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The performance of jump models to price commodity options
Aka, Constant; Gagnon, Marie-Hélène; Power, Gabriel J. - In: The journal of derivatives : JOD 31 (2023) 2, pp. 101-127
Persistent link: https://www.econbiz.de/10015198764
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Commodity futures price volatility, convenience yield and economic fundamentals
Power, Gabriel J.; Robinson, John R. C. - In: Applied economics letters 20 (2013) 10/12, pp. 1089-1095
Persistent link: https://www.econbiz.de/10010197057
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Was there a peso problem in cattle options? : evidence from the 2003 bovine spongiform encephalopathy announcement
Thomsen, Michael; McKenzie, Andrew M.; Power, Gabriel J. - In: Agricultural finance review 73 (2013) 3, pp. 526-538
Persistent link: https://www.econbiz.de/10010361574
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Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.; Eaves, James; Turvey, Calum Greig; … - In: Economic modelling 64 (2017), pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
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Do traders strategically time their pledges during real-world Walrasian auctions?
Eaves, James; Williams, Jeffrey; Power, Gabriel J. - In: Journal of banking & finance 71 (2016), pp. 109-118
Persistent link: https://www.econbiz.de/10011635364