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Gabriel J. Power

Personal Details

First Name:Gabriel
Middle Name:J.
Last Name:Power
Suffix:
RePEc Short-ID:ppo59
[This author has chosen not to make the email address public]

Affiliation

Département finance, assurance et immobilier
Faculté des sciences de l'administration
Université Laval

Québec, Canada
http://www5.fsa.ulaval.ca/sgc/faculte/departementsecole/financeassurance/cache/bypass

(418) 656-2180
(418)656-2624
(418) 656-2180
RePEc:edi:dflavca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Woodard, Joshua & Verteramo Chiu, Leslie & Vedenov, Dmitry & Klose, Steven & Power, Gabriel, 2015. "Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205735, Agricultural and Applied Economics Association.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  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. & 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.
  9. 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.
  10. 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, 2009, March 19-21, Galveston, Texas 48905, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources.
  11. 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.
  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. 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.
  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., 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.
  16. 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 9782, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  17. Power, Gabriel J. & Turvey, Calum G., 2006. "Farmland price bubbles: wavelet-based evidence," 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.
  18. 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, 2016. "Quantitative finance for agricultural commodities: discussion and extension," Agricultural Finance Review, Emerald Group Publishing, vol. 76(1), pages 27-41, May.
  2. Eaves, James & Williams, Jeffrey & Power, Gabriel J., 2016. "Do traders strategically time their pledges during real-world Walrasian auctions?," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 109-118.
  3. Power, Gabriel J. & Burris, Mark & Vadali, Sharada & Vedenov, Dmitry, 2016. "Valuation of strategic options in public–private partnerships," Transportation Research Part A: Policy and Practice, Elsevier, vol. 90(C), pages 50-68.
  4. Marie-Hélène Gagnon & Gabriel J. Power, 2016. "Testing for changes in option-implied risk aversion," Review of Behavioral Finance, Emerald Group Publishing, vol. 8(1), pages 58-79, June.
  5. Kropp, Jaclyn D. & Power, Gabriel J., 2016. "Asset fixity and backward-bending investment demand functions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 151-160.
  6. Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique, 2016. "International stock market cointegration under the risk-neutral measure," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 243-255.
  7. Gabriel J Power & Charli D. Tandja M. & Josée Bastien & Philippe Grégoire, 2015. "Measuring infrastructure investment option value," Journal of Risk Finance, Emerald Group Publishing, vol. 16(1), pages 49-72, January.
  8. Marie-H�l�ne Gagnon & Gabriel J. Power & Dominique Toupin, 2015. "Dynamics between crude oil and equity markets under the risk-neutral measure," Applied Economics Letters, Taylor & Francis Journals, vol. 22(5), pages 370-377, March.
  9. Berna Karali & Gabriel J. Power, 2013. "Short- and Long-Run Determinants of Commodity Price Volatility," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(3), pages 724-738.
  10. Gabriel J. Power & John R. C. Robinson, 2013. "Commodity futures price volatility, convenience yield and economic fundamentals," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1089-1095, July.
  11. Michael Thomsen & Andrew M. McKenzie & Gabriel J. Power, 2013. "Was there a peso problem in cattle options?: Evidence from the 2003 bovine spongiform encephalopathy announcement," Agricultural Finance Review, Emerald Group Publishing, vol. 73(3), pages 526-538, November.
  12. Gabriel J. Power & Dmitry V. Vedenov & David P. Anderson & Steven Klose, 2013. "Market volatility and the dynamic hedging of multi-commodity price risk," Applied Economics, Taylor & Francis Journals, vol. 45(27), pages 3891-3903, September.
  13. 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, May.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Gabriel Power & Calum Turvey, 2010. "US rural land value bubbles," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 649-656.
  20. Gabriel J. Power & Dmitry Vedenov, 2010. "Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(3), pages 290-304, March.
  21. 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(1-2), pages 1-15.
  22. Gabriel J. Power & Calum G. Turvey, 2009. "On the exit value of a forward contract," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(2), pages 179-196, February.
  23. 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.
  24. 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(2), pages 1-17, August.
  25. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Author Profile
    1. Comment of the Week: Speculation and Commodity Prices
      by Marc F. Bellemare in Marc F. Bellemare on 2013-06-07 14:00:43

Working papers

  1. 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.

