Gabriel Power : Citation Profile


Are you Gabriel Power?

Université Laval

4

H index

2

i10 index

110

Citations

RESEARCH PRODUCTION:

26

Articles

18

Papers

RESEARCH ACTIVITY:

   10 years (2006 - 2016). See details.
   Cites by year: 11
   Journals where Gabriel Power has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (1.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo59
   Updated: 2020-09-26    RAS profile: 2017-04-14    
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Relations with other researchers


Works with:

Vedenov, Dmitry (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriel Power.

Is cited by:

Hernandez, Manuel (5)

Adjemian, Michael (4)

Robe, Michel (4)

Krištoufek, Ladislav (3)

De Pace, Pierangelo (3)

Karali, Berna (3)

Hennessy, David (3)

de Nicola, Francesca (2)

Gupta, Rakesh (2)

Ramirez, Octavio (2)

Kalkuhl, Matthias (2)

Cites to:

Lence, Sergio (12)

Nielsen, Morten (11)

Mayer, Christopher (6)

Hayes, Dermot (5)

Skiadopoulos, George (5)

Johansen, Soren (5)

Jin, Hyun (4)

Smith, Aaron (4)

Irwin, Scott (4)

Karolyi, G. (4)

Bessler, David (4)

Main data


Where Gabriel Power has published?


Journals with more than one article published# docs
Applied Economics Letters4
Agricultural Finance Review4
American Journal of Agricultural Economics3
Journal of Futures Markets2
Applied Economics2

Working Papers Series with more than one paper published# docs
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin / Agricultural and Applied Economics Association4
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado / Agricultural and Applied Economics Association4
2008 Conference, April 21-22, 2008, St. Louis, Missouri / NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management2
2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia / Southern Agricultural Economics Association2

Recent works citing Gabriel Power (2020 and 2019)


YearTitle of citing document
2020Implications of U.S. Crop Insurance -- A Perspective from Copulas. (2020). Goodwin, Barry K ; Zhang, Yifei. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304343.

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2020Long memory in select stock returns using an alternative wavelet log-scale alignment approach. (2020). Kamaiah, Bandi ; Bhandari, Avishek. In: Papers. RePEc:arx:papers:2004.08550.

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2019Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia. (2019). Garavito-Hernandez, Edwin Alberto ; Lamos-Diaz, Henry ; Talero-Sarmiento, Leonardo Hernan. In: Revista Apuntes del Cenes. RePEc:col:000152:017357.

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2019Efficiency of region-wide catastrophic weather risk pools: Implications for African Risk Capacity insurance program. (2019). Awondo, Sebastain N. In: Journal of Development Economics. RePEc:eee:deveco:v:136:y:2019:i:c:p:111-118.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019A novel cluster HAR-type model for forecasting realized volatility. (2019). Li, Zhenxiong ; Izzeldin, Marwan ; Yao, Xingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1318-1331.

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2019Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

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2020Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets. (2020). Zhang, Tian ; Zou, Shaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931338x.

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2019Does uncertainty influence the leverage-investment association in Chinese firms?. (2019). Jebran, Khalil ; Qin, Xuezhi ; Khan, Muhammad Arif. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:134-152.

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2020The impact of Russian sanctions on the return of agricultural commodity futures in the EU. (2020). Klomp, Jeroen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305781.

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2020Uncertainty and R&D investment: Does product market competition matter?. (2020). Ullah, Irfan ; Jebran, Khalil ; Qin, Xuezhi ; Khan, Muhammad Arif. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308773.

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2019The Impact of Macroeconomic News on Chinese Futures. (2019). Yang, Jianhui ; Liu, Ruobing ; Ruan, Chuan-Yang. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:63-:d:279197.

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2019Financing for a Sustainable PPP Development: Valuation of the Contractual Rights under Exercise Conditions for an Urban Railway PPP Project in Korea. (2019). Yook, Donghyung ; Cho, Hyejin ; Kim, Kangsoo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1573-:d:214102.

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2020Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty. (2017). Robe, Michel ; Wallen, Jonathan ; Covindassamy, Genevre. In: IDB Publications (Working Papers). RePEc:idb:brikps:8588.

