Access Statistics for Philip Garcia

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NONLINEAR MODEL OF INFORMATION AND COORDINATION IN HOG PRODUCTION: TESTING THE COASIAN-FOWLERIAN DYNAMIC HYPOTHESES 0 0 0 13 0 0 1 54
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 0 0 68 1 3 3 177
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 0 12 1 2 2 66
BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS 0 0 0 0 0 1 1 440
Basis Risk and Weather Hedging Effectiveness 0 0 1 201 0 0 8 636
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 96 0 0 2 480
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 0 48 0 1 1 144
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 1 3 59 1 2 6 492
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 1 41 0 1 4 182
Complex Choices: Producers Risk Management Strategies 0 0 0 54 1 1 1 326
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 122 1 2 2 1,154
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 0 44 0 2 2 160
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 0 1 1 71
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 0 1 2 95
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 29 0 1 1 130
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 0 0 1 20 1 3 6 146
Dynamic Decision Making in Agricultural Futures and Options Markets 0 0 0 52 0 0 0 146
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 20 0 1 1 133
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 0 0 21 0 2 2 37
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 0 1 1 75
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 0 740 0 0 1 2,632
Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency 0 0 0 7 0 0 0 16
FACTORS EXPLAINING THE DIFFUSION OF HYBRID MAIZE: EVIDENCE FROM LATIN AMERICA AND THE CARIBBEAN IN SUPPORT OF THE LIFE CYCLE THEORY OF SEED INDUSTRY DEVELOPMENT 0 0 0 14 0 4 4 89
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 0 1 92 0 0 4 506
Farmers' Subjective Perceptions of Yield and Yield Risk 0 0 0 12 0 0 1 52
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 0 0 0 34 0 0 1 74
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 0 0 0 23 2 3 5 101
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 22 0 0 0 127
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 35 0 0 0 137
Incorporating Basis Expectation into Hedging Effectiveness Measures 0 0 0 0 0 2 2 7
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 1 6 1 1 5 63
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 1 81 0 0 1 321
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 1 27 1 1 3 110
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market 0 0 0 26 0 2 2 73
Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements 0 0 1 25 1 2 6 60
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 0 4 0 1 1 34
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 8 0 0 3 63
Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets 0 0 0 18 0 0 0 80
MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS 0 0 0 0 0 1 1 5
Market Depth in Lean Hog and Live Cattle Futures Markets 0 0 0 54 1 1 3 364
Measuring Liquidity Costs in Agricultural Futures Markets 0 0 0 42 0 0 0 132
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 0 0 15 1 1 1 50
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 0 96 0 0 0 167
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 0 0 0 76 1 1 2 177
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 0 0 0 43
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 17 0 0 0 92
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS 0 0 0 48 1 1 4 247
Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions 0 0 1 9 0 1 2 45
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 0 74 0 0 1 214
Probability Distortion and Loss Aversion in Futures Hedging 0 0 1 19 0 1 3 132
Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use 0 1 1 30 1 2 2 128
Purpose and potential for commodity exchanges in African economies 0 0 3 58 0 2 15 190
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 32 0 1 2 168
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 0 0 0 51 0 0 0 126
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 0 0 82 0 1 5 698
Spatial Aggregation and Weather Risk Management 0 0 0 26 1 2 3 80
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 0 3 0 1 3 24
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 24 0 0 1 108
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 0 50 1 1 1 315
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 1 1 1 108 2 3 4 416
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 0 0 37 0 0 0 152
TOWARDS MEASURING PRODUCER WELFARE UNDER OUTPUT PRICE UNCERTAINTY AND RISK NON-NEUTRALITY 0 0 0 20 0 1 1 77
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 0 0 0 11 1 1 1 74
The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components 0 1 1 28 0 1 1 62
The Forecasting Value of New Crop Futures: A Decision-Making Framework 0 0 0 292 1 1 1 2,018
The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits 0 0 2 64 0 2 8 387
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 0 0 0 47 0 0 1 202
To What Surprises Do Hog Futures Markets Respond? 0 0 0 9 0 1 1 54
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 0 26 0 0 1 110
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 0 1 25 0 0 2 161
Total Working Papers 1 4 22 3,588 22 68 156 16,907


