Gabriel J. Power
TítuloCitado porAno
Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence
GJ Power, CG Turvey
Physica A: Statistical Mechanics and its Applications 389 (1), 79-90, 2010
Valuation of strategic options in public–private partnerships
GJ Power, M Burris, S Vadali, D Vedenov
Transportation research part A: policy and practice 90, 50-68, 2016
Market volatility and the dynamic hedging of multi-commodity price risk
GJ Power, DV Vedenov, DP Anderson, S Klose
Applied Economics 45 (27), 3891-3903, 2013
US rural land value bubbles
GJ Power, CG Turvey
Applied Economics Letters 17 (7), 649-656, 2010
Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?
GJ Power, D Vedenov
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010
Revealing the impact of index traders on commodity futures markets
GJ Power, CG Turvey
Applied Economics Letters 18 (7), 621-626, 2011
Measuring infrastructure investment option value
GJ Power, CD Tandja M, J Bastien, P Grégoire
The Journal of Risk Finance 16 (1), 49-72, 2015
International stock market cointegration under the risk-neutral measure
MH Gagnon, GJ Power, D Toupin
International Review of Financial Analysis 47, 243-255, 2016
Catching the curl: Wavelet thresholding improves forward curve modelling
GJ Power, J Eaves, C Turvey, D Vedenov
Economic Modelling 64, 312-321, 2017
Is hedging the crack spread no longer all it's cracked up to be?
P Liu, D Vedenov, GJ Power
Energy Economics 63, 31-40, 2017
The confidence limits of a geometric brownian motion
CG Turvey, GJ Power
What explains long memory in futures price volatility?
GJ Power, C Turvey
Applied Economics 43 (24), 3395-3404, 2011
Predicting the corn basis in the texas triangle area
JM Welch, V Mkrtchyan, GJ Power
Journal of Agribusiness 27 (345-2016-15309), 49-63, 2009
On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis
GJ Power, CG Turvey
A Wavelet-Based Analysis of Commodity Futures Markets
G Power
Asset fixity and backward-bending investment demand functions
JD Kropp, GJ Power
Research in International Business and Finance 38, 151-160, 2016
Testing for changes in option-implied risk aversion
MH Gagnon, GJ Power
Review of Behavioral Finance 8 (1), 58-79, 2016
Investor Risk Aversion and Market Shocks: Event Studies using Options on Crude Oil
MH Gagnon, G Power
Available at SSRN 2126343, 2012
Flexible decision analysis procedures for optimizing the sustainability of ageing infrastructure under climate change
Y Zhang, LE Chouinard, GJ Power, CD Tandja M, J Bastien
Sustainable and Resilient Infrastructure, 1-12, 2018
Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty.
M Tandja, C Djerry, GJ Power, J Bastien
Energy Journal 39 (5), 2018
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