    Cited by:

    1. Dimitrios Bakas & Athanasios Triantafyllou, 2018. "The Impact of Uncertainty Shocks on the Volatility of Commodity Prices," NBS Discussion Papers in Economics 2018/02, Economics, Nottingham Business School, Nottingham Trent University.
    2. Edward Knapp & Jason Loughrey, 2017. "The single farm payment and income risk in Irish farms 2005–2013," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 5(1), pages 1-15, December.
    3. de Nicola, Francesca & De Pace, Pierangelo & Hernandez, Manuel A., 2014. "Co-movement of major commodity price returns : time-series assessment," Policy Research Working Paper Series 6845, The World Bank.
    4. Karali, Berna & Ramirez, Octavio A., 2014. "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, vol. 46(C), pages 413-421.
    5. Kornher, Lukas & Kalkuhl, Matthias, 2013. "Food price volatility in developing countries and its determinants," 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 156132, German Association of Agricultural Economists (GEWISOLA).
    6. Hervé Ott, 2014. "Extent and possible causes of intrayear agricultural commodity price volatility," Agricultural Economics, International Association of Agricultural Economists, vol. 45(2), pages 225-252, March.
    7. Thomas Walther & Duc Khuong Nguyen, 2018. "Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables," Working Papers on Finance 1824, University of St. Gallen, School of Finance.
    8. Cornelis Gardebroek & Manuel A. Hernandez & Miguel Robles, 2016. "Market interdependence and volatility transmission among major crops," Agricultural Economics, International Association of Agricultural Economists, vol. 47(2), pages 141-155, March.
    9. Ott, Herve, 2012. "Which factors drive which volatility in the grain sector?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122486, European Association of Agricultural Economists.
    10. Li, Jian & Chavas, Jean-Paul & Etienne, Xiaoli & Li, Chongguang, 2016. "Commodity Price Bubbles and Macroeconomics: Evidence from Chinese Agricultural Markets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235068, Agricultural and Applied Economics Association.
    11. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, 2017. "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258452, Agricultural and Applied Economics Association.
    12. Chyi Lin Lee & Simon Stevenson & Ming‐Long Lee, 2018. "Low‐frequency volatility of real estate securities and macroeconomic risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 311-342, November.
    13. Huchet, Nicolas & Fam, Papa Gueye, 2016. "The role of speculation in international futures markets on commodity prices," Research in International Business and Finance, Elsevier, vol. 37(C), pages 49-65.
    14. Covindassamy, Genevre & Robe, Michel A. & Wallen, Jonathan, 2017. "Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty," IDB Publications (Working Papers) 8588, Inter-American Development Bank.
    15. Ojogho, Osaihiomwan & Egware, Robert Awotu, 2015. "Price Generating Process And Volatility In Nigerian Agricultural Commodities Market," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(4), pages 1-10, October.
    16. Ruobing Liu & Jianhui Yang & Chuan-Yang Ruan, 2019. "The Impact of Macroeconomic News on Chinese Futures," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 7(4), pages 1-14, October.
    17. Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers 1301, Aix-Marseille School of Economics, France, revised Jan 2013.
    18. Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016. "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, vol. 57(C), pages 28-41.
    19. Emiliano Magrini & Ayca Donmez, 2013. "Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach," JRC Working Papers JRC84138, Joint Research Centre (Seville site).
    20. Mittal, S & Hariharan, VK & Subash, SP, 2018. "Price volatility trends and price transmission for major staples in India," Agricultural Economics Research Review, Agricultural Economics Research Association (India), vol. 31(1).
    21. Semei Coronado-Ram'irez & Pedro Celso-Arellano & Omar Rojas, 2014. "Adaptive Market Efficiency of Agricultural Commodity Futures Contracts," Papers 1412.8017, arXiv.org, revised Mar 2015.
    22. Mo, Di & Gupta, Rakesh & Li, Bin & Singh, Tarlok, 2018. "The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets," Economic Modelling, Elsevier, vol. 70(C), pages 543-560.
    23. Ye, Shiyu & Karali, Berna & Ramirez, Octavio A., 2014. "Event Study of Energy Price Volatility: An Application of Distributional Event Response Model," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170207, Agricultural and Applied Economics Association.
    24. Leonardo Hernán Talero-Sarmiento & Henry Lamos-Díaz & Edwin Alberto Garavito-Hernández, 2019. "Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia," Revista Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 38(67), pages 35-69, February.
    25. von Braun, Joachim & Tadesse, Getaw, 2012. "Global Food Price Volatility and Spikes: An Overview of Costs, Causes, and Solutions," Discussion Papers 120021, University of Bonn, Center for Development Research (ZEF).
    26. Trujillo-Barrera, Andres & Pennings, Joost M.E., 2013. "Energy and Food Commodity Prices Linkage: An Examination with Mixed-Frequency Data," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150465, Agricultural and Applied Economics Association.

