Université Laval
Faculté des sciences
de l'administration
Photo de Gabriel Power

Gabriel
Power

Ph. D.

Professeur titulaire
Titulaire de la Chaire IG Gestion de patrimoine en planification financière

Département de finance, assurance et immobilier
FSA ULaval
Pavillon Palasis-Prince
Local 3636

Champs d'intérêt et recherche

  • Marchés boursiers
  • Gestion financière
  • Systèmes financiers et institutions bancaires
  • Économie financière

Formation

  • Doctorat en économique appliquée (Ph. D.), SC Johnson College of Business, Université Cornell
  • Maîtrise en économique (M.A.), Université Laval
  • Baccalauréat en économique (B.A.), Université Laval

Publications

Articles

  • Grégoire, P., Power, G., & Tandja M., D. C. (2025). On the packaging of infrastructure projects in a competitive bidding environment?. Transport Economics and Management, 3, 302-312. DOI : 10.1016/j.team.2025.07.004
  • Aka, C., Gagnon, M.-H., & Power, G. (2025). Commodity Option Return Predictability. Journal of Futures Markets, 45(10), 1544-1578. DOI : 10.1002/fut.22614
  • Boucher, S.-P., Gagnon, M.-H., & Power, G. (2025). Speculative trading in energy markets: Evidence from macroeconomic surprises. The Energy Journal. DOI : 10.1177/01956574251369707
  • Bah, A. S., Zhang, Y., Sasai, K., Conciatori, D., Chouinard, L., Zufferey, N., Power, G., Sanchez, T., & Chen, X. (2025). Bridge service life and impact of maintenance events on the structural state index. Case Studies in Construction Materials, 22, e04766. DOI : 10.1016/j.cscm.2025.e04766
  • Qian, B., Tan, Y., Power, G., & Mandal, A. (2025). Economic policy uncertainty, information production, and transparency. International Review of Financial Analysis, 103, 104203. DOI : 10.1016/j.irfa.2025.104203
  • Power, G., & Tandja M., D. C. (2025). Does it pay to be Green? The impact of equator principles on project loans. The European Journal of Finance, 31(5), 616-646. DOI : 10.1080/1351847X.2024.2419568
  • Sasai, K., Chouinard, L. E., Power, G., Conciatori, D., & Zufferey, N. (2024). Decision making for road infrastructures in a network based on a policy gradient method. Infrastructure Asset Management, 11(3), 161-171. DOI : 10.1680/jinam.23.00045
  • Sasai, K., Chouinard, L. E., Power, G., Conciatori, D., & Zufferey, N. (2024). Accounting for traffic disturbance in road infrastructure management: Optimal maintenance and rehabilitation planning for the society. Transportation Research Part A: Policy and Practice, 183, 104040. DOI : 10.1016/j.tra.2024.104040
  • Dörries, J., Korn, O., & Power, G. (2024). How Should the Long-term Investor Harvest Variance Risk Premiums?. Journal of Portfolio Management, 50(6), 122-142. DOI : 10.3905/jpm.2024.1.600
  • De Oliveira, A. M. B., Mandal, A., & Power, G. (2024). Impact of COVID-19 on Stock Indices Volatility: Long-Memory Persistence, Structural Breaks, or Both?. Annals of Data Science, 11(2), 619-646. DOI : 10.1007/s40745-022-00446-0
  • Power, G., & Vedenov, D. (2023). Who's afraid of a Texas hedge?. Energy Economics, 127(Part B), 107069. DOI : 10.1016/j.eneco.2023.107069
  • Singh, S., Arya, V., Prasad Yadav, M., & Power, G. (2023). Does financial development improve economic growth? The role of asymmetrical relationships. Global Finance Journal, 56, 100831. DOI : 10.1016/j.gfj.2023.100831
  • Zhang, Y., Chouinard, L. E., Power, G., Conciatori, D., Sasai, K., & Bah, A. S. (2023). Multi-objective optimization for the sustainability of infrastructure projects under the influence of climate change. Sustainable and Resilient Infrastructure, 8(5), 492-513. DOI : 10.1080/23789689.2023.2171197
  • Gagnon, M.-H., Power, G., & Toupin, D. (2023). The sum of all fears: Forecasting international returns using option-implied risk measures. Journal of Banking and Finance, 146, 106701. DOI : 10.1016/j.jbankfin.2022.106701
  • Aka, C., Gagnon, M.-H., & Power, G. (2023). The performance of jump models to price commodity options. Journal of Derivatives, 31(2), 101-127. DOI : 10.3905/jod.2023.1.189
  • Power, G., Soumaré, I., & Tandja M., D. C. (2022). Certification by financial and legal advisors in private debt markets. The Financial Review, 57(4), 893-923. DOI : 10.1111/fire.12322
  • Vedenov, D., & Power, G. (2022). We don't need no fancy hedges! Or do we?. International Review of Financial Analysis, 81, 102060. DOI : 10.1016/j.irfa.2022.102060
