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Gabriel 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
https://www.fsa.ulaval.ca/faculte/departements-ecole/fai/
RePEc:edi:dflavca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marie-Hélène Gagnon & Gabriel Power & Dominique Toupin, 2018. "Forecasting International Index Returns using Option-implied Variables," Cahiers de recherche 1807, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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).
  18. 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.
  19. 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. Liu, Pan & Power, Gabriel J. & Vedenov, Dmitry, 2021. "Fair-weather Friends? Sector-specific volatility connectedness and transmission," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 712-736.
  2. Gagnon, Marie-Hélène & Manseau, Guillaume & Power, Gabriel J., 2020. "They're back! Post-financialization diversification benefits of commodities," International Review of Financial Analysis, Elsevier, vol. 71(C).
  3. Marie-Hélène Gagnon and Gabriel J. Power, 2020. "International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6), pages 255-280.
  4. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2020. "Commodity financialization and sector ETFs: Evidence from crude oil futures," Research in International Business and Finance, Elsevier, vol. 51(C).
  5. Maxime Gauvin & Gabriel J. Power, 2019. "The effect of size offering and leverage on IPO underpricing," International Journal of Managerial and Financial Accounting, Inderscience Enterprises Ltd, vol. 11(3/4), pages 222-237.
  6. Djerry C. Tandja M., Gabriel J. Power, and Josée Bastien, 2018. "Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
  7. Carter, Colin A. & Power, Gabriel J., 2018. "Introduction to the special issue on the financialization of commodities," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 1-2.
  8. 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.
  9. Joshua D. Woodard & Leslie Verteramo Chiu & Gabriel Power & Dmitry Vedenov & Steven Klose, 2017. "Factors Affecting Changes in Managerial Decisions," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 443-465, June.
  10. Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry, 2017. "Catching the curl: Wavelet thresholding improves forward curve modelling," Economic Modelling, Elsevier, vol. 64(C), pages 312-321.
  11. Gabriel J. Power, 2016. "Quantitative finance for agricultural commodities: discussion and extension," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 76(1), pages 27-41, May.
  12. 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.
  13. 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.
  14. Marie-Hélène Gagnon & Gabriel J. Power, 2016. "Testing for changes in option-implied risk aversion," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 8(1), pages 58-79, June.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Michael Thomsen & Andrew M. McKenzie & Gabriel J. Power, 2013. "Was there a peso problem in cattle options?," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(3), pages 526-538, November.
  21. 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.
  22. Gabriel J. Power & Victoria Salin & John L. Park, 2012. "Strategic options associated with cooperative members' equity," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 72(1), pages 48-67, May.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. Gabriel Power & Calum Turvey, 2010. "US rural land value bubbles," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 649-656.
  29. 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.
  30. 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.
  31. 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.
  32. 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 Limited, vol. 69(3), pages 330-345, November.
  33. 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.
  34. 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.
    RePEc:eme:jrfpps:v:16:y:2015:i:1:p:49-72 is not listed on IDEAS

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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 5 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-FOR: Forecasting (2) 2009-02-07 2018-06-18
  3. NEP-AGR: Agricultural Economics (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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