  2. 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.

    Cited by:

    1. Barham, E. Hart Bise & Robinson, John R.C. & Richardson, James W. & Rister, M. Edward, 2011. "Mitigating Cotton Revenue Risk Through Irrigation, Insurance, and Hedging," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 43(4), pages 529-540, November.
    2. Apperson, George P., 2014. "Agricultural Commodity Futures Market Volatility: A Case for Punctuated Equilibrium," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196760, Southern Agricultural Economics Association.
    3. Apperson, George P., 2017. "Agricultural Commodity Futures Price Volatility: A Market Regulatory Policy Study," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258210, Agricultural and Applied Economics Association.

  3. 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.

    Cited by:

    1. Adjemian, Michael K. & Janzen, Joseph & Carter, Colin A. & Smith, Aaron, 2014. "Deconstructing Wheat Price Spikes: A Model of Supply and Demand, Financial Speculation, and Commodity Price Comovement," Economic Research Report 167369, United States Department of Agriculture, Economic Research Service.

  4. 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.

    Cited by:

    1. Valentina G. Bruno & Bahattin Büyükşahin & Michel A. Robe, 2017. "The Financialization of Food?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 99(1), pages 243-264.

  5. 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.

    Cited by:

    1. Adjemian, Michael K. & Marshall, Kandice K. & Hubbs, Todd & Penn, Jerrod, 2016. "Decomposing Local Prices into Hedgeable and Unhedgeable Shocks," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235874, Agricultural and Applied Economics Association.

  6. 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.

    Cited by:

    1. Liu, Xiaochun & Jacobsen, Brian, 2011. "The Dynamic International Optimal Hedge Ratio," MPRA Paper 35260, University Library of Munich, Germany.
    2. Vadhindran K. Rao, 2011. "Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 4(1), pages 1-29, December.

Articles

  1. Power, Gabriel J. & Burris, Mark & Vadali, Sharada & Vedenov, Dmitry, 2016. "Valuation of strategic options in public–private partnerships," Transportation Research Part A: Policy and Practice, Elsevier, vol. 90(C), pages 50-68.

    Cited by:

    1. Kangsoo Kim & Hyejin Cho & Donghyung Yook, 2019. "Financing for a Sustainable PPP Development: Valuation of the Contractual Rights under Exercise Conditions for an Urban Railway PPP Project in Korea," Sustainability, MDPI, Open Access Journal, vol. 11(6), pages 1-14, March.
    2. Li, Shuai & Cai, Hubo, 2017. "Government incentive impacts on private investment behaviors under demand uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 101(C), pages 115-129.

  2. Kropp, Jaclyn D. & Power, Gabriel J., 2016. "Asset fixity and backward-bending investment demand functions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 151-160.

    Cited by:

    1. Arif Khan, Muhammad & Qin, Xuezhi & Jebran, Khalil & Ullah, Irfan, 2020. "Uncertainty and R&D investment: Does product market competition matter?," Research in International Business and Finance, Elsevier, vol. 52(C).
    2. Arif Khan, Muhammad & Qin, Xuezhi & Jebran, Khalil, 2019. "Does uncertainty influence the leverage-investment association in Chinese firms?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 134-152.

  3. Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique, 2016. "International stock market cointegration under the risk-neutral measure," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 243-255.

    Cited by:

    1. Dimitrios Vortelinos & Konstantinos Gkillas (Gillas) & Costas Syriopoulos & Argyro Svingou, 2018. "Asymmetric and nonlinear inter-relations of US stock indices," International Journal of Managerial Finance, Emerald Group Publishing, vol. 14(1), pages 78-129, February.
    2. Yao, Xingzhi & Izzeldin, Marwan & Li, Zhenxiong, 2019. "A novel cluster HAR-type model for forecasting realized volatility," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1318-1331.