  • Bah, A. S., Sanchez, T., Zhang, Y., Sasai, K., Conciatori, D., Chouinard, L. E., Power, G., & Zufferey, N. (2022). Assessing the condition state of concrete bridge combining visual inspection and nonlinear deterioration model. Structure and Infrastructure Engineering. DOI : 10.1080/15732479.2022.2081987
  • Kammoun, M., Power, G., & Tandja M., D. C. (2022). Capital market reactions to project finance loans. Finance Research Letters, 45, 102115. DOI : 10.1016/j.frl.2021.102115
  • Power, G., Rani, N., & Mandal, A. (2022). Corporate control and the choice of investment financing: The case of corporate acquisitions in India. Review of Quantitative Finance and Accounting, 58(1), 41-68. DOI : 10.1007/s11156-021-00987-0
  • Power, G., & Tandja M., D. C. (2022). Should lenders also advise? Evidence from project loans. Journal of Financial Research, 45(4), 961-985. DOI : 10.1111/jfir.12304
  • Gagnon, M.-H., Power, G., & Toupin, D. (2022). Forecasting market index volatility using Ross-recovered distributions. Quantitative Finance, 22(2), 255-271. DOI : 10.1080/14697688.2021.1939407
  • Liu, P., Power, G., & Vedenov, D. (2021). Fair-weather Friends? Sector-specific volatility connectedness and transmission. International Review of Economics & Finance, 76, 712-736. DOI : 10.1016/j.iref.2021.06.004
  • Mandal, A., Poshakwale, S., & Power, G. (2021). Do investors gain from forecasting the asymmetric return comovements of financial and real assets?. International Journal of Finance & Economics, 26(3), 3246-3268. DOI : 10.1002/ijfe.1961
  • Zhang, Y., Chouinard, L. E., Conciatori, D., & Power, G. (2021). Bayesian procedures for updating deterioration space-time models for optimizing the utility of concrete structures. Engineering Structures, 228, 111522. DOI : 10.1016/j.engstruct.2020.111522
  • De Oliveira, A. M. B., Mandal, A., Power, G., & Felipe, I. J. D. (2021). Monitoring COVID-19 in Brazil: an application of growth functions to assess the performance of States. Revista Tecnologia E Sociedade, 17(46), 264-274. DOI : 10.3895/rts.v17n46.12363
  • De Oliveira, A. M. B., Binner, J. M., Mandal, A., Kelly, L., & Power, G. (2021). Using GAM functions and Markov-Switching models in an evaluation framework to assess countries' performance in controlling the COVID-19 pandemic. BMC Public Health, 21, 2173. DOI : 10.1186/s12889-021-11891-6
  • Gagnon, M.-H., Manseau, G., & Power, G. (2020). They're back! Post-financialization diversification benefits of commodities. International Review of Financial Analysis, 71, 101515. DOI : 10.1016/j.irfa.2020.101515
  • Zhang, Y., Chouinard, L. E., Power, G., Tandja Mbianda, C., & Bastien, J. (2020). Flexible decision analysis procedures for optimizing the sustainability of ageing infrastructure under climate change. Sustainable and Resilient Infrastructure, 5(1-2), 90-101. DOI : 10.1080/23789689.2018.1448665
  • Gagnon, M.-H., & Power, G. (2020). International oil market risk anticipations and the cushing bottleneck: Option-implied evidence. The Energy Journal, 41(6). DOI : 10.5547/01956574.41.6.mgag
  • Tandja Mbianda, C., Power, G., & Bastien, J. (2018). Real Option Valuation in a Gollier/Weitzman World: The Effect of Long-Run Discount Rate Uncertainty. The Energy Journal, 39(5). DOI : 10.5547/01956574.39.5.dtan
  • Eaves, J., Williams, J., & Power, G. (2016). Do Traders Strategically Time their Pledges During Real-World Walrasian Auctions?. Journal of Banking and Finance, 71, 109-118. DOI : 10.1016/j.jbankfin.2016.04.018
  • Power, G., Burris, M., Vadali, S., & Vedenov, D. (2016). Valuation of Strategic Options in Public-Private Partnerships. Transportation Research Part A: Policy and Practice, 90, 50-68. DOI : 10.1016/j.tra.2016.05.015
  • Power, G., & Vedenov, D. (2010). Dealing With Downside Risk in a Multi-Commodity Setting: A Case for a "Texas Hedge" ?. Journal of Futures Markets, 30(3), 290-304. DOI : 10.1002/fut.20411
  • Power, G., & Turvey, C. G. (2010). Long-Range Dependence in the Volatility of Commodity Futures Prices: Wavelet-Based Evidence. Physica A: Statistical Mechanics and its Applications, 389(1), 79-90. DOI : 10.1016/j.physa.2009.08.037
  • Power, G., & Turvey, C. (2009). On the exit value of a forward contract. Journal of Futures Markets, 29(2), 179-196.

