8
H index
6
i10 index
213
Citations
Gabriel Power : Citation Profile
Université Laval | RESEARCH PRODUCTION: 36 Articles 19 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1995 - 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?
Recent works citing Gabriel Power (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression. (2024). Hennessy, David ; Stuart, Matthew ; Yu, Cindy. In: Papers. RePEc:arx:papers:2308.11805. Full description at Econpapers || Download paper |
| 2024 | Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839. Full description at Econpapers || Download paper |
| 2024 | ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682. Full description at Econpapers || Download paper |
| 2025 | Hedging downside risk for REITs. (2025). Zhou, Jian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001032. 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 |
| 2025 | Hedging in the second-generation biofuels market: Insights from UCOME. (2025). Pimentel, Liliana Marques ; de Paula, Ana Catarina ; de Almeida, Leandro. In: Renewable Energy. RePEc:eee:renene:v:245:y:2025:i:c:s0960148125005166. Full description at Econpapers || Download paper |
| 2024 | Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. (2024). Mishra, Sibanjan ; Kang, Sang Hoon ; Bhattacherjee, Purba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1176-1197. Full description at Econpapers || Download paper |
| 2025 | Climate risk perception and oil financialization in China: Evidence from a time-varying Granger model. (2025). Ren, Xiaohang ; Fu, Chenjia ; Jin, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004550. Full description at Econpapers || Download paper |
| 2025 | Evaluating Producer Welfare Benefits of Whole-Farm Revenue Insurance. (2025). Hosseini-Yekani, Seyed-Ali ; Dashti, Ghader ; Ghahremanzadeh, Mohammad ; Ahmadabadi, Moharram Ainollahi. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:2:p:188-:d:1568326. Full description at Econpapers || Download paper |
| 2024 | Persistent and Long-Term Co-Movements between Gender Equality and Global Prices. (2024). Gil-Alana, Luis ; del Rio, Marta ; Infante, Juan. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:7:p:175-:d:1429510. Full description at Econpapers || Download paper |
| 2024 | Enhancing Forecasting Accuracy in Commodity and Financial Markets: Insights from GARCH and SVR Models. (2024). Ampountolas, Apostolos. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:3:p:59-:d:1422975. Full description at Econpapers || Download paper |
| 2024 | Forecasting commodity prices: empirical evidence using deep learning tools. (2024). Ftiti, Zied ; Louhichi, Wael ; Boubaker, Sahbi ; Tissaoui, Kais ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-05076-6. Full description at Econpapers || Download paper |
| 2025 | Is corn still king? Unravelling time-varying interactions among soft commodities. (2025). Auret, Christo ; Sayed, Ayesha. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00296-6. Full description at Econpapers || Download paper |
| 2025 | The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f. Full description at Econpapers || Download paper |
| 2024 | Sensitivity of the United States crop basis and distribution network to precipitation. (2024). Skevas, Theodoros ; Thompson, Wyatt ; Mobarok, Mohammad Hasan. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:4:p:908-925. Full description at Econpapers || Download paper |
| 2025 | Financialisation of the European Union Emissions Trading System and its influencing factors in quantiles. (2025). Ren, Xiaohang ; Toan, Luu Duc ; Zhou, Jingzi ; Wei, Ping. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:925-940. Full description at Econpapers || Download paper |
| 2024 | Trading commodity ETFs: Price behavior, investment insights, and performance analysis. (2024). Nippani, Srinivas ; Hadad, Elroi ; Malhotra, Davinder. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1257-1276. Full description at Econpapers || Download paper |
| 2025 | Hedging Multiple Price Uncertainty in Soybean Export. (2025). Vedenov, Dmitry ; Lee, Siun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:6:p:600-611. 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 |
| 1995 | 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 | 47 |
| 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: 47 | 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 | 7 |
| 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: 7 | 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 | 1 |
| 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: 1 | 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 | 11 |
| 2016 | International stock market cointegration under the risk-neutral measure In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 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 | 10 |
| 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 | 6 |
| 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 |
| 2010 | Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 10 |
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