  4. Gabriel J Power & Charli D. Tandja M. & Josée Bastien & Philippe Grégoire, 2015. "Measuring infrastructure investment option value," Journal of Risk Finance, Emerald Group Publishing, vol. 16(1), pages 49-72, January.

    Cited by:

    1. Hare, Stephanie, 2016. "For your eyes only: U.S. technology companies, sovereign states, and the battle over data protection," Business Horizons, Elsevier, vol. 59(5), pages 549-561.

  5. Berna Karali & Gabriel J. Power, 2013. "Short- and Long-Run Determinants of Commodity Price Volatility," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(3), pages 724-738. See citations under working paper version above.
  6. Gabriel J. Power & John R. C. Robinson, 2013. "Commodity futures price volatility, convenience yield and economic fundamentals," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1089-1095, July.

    Cited by:

    1. Mo, Di & Gupta, Rakesh & Li, Bin & Singh, Tarlok, 2018. "The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets," Economic Modelling, Elsevier, vol. 70(C), pages 543-560.

  7. Gabriel J. Power & Dmitry V. Vedenov & David P. Anderson & Steven Klose, 2013. "Market volatility and the dynamic hedging of multi-commodity price risk," Applied Economics, Taylor & Francis Journals, vol. 45(27), pages 3891-3903, September.

    Cited by:

    1. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    2. Xiaoyong Xiao & Jing Huang, 2018. "Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach," Sustainability, MDPI, Open Access Journal, vol. 10(9), pages 1-16, September.

  8. 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.

    Cited by:

    1. Zhang, Yifei & Goodwin, Barry K., 2020. "Implications of U.S. Crop Insurance -- A Perspective from Copulas," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304343, Agricultural and Applied Economics Association.
    2. Ruiqing Miao & David A. Hennessy & Hongli Feng, 2012. "Effects of Crop Insurance Subsidies and Sodsaver on Land Use Change, The," Center for Agricultural and Rural Development (CARD) Publications 12-wp530, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    3. Awondo, Sebastain N., 2019. "Efficiency of region-wide catastrophic weather risk pools: Implications for African Risk Capacity insurance program," Journal of Development Economics, Elsevier, vol. 136(C), pages 111-118.
    4. Christopher N. Boyer & B. Wade Brorsen & Emmanuel Tumusiime, 2015. "Modeling skewness with the linear stochastic plateau model to determine optimal nitrogen rates," Agricultural Economics, International Association of Agricultural Economists, vol. 46(1), pages 1-10, January.

  9. 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.

    Cited by:

    1. Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.

  10. 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.

    Cited by:

    1. Çınar, Gökhan & Uzmay, Ayse, 2017. "Does Fear (Vix Index) Incite Volatility In Food Prices?," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 5(2), April.
    2. Xiaojie Xu, 2018. "Causal structure among US corn futures and regional cash prices in the time and frequency domain," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(13), pages 2455-2480, October.
    3. Alzahrani, Mohammed & Masih, Mansur & Al-Titi, Omar, 2014. "Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 175-201.
    4. Brian J. Henderson & Neil D. Pearson & Li Wang, 2015. "Editor's Choice New Evidence on the Financialization of Commodity Markets," Review of Financial Studies, Society for Financial Studies, vol. 28(5), pages 1285-1311.

  11. 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.

    Cited by:

    1. Diewald, Laszlo & Prokopczuk, Marcel & Wese Simen, Chardin, 2015. "Time-variations in commodity price jumps," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 72-84.
    2. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, 2017. "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258452, Agricultural and Applied Economics Association.
    3. Gao, Lei & Mei, Bin, 2013. "Investor attention and abnormal performance of timberland investments in the United States," Forest Policy and Economics, Elsevier, vol. 28(C), pages 60-65.
    4. Brorsen, B. Wade, 2013. "Using Bayesian Estimation and Decision Theory to Determine the Optimal Level of Nitrogen in Cotton," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142951, Southern Agricultural Economics Association.

  12. 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.