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2020Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:101946.

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2020Long memory and fractality among global equity markets: A multivariate wavelet approach. (2020). Bhandari, Avishek. In: MPRA Paper. RePEc:pra:mprapa:99653.

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2020How Scary Are Food Scares? Evidence from Animal Disease Outbreaks. (2020). Karali, Berna ; Houser, Matthew. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:42:y:2020:i:2:p:283-306.

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Works by Gabriel Power:


YearTitleTypeCited
2006The Confidence Limits of a Geometric Brownian Motion In: 2006 Annual meeting, July 23-26, Long Beach, CA.
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paper0
2007Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
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paper0
2009Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
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paper1
2009The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the Chicken-or-Egg Problem In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
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paper1
2009What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
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paper33
2013Short- and Long-Run Determinants of Commodity Price Volatility.(2013) In: American Journal of Agricultural Economics.
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This paper has another version. Agregated cites: 33
article
2009A Spatial Equilibrium Model of the Impact of Bio-Fuels Energy Policy on Grain Transportation Flows In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
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paper0
2010Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion In: 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado.
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paper0
2010Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms In: 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado.
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paper0
2010Is commodity price volatility persistent? Another look using improved, full-sample estimates In: 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado.
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paper0
2010Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management In: 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado.
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paper0
2015Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California.
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paper0
2009Predicting the Corn Basis in the Texas Triangle Area In: Journal of Agribusiness.
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article1
2009Predicting the Corn Basis in the Texas Triangle Area.(2009) In: 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments In: Journal of Agricultural and Applied Economics.
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article4
2008Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments.(2008) In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2006Farmland price bubbles: wavelet-based evidence In: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC.
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paper0
2009Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri.
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paper3
2008On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
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paper0
2008The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
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paper2
2009The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance In: 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia.
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paper0
2009The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance.(2009) In: Agricultural Finance Review.
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This paper has another version. Agregated cites: 0
article
2009The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint) In: SCC-76 Meeting, 2009, March 19-21, Galveston, Texas.
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paper0
2011Impact of copula choice on the modeling of crop yield basis risk In: Agricultural Economics.
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article4
2016International stock market cointegration under the risk-neutral measure In: International Review of Financial Analysis.
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article2
2016Do traders strategically time their pledges during real-world Walrasian auctions? In: Journal of Banking & Finance.
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article0
2010Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence In: Physica A: Statistical Mechanics and its Applications.
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article26
2016Asset fixity and backward-bending investment demand functions In: Research in International Business and Finance.
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article2
2016Valuation of strategic options in public–private partnerships In: Transportation Research Part A: Policy and Practice.
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article2
2012Strategic options associated with cooperative members equity In: Agricultural Finance Review.
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article0
2013Was there a peso problem in cattle options?: Evidence from the 2003 bovine spongiform encephalopathy announcement In: Agricultural Finance Review.
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article0
2016Quantitative finance for agricultural commodities: discussion and extension In: Agricultural Finance Review.
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article0
2015Measuring infrastructure investment option value In: Journal of Risk Finance.
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article1
2016Testing for changes in option-implied risk aversion In: Review of Behavioral Finance.
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article0
2008The Impact of North American BSE Events on Live Cattle Futures Prices In: American Journal of Agricultural Economics.
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article9
2011Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities In: American Journal of Agricultural Economics.
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article4
2010US rural land value bubbles In: Applied Economics Letters.
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article4
2011Revealing the impact of index traders on commodity futures markets In: Applied Economics Letters.
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article4
2013Commodity futures price volatility, convenience yield and economic fundamentals In: Applied Economics Letters.
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article1
2015Dynamics between crude oil and equity markets under the risk-neutral measure In: Applied Economics Letters.
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article0
2011What explains long memory in futures price volatility? In: Applied Economics.
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article1
2013Market volatility and the dynamic hedging of multi-commodity price risk In: Applied Economics.
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article2
2009On the exit value of a forward contract In: Journal of Futures Markets.
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article0
2010Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? In: Journal of Futures Markets.
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article3

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