7
H index
3
i10 index
189
Citations
Gabriel Power : Citation Profile
Université Laval | RESEARCH PRODUCTION: 35 Articles 19 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2006 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriel Power. | Is cited by:
| Cites to:
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Main data
Where Gabriel Power has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics Letters | 4 |
| Agricultural Finance Review | 4 |
| American Journal of Agricultural Economics | 3 |
| Applied Economics | 2 |
| International Review of Financial Analysis | 2 |
| Research in International Business and Finance | 2 |
| The Energy Journal | 2 |
Recent works citing Gabriel Power (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | The Impact of Stocks on Correlations of Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression. (2023). Hennessy, David A ; Yu, Cindy ; Stuart, Matthew. In: Papers. RePEc:arx:papers:2308.11805. Full description at Econpapers || Download paper |
| 2023 | Monetary policy objectives and economic outcomes: What can we learn from a wavelet?based optimal control approach?. (2022). Crowley, Patrick ; Hudgins, David. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:144-170. Full description at Econpapers || Download paper |
| 2023 | Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers. (2023). Dionne, Georges ; Mnasri, Mohamed ; el Hraiki, Rayane. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002992. Full description at Econpapers || Download paper |
| 2024 | A high-frequency data dive into SVB collapse. (2024). Ali, Shoaib ; Aharon, David Y. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011959. Full description at Econpapers || Download paper |
| 2023 | The sum of all fears: Forecasting international returns using option-implied risk measures. (2023). Toupin, Dominique ; Power, Gabriel J ; Gagnon, Marie-Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002813. Full description at Econpapers || Download paper |
| 2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
| 2023 | Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211. Full description at Econpapers || Download paper |
| 2023 | What moves commodity terms-of-trade? Evidence from 178 countries. (2023). Vinogradov, Dmitri ; Makhlouf, Yousef ; Kellard, Neil M. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000491. Full description at Econpapers || Download paper |
| 2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper |
| 2023 | Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic. (2023). Gemici, Eray ; Bouri, Elie ; Gok, Remzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001496. Full description at Econpapers || Download paper |
| 2023 | Resilient Control for Macroeconomic Models. (2023). Hudgins, David ; Crowley, Patrick. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10246-6. Full description at Econpapers || Download paper |
| 2023 | Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers. (2023). Dionne, Georges ; Mnasri, Mohamed ; el Hraiki, Rayane. In: Working Papers. RePEc:ris:crcrmw:2023_003. Full description at Econpapers || Download paper |
| 2023 | Mechanism analysis of the influence of oil price uncertainty on strategic investment of renewable energy enterprises. (2023). Lin, Boqiang ; Wang, Siquan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4176-4193. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Gabriel Power:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty In: The Energy Journal. [Full Text][Citation analysis] | article | 1 |
| 2020 | International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence In: The Energy Journal. [Full Text][Citation analysis] | article | 2 |
| 2006 | The Confidence Limits of a Geometric Brownian Motion In: 2006 Annual meeting, July 23-26, Long Beach, CA. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Volatility 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. [Full Text][Citation analysis] | paper | 2 |
| 2009 | The 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. [Full Text][Citation analysis] | paper | 1 |
| 2009 | What 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. [Full Text][Citation analysis] | paper | 44 |
| 2013 | Short- and Long-Run Determinants of Commodity Price Volatility.(2013) In: American Journal of Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
| 2009 | A 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. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Type 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. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms In: 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Is commodity price volatility persistent? Another look using improved, full-sample estimates In: 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Do 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. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Predicting the Corn Basis in the Texas Triangle Area In: Journal of Agribusiness. [Full Text][Citation analysis] | article | 4 |
| 2009 | Predicting 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 nother version. Agregated cites: 4 | paper | |
| 2008 | Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2008 | Risk-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 nother version. Agregated cites: 6 | article | |
| 2006 | Farmland price bubbles: wavelet-based evidence In: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri. [Full Text][Citation analysis] | paper | 3 |
| 2008 | On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The 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. [Full Text][Citation analysis] | paper | 3 |
| 2009 | The 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. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance.(2009) In: Agricultural Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2009 | The 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. [Citation analysis] | paper | 0 |
| 2011 | Impact of copula choice on the modeling of crop yield basis risk In: Agricultural Economics. [Full Text][Citation analysis] | article | 6 |
| 2017 | Catching the curl: Wavelet thresholding improves forward curve modelling In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 2017 | Is hedging the crack spread no longer all its cracked up to be? In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | International stock market cointegration under the risk-neutral measure In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2020 | Theyre back! Post-financialization diversification benefits of commodities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2016 | Do traders strategically time their pledges during real-world Walrasian auctions? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | Introduction to the special issue on the financialization of commodities In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
| 2010 | Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 31 |
| 2021 | Fair-weather Friends? Sector-specific volatility connectedness and transmission In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Asset fixity and backward-bending investment demand functions In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | Commodity financialization and sector ETFs: Evidence from crude oil futures In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2016 | Valuation of strategic options in public–private partnerships In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 6 |
| 2012 | Strategic options associated with cooperative members equity In: Agricultural Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | Was there a peso problem in cattle options? In: Agricultural Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | Quantitative finance for agricultural commodities: discussion and extension In: Agricultural Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Measuring infrastructure investment option value In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Testing for changes in option-implied risk aversion In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | The effect of size offering and leverage on IPO underpricing In: International Journal of Managerial and Financial Accounting. [Full Text][Citation analysis] | article | 0 |
| 2018 | Forecasting International Index Returns using Option-implied Variables In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Impact of North American BSE Events on Live Cattle Futures Prices In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 10 |
| 2011 | Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | US rural land value bubbles In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2011 | Revealing the impact of index traders on commodity futures markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2013 | Commodity futures price volatility, convenience yield and economic fundamentals In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Dynamics between crude oil and equity markets under the risk-neutral measure In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2011 | What explains long memory in futures price volatility? In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Market volatility and the dynamic hedging of multi-commodity price risk In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2017 | Factors Affecting Changes in Managerial Decisions In: Agribusiness. [Full Text][Citation analysis] | article | 1 |
| 2009 | On the exit value of a forward contract In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team