    Cited by:

    1. Kristoufek, Ladislav, 2013. "Mixed-correlated ARFIMA processes for power-law cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6484-6493.
    2. Calum G. Turvey, 2010. "Biography: Kiyosi Itô and his influence on the study of agricultural finance and economics," Agricultural Finance Review, Emerald Group Publishing, vol. 70(1), pages 5-20, May.
    3. Zunino, Luciano & Tabak, Benjamin M. & Serinaldi, Francesco & Zanin, Massimiliano & Pérez, Darío G. & Rosso, Osvaldo A., 2011. "Commodity predictability analysis with a permutation information theory approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(5), pages 876-890.
    4. Hedi Kortas & Zouhaier Dhifaoui & Samir Ben Ammou, 2012. "On wavelet analysis of the nth order fractional Brownian motion," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 251-277, August.
    5. Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.
    6. Wang, Yudong & Wei, Yu & Wu, Chongfeng, 2010. "Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5759-5768.
    7. García-Carranco, Sergio M. & Bory-Reyes, Juan & Balankin, Alexander S., 2016. "The crude oil price bubbling and universal scaling dynamics of price volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 60-68.
    8. Heckelei, T. & Amrouk, E.M. & Grosche, S., 2018. "International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277376, International Association of Agricultural Economists.
    9. Bhandari, Avishek, 2020. "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," MPRA Paper 101946, University Library of Munich, Germany.
    10. Jean-Christophe Statnik & David Verstraete, 2015. "Price dynamics in agricultural commodity markets: a comparison of European and US markets," Empirical Economics, Springer, vol. 48(3), pages 1103-1117, May.
    11. Zou, Shaohui & Zhang, Tian, 2020. "Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    12. Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019. "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, vol. 78(C), pages 134-149.
    13. Pal, Debdatta & Mitra, Subrata K., 2017. "Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis," Energy Economics, Elsevier, vol. 62(C), pages 230-239.
    14. Marques, G.O.L.C., 2011. "Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(1), pages 8-17.
    15. Avishek Bhandari & Bandi Kamaiah, 2020. "Long memory in select stock returns using an alternative wavelet log-scale alignment approach," Papers 2004.08550, arXiv.org.
    16. Liu, Li, 2014. "Cross-correlations between crude oil and agricultural commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 293-302.
    17. Li, Zhihui & Lu, Xinsheng, 2012. "Cross-correlations between agricultural commodity futures markets in the US and China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3930-3941.
    18. Mitra, Subrata Kumar & Bhatia, Vaneet & Jana, R.K. & Charan, Parikshit & Chattopadhyay, Manojit, 2018. "Changing value detrended cross correlation coefficient over time: Between crude oil and crop prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 671-678.
    19. Mishra, Shekhar & Sharif, Arshian & Khuntia, Sashikanta & Meo, Muhammad Saeed & Rehman Khan, Syed Abdul, 2019. "Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach," Resources Policy, Elsevier, vol. 62(C), pages 292-304.
    20. Sándor Kovács & Prasert Chaitip & Chukiat Chaiboonsri & Péter Balogh, 2012. "The Long Memory Property of Hungarian Market Pig Prices: A Comparison of Three Different Methods," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(3), pages 123-138.
    21. Chakrabarty, Anindya & De, Anupam & Gunasekaran, Angappa & Dubey, Rameshwar, 2015. "Investment horizon heterogeneity and wavelet: Overview and further research directions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 45-61.
    22. Liesivaara, Petri & Myyrä, Sami, 2016. "Income stabilisation tool and the pig gross margin index for the Finnish pig sector," 90th Annual Conference, April 4-6, 2016, Warwick University, Coventry, UK 236360, Agricultural Economics Society.
    23. Ladislav Kristoufek, 2013. "Testing power-law cross-correlations: Rescaled covariance test," Papers 1307.4727, arXiv.org, revised Aug 2013.
    24. Franco Ruzzenenti, 2015. "Changes in the relationship between the financial and real sector and the present economic financial crisis: study of energy sector and market," Working papers wpaper105, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    25. Bhandari, Avishek, 2020. "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper 99653, University Library of Munich, Germany.

  13. Gabriel Power & Calum Turvey, 2010. "US rural land value bubbles," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 649-656.

    Cited by:

    1. Salois, Matthew & Moss, Charles, 2010. "An Information Approach to the Dynamics in Farm Income: Implications for Farmland Markets," MPRA Paper 26850, University Library of Munich, Germany.
    2. Todd Kuethe & Todd Hubbs & Mitch Morehart, 2014. "Farmland returns and economic conditions: a FAVAR approach," Empirical Economics, Springer, vol. 47(1), pages 129-142, August.
    3. Brett Olsen & Jeffrey Stokes, 2015. "Is Farm Real Estate The Next Bubble?," The Journal of Real Estate Finance and Economics, Springer, vol. 50(3), pages 355-376, April.
    4. Gabruch, Mandy L. & Micheels, Eric T., 2017. "2016 WAEA Winning Student Submission: The Effect of Saskatchewan's Ownership Restrictions on Farmland Values," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 42(1), pages 1-13, January.