Communications dans une conférence avec actes

  • S. Bah, A., Sanchez, T., Zhang, Y., Sasai, K., Conciatori, D., Chouinard, L., Power, G., & Zufferey, N. (2020). Assessing the Condition of Reinforced Concrete Bridge Using Visual Inspection Ratings. XV International Conference on Durability of Building Materials and Components (DBMC), Barcelone, Espagne.

Communications dans une conférence sans actes

  • Gagnon, M.-H., Aka, C., & Power, G. (2025). Volatility transmission between commodity option and futures markets. Huture of Finance conference, Edinbourg, Royaume-Uni.
  • Gagnon, M.-H., Aka, C., & Power, G. (2025). Volatility transmission between commodity option and futures markets. Oxford IFABS meeting, Oxford, Royaume-Uni.
  • Gagnon, M.-H., Aka, C., & Power, G. (2025). Volatility transmission between commodity option and futures markets. Aix- Marseille/Kyoto university seminar, France.
  • Letourneau, P., Power, G., & Smith, G. (2025). Gold futures and the expected inflation risk premium in the US stock market. Commodity markets winter workshop, Zell am See, Autriche.
  • Aka, C., Gagnon, M.-H., & Power, G. (2024). Volatility transmission between commodity option and futures markets. Computational and Financial Econometrics Computational and Methodological Statistics, King’s College, Londres, Royaume-Uni.
  • Letourneau, P., Power, G., & Smith, G. (2024). Gold futures and the expected inflation risk premium in the US stock market. Journée du CRREP, Canada.
  • Aka, C., Gagnon, M.-H., & Power, G. (2024). Predicting commodity futures returns using machine learning methods. Commodity and energy markets association, Boston, Etats-Unis d'Amérique.
  • Boucher, S.-P., Gagnon, M.-H., & Power, G. (2024). Commodity ETFs and price discovery. Southwestern Finance Association, Las Vegas, Etats-Unis d'Amérique.
  • Aka, C., Gagnon, M.-H., & Power, G. (2024). Predicting commodity futures returns using machine learning methods. Commodity markets winter workshop, Montréal, Canada.
  • Boucher, S.-P., Gagnon, M.-H., & Power, G. (2024). Commodity ETFs and price discovery. Commodity markets winter workshop, Montréal, Canada.
  • Aka, C., Gagnon, M.-H., & Power, G. (2023). Predicting commodity futures returns using machine learning methods. CORS, Montréal, Canada.
  • Boucher, S. P., Gagnon, M.-H., & Power, G. (2023). Have ETFs improved the information discovery process in the underlying securities?. Société Canadienne de sciences économiques, Montréal, Canada.
  • Aka, C., Gagnon, M.-H., & Power, G. (2023). Predicting commodity futures returns using machine learning methods. CORS, Montréal, Canada.
  • Power, G., & Mbianda Tandja, D. C. (2022). Does it pay to be green? The impact of Equator principles on project finance loans. World Finance & Banking Association, Miami, Etats-Unis d'Amérique.
  • Power, G. (2022). Has financialization changed the impact of macro announcements on futures markets?. University of Illinois Urbana-Champaign, Urbana, Etats-Unis d'Amérique.
  • Power, G. (2022). Has financialization changed the impact of macro announcements on futures markets?. South Dakota State University, Brookings, Etats-Unis d'Amérique.
  • Power, G. (2022). Harvesting variance risk premiums. University of Wisconsin Whitewater Business School, Whitewater, Etats-Unis d'Amérique.
  • Power, G., & Mbianda Tandja, D. C. (2022). Does it pay to be green? The impact of Equator principles on project finance loans. Financial Management Association, Europe meetings, Lyon, France.
  • Gagnon, M.-H., Power, G., & Toupin, D. (2022). Ross recovery and the contemporaneous pricing kernel. Multinational finance society. Multinational Finance Society, Gdansk, Pologne.
  • Boucher, S.-P., Gagnon, M.-H., & Power, G. (2022). Has financialization changed the impact of macro announcements on commodity markets?. Multinational Finance Society, Gdansk, Pologne.
  • Power, G., & Mbianda Tandja, D. C. (2022). Does it pay to Be green? The impact of Equator principles on project finance loans. Global Finance Conference, Braga, Portugal.
  • Power, G., & Mbianda Tandja, D. C. (2022). Does it pay to be green? The impact of Equator principles on project finance loans. Conference on International Finance, Sustainable and Climate Finance and Growth (CINSC), Napoli, Italie.
  • Aka, C., Gagnon, M.-H., & Power, G. (2022). Performance of jump models to price commodity options. CORS/INFORMS International Conference, Vancouver, Canada.

Rapports de recherche

Autres chercheurs

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Autres chercheurs

  • Martin Noël

Autres chercheurs

  • Gabriel John Power
  • David Conciatori
  • Mahdi Ben Ftima
  • Marc Constantin
  • Benoît Bissonnette
  • Benoît Fournier

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