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
$25 spring wheat was a bubble, right? 0 0 0 4 0 1 1 22
A Multivariate Logit Analysis of Farmers' Use of Financial Information 0 0 0 3 0 0 1 12
A selected review of agricultural commodity futures and options markets 0 0 0 0 1 4 14 597
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization 0 0 0 78 0 0 0 192
Aggregate Versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois 0 0 0 1 0 0 0 6
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies 0 0 0 0 2 2 2 4
Basis Expectations and Soybean Hedging Effectiveness 0 0 0 4 0 0 1 13
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets 0 0 0 4 2 2 2 14
Basis risk and weather hedging effectiveness 0 0 1 30 0 0 3 118
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 1 32 1 2 4 148
Bubbles in food commodity markets: Four decades of evidence 0 0 1 86 1 2 7 307
COMBINING ECONOMIC AND BIOLOGICAL DATA TO ESTIMATE THE IMPACT OF POLLUTION ON CROP PRODUCTION 0 0 0 6 0 0 0 40
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 0 3 0 1 1 36
Composite and Outlook Forecast Accuracy 0 0 0 16 1 1 2 118
Crop Production Contracts and Marketing Strategies: What Drives Their Use? 0 0 0 0 0 1 2 92
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 21 0 0 1 108
Dominant‐satellite relationships between live cattle cash and futures markets 0 0 0 5 1 1 1 20
EFFICIENCY MEASURES USING THE RAY-HOMOTHETIC FUNCTION: A MULTIPERIOD ANALYSIS 0 0 0 12 0 0 0 121
ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE 0 0 0 119 0 0 1 327
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis 0 0 1 1 0 0 1 8
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 0 0 0 11
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 0 0 0 213
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 0 0 0 18
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 0 0 9 0 1 1 35
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 23 2 4 5 149
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 1 1 1 1 18
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply 0 0 0 0 0 0 0 2
Futures Market Failure? 0 1 1 26 1 3 6 131
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 0 1 1 18 0 1 1 54
Graphical Illustration of Interaction Effects in Binary Choice Models: A Note 0 0 0 2 0 0 0 33
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity 0 1 1 81 0 2 6 200
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 0 14 0 0 0 78
Improving the accuracy of outlook price forecasts 0 0 0 0 0 0 0 56
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 8 1 1 1 63
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 0 71 0 0 2 271
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 0 0 0 3 0 0 1 21
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 0 0 0 23 0 0 0 77
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 0 0 25 1 1 1 123
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 1 44 0 0 1 155
Lead‐lag relationships between trading volume and price variability: New evidence 0 1 6 33 0 2 9 66
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 28 0 0 0 184
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 1 2 27 0 1 2 128
Managing price risks using and local polynomial kernel forecasts 0 0 0 13 1 1 2 52
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction 0 0 0 1 0 1 2 5
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 1 1 74 1 3 5 285
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 0 14 1 1 1 59
Measuring producer welfare under output price uncertainty and risk non‐neutrality 0 0 0 50 0 0 0 243
Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms 0 0 1 32 0 0 1 142
Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches 0 0 0 20 0 0 0 92
Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions 0 1 1 5 0 2 6 20
Measuring the effect of risk attitude on marketing behavior 0 0 1 15 1 1 2 64
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power 0 0 0 0 0 0 0 23
New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets 0 1 2 16 0 1 3 55
Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets 0 0 0 0 0 0 0 12
Options-based forecasts of futures prices in the presence of limit moves 0 0 0 30 1 1 1 110
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 0 1 3 172
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 1 1 1 20
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 0 8 0 0 0 47
Price Explosiveness, Speculation, and Grain Futures Prices 0 0 1 48 0 0 4 165
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 0 1 1 0 0 1 16
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers 0 0 0 1 3 3 3 7
Probability weighting and loss aversion in futures hedging 0 0 0 41 0 0 0 209
Producers' complex risk management choices 0 0 0 12 1 2 2 78
RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY 0 0 0 0 0 0 0 52
Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts 0 0 0 23 0 0 0 96
Recovering probabilistic information from option markets: Tests of distributional assumptions 0 0 2 10 1 1 3 36
Relaxing standard hedging assumptions in the presence of downside risk 0 0 1 27 1 1 3 94
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 11 0 0 1 64
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 0 0 5 0 0 2 35
Robust live hog pricing strategies under uncertain prices and risk preferences 0 0 0 1 0 0 2 15
Short-term price density forecasts in the lean hog futures market 0 1 2 12 0 1 3 39
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 0 0 0 8
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 0 6 0 1 1 28
Speculation and corn prices 0 0 0 10 0 0 2 64
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 1 10 0 2 5 34
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 1 32 0 0 2 156
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 0 0 35 0 1 2 87
THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS 0 0 0 80 0 0 1 242
THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS 0 0 0 36 0 0 0 146
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 3 0 0 0 23
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 0 9 0 0 4 32
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 2 3 5 11
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 0 1 4 0 1 2 18
The Effects of Spain's Entry into the European Community on the Spanish Hog Market 0 0 0 0 0 0 0 390
The Impact of Price Risk on Sow Farrowings, 1967–78 0 0 0 1 0 0 0 3
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 0 0 0 0 1 15
The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis 0 0 1 3 0 0 1 12
The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results 0 0 0 0 0 0 0 13
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 92 1 1 2 447
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 0 154 1 1 2 558
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 1 0 0 0 13
The components of the bid†ask spread: Evidence from the corn futures market 0 0 0 4 0 0 2 36
The demise of the high fructose corn syrup futures contract: A case study 0 0 0 6 0 0 0 28
The informational content of the shape of utility functions: financial strategic behavior 0 0 0 24 0 0 1 104
The poverty challenge: How individual decision-making behavior influences poverty 0 0 0 77 0 0 1 352
The value of public information in commodity futures markets 0 0 1 79 0 0 2 241
Time-varying risk premium: further evidence in agricultural futures markets 0 2 2 76 0 2 2 217
To What Surprises Do Hog Futures Markets Respond? 0 0 0 1 0 1 2 9
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 47 0 0 0 147
Understanding heterogeneous preferences of cooperative members 0 0 0 31 0 0 0 177
Usefulness of Pretests for Estimating Underlying Technologies Using Dual Profit Functions 0 0 0 25 0 0 0 195
Using a Decision Support Framework to Evaluate Forecasts 0 0 0 2 0 1 1 5
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets 0 0 1 72 0 0 6 333
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 0 1 204 0 3 6 516
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 0 1 2 491
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 3 0 1 4 18
Total Journal Articles 0 11 38 2,632 31 74 191 11,865


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 0 59 1 3 7 213
Total Chapters 0 0 0 59 1 3 7 213


Statistics updated 2025-03-03