy on Grain Transportation Flows," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49837, Agricultural and Applied Economics Association.
  10. Mkrtchyan, Vardan & Welch, J. Mark & Power, Gabriel J., 2009. "Predicting the Corn Basis in the Texas Triangle Area," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 46759, Southern Agricultural Economics Association.
  11. Power, Gabriel J. & Robinson, John R.C., 2009. "Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53044, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  12. Thomsen, Michael R. & McKenzie, Andrew M. & Power, Gabriel J., 2009. "Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49354, Agricultural and Applied Economics Association.
  13. Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  14. Power, Gabriel J. & Vedenov, Dmitry V., 2008. "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37609, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  15. Power, Gabriel J. & Turvey, Calum G., 2007. "Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 9782, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  16. Power, Gabriel J. & Turvey, Calum G., 2006. "Farmland price bubbles: wavelet-based evidence," Proceedings: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006; Washington, DC 133088, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
  17. Turvey, Calum G. & Power, Gabriel J., 2006. "The Confidence Limits of a Geometric Brownian Motion," 2006 Annual meeting, July 23-26, Long Beach, CA 21239, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

Articles

  1. Gabriel J. Power & Victoria Salin & John L. Park, 2012. "Strategic options associated with cooperative members' equity," Agricultural Finance Review, Emerald Group Publishing, vol. 72(1), pages 48-67, March.
  2. Berna Karali & Gabriel J. Power & Ariun Ishdorj, 2011. "Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(2), pages 434-440.
  3. Gabriel Power & Calum Turvey, 2011. "Revealing the impact of index traders on commodity futures markets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(7), pages 621-626.
  4. G. J. Power & C. Turvey, 2011. "What explains long memory in futures price volatility?," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3395-3404.
  5. Joshua D. Woodard & Nicholas D. Paulson & Dmitry Vedenov & Gabriel J. Power, 2011. "Impact of copula choice on the modeling of crop yield basis risk," Agricultural Economics, International Association of Agricultural Economists, vol. 42, pages 101-112, November.
  6. Power, Gabriel J. & Turvey, Calum G., 2010. "Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(1), pages 79-90.
  7. Gabriel Power & Calum Turvey, 2010. "US rural land value bubbles," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 649-656.
  8. Gabriel J. Power & Dmitry V. Vedenov & Sung-wook Hong, 2009. "The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance," Agricultural Finance Review, Emerald Group Publishing, vol. 69(3), pages 330-345, November.
  9. Welch, J. Mark & Mkrtchyan, Vardan & Power, Gabriel J., 2009. "Predicting the Corn Basis in the Texas Triangle Area," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 27.
  10. Vedenov, Dmitry V. & Power, Gabriel J., 2008. "Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(02), August.
  11. Yanhong H. Jin & Gabriel J. Power & Levan Elbakidze, 2008. "The Impact of North American BSE Events on Live Cattle Futures Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(5), pages 1279-1286.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2009-02-07
  2. NEP-ENE: Energy Economics (2) 2009-05-16 2009-05-16. Author is listed
  3. NEP-FOR: Forecasting (1) 2009-02-07
  4. NEP-IAS: Insurance Economics (1) 2009-02-07
  5. NEP-MAC: Macroeconomics (1) 2009-05-16
  6. NEP-RMG: Risk Management (1) 2009-02-07

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