  14. Gabriel J. Power & Dmitry Vedenov, 2010. "Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(3), pages 290-304, March.

    Cited by:

    1. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    2. Ahmedov, Zafarbek & Woodard, Joshua D., 2012. "Do RIN Mandates and Blender's Tax Credit Affect Blenders' Hedging Strategies?," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124980, Agricultural and Applied Economics Association.
    3. Sukcharoen, Kunlapath & Leatham, David J., 2017. "Hedging downside risk of oil refineries: A vine copula approach," Energy Economics, Elsevier, vol. 66(C), pages 493-507.

  15. 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(1-2), pages 1-15.
    See citations under working paper version above.
  16. 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(2), pages 1-17, August.

    Cited by:

    1. Ruiqing Miao & David A. Hennessy & Hongli Feng, 2012. "Effects of Crop Insurance Subsidies and Sodsaver on Land Use Change, The," Center for Agricultural and Rural Development (CARD) Publications 12-wp530, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    2. Shyam Adhikari & Eric J. Belasco & Thomas O. Knight, 2010. "Spatial producer heterogeneity in crop insurance product decisions within major corn producing states," Agricultural Finance Review, Emerald Group Publishing, vol. 70(1), pages 66-78, May.
    3. Claassen, Roger & Carriazo, Fernando & Cooper, Joseph C. & Hellerstein, Daniel & Ueda, Kohei, 2011. "Grassland to Cropland Conversion in the Northern Plains: The Role of Crop Insurance, Commodity, and Disaster Programs," Economic Research Report 262239, United States Department of Agriculture, Economic Research Service.
    4. 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.
    5. Branscum, D. Ethan & Nalley, Lawton L. & Dixon, Bruce L. & Siebenmorgen, Terry J. & Tack, Jesse & Danforth, Diana M., 2014. "Implications of Rice Variety Selection to Optimize Returns from Crop Insurance," 2014 AAEA: Crop Insurance and the 2014 Farm Bill Symposium: Implementing Change in U.S. Agricultural Policy, October 8-9, 2014, Louisville, KY 184247, Agricultural and Applied Economics Association.

  17. 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.

    Cited by:

    1. Guney, Selin, 2015. "An evaluation of price forecasts of the cattle market under structural changes," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205109, Agricultural and Applied Economics Association.
    2. Kim, GwanSeon & Tyler, Mark, 2015. "Impacts of Corn Price and Imported Beef Price on Domestic Beef Price in South Korea," 2015: Trade and Societal Well-Being, December 13-15, 2015, Clearwater Beach, Florida 229243, International Agricultural Trade Research Consortium.
    3. Hagerman, Amy D. & Jin, Yanhong H., 2009. "The Buzz In The Pits: Livestock Futures' Response To A Rumor Of Foreign Animal Disease," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49493, Agricultural and Applied Economics Association.
    4. Miao Zhen & James Rude & Feng Qiu, 2018. "Price Volatility Spillovers in the Western Canadian Feed Barley, U.S. Corn, and Alberta Cattle Markets," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 66(2), pages 209-229, June.
    5. Aldy, Joseph E. & Viscusi, W. Kip, 2013. "Risk Regulation Lessons from Mad Cows," Working Paper Series rwp13-047, Harvard University, John F. Kennedy School of Government.
    6. Brittain, Lee & Garcia, Philip & Irwin, Scott H., 2011. "Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(1), pages 1-20, April.
    7. 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.
    8. Klomp, Jeroen, 2020. "The impact of Russian sanctions on the return of agricultural commodity futures in the EU," Research in International Business and Finance, Elsevier, vol. 51(C).
    9. Tong Wang & David A. Hennessy & Seong C. Park, 2016. "Demand Side Change, Rurality, and Gender in the United States Veterinarian Market, 1990–2010," Agribusiness, John Wiley & Sons, Ltd., vol. 32(2), pages 236-253, April.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (2) 2009-05-16 2009-05-16
  2. NEP-AGR: Agricultural Economics (1) 2009-02-07
  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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