Access Statistics for Philip Garcia

Author contact details at EconPapers.

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 0 54
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 0 0 68 1 4 8 182
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 0 12 3 4 7 71
BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS 0 0 0 0 2 2 3 442
Basis Risk and Weather Hedging Effectiveness 0 0 0 201 1 5 11 647
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 1 97 0 0 4 484
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 0 48 1 5 6 149
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 1 2 60 4 5 9 499
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 1 42 0 1 5 186
Complex Choices: Producers Risk Management Strategies 0 0 0 54 0 1 3 328
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 122 1 1 3 1,155
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 1 45 2 4 10 168
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 1 1 2 72
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 2 2 4 98
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 29 0 0 2 131
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 0 0 0 20 5 8 17 160
Dynamic Decision Making in Agricultural Futures and Options Markets 0 0 1 53 2 2 3 149
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 20 1 2 4 136
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 0 0 21 0 1 5 40
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 0 0 1 75
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 0 740 0 1 1 2,633
Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency 0 0 0 7 1 1 1 17
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 2 3 7 92
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 1 2 94 1 3 4 510
Farmers' Subjective Perceptions of Yield and Yield Risk 0 1 1 13 0 1 1 53
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 0 0 0 34 0 1 1 75
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 0 0 0 23 0 1 8 106
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 22 0 0 1 128
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 35 0 1 1 138
Incorporating Basis Expectation into Hedging Effectiveness Measures 0 0 0 0 0 2 5 10
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 6 2 3 8 70
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 0 81 0 0 0 321
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 0 27 0 1 3 112
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market 0 0 0 26 0 0 2 73
Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements 0 0 0 25 0 1 5 63
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 0 4 1 1 3 36
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 8 4 4 4 67
Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets 0 0 0 18 0 1 1 81
MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS 0 0 0 0 0 0 1 5
Market Depth in Lean Hog and Live Cattle Futures Markets 0 0 0 54 0 5 6 369
Measuring Liquidity Costs in Agricultural Futures Markets 0 0 0 42 1 2 2 134
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 0 1 16 2 5 7 56
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 0 96 3 4 4 171
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 0 0 0 76 4 7 10 186
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 1 1 2 45
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 17 1 2 3 95
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS 0 0 0 48 0 0 10 256
Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions 0 0 0 9 2 2 5 49
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 0 74 0 0 1 215
Probability Distortion and Loss Aversion in Futures Hedging 0 0 0 19 0 1 2 133
Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use 0 1 2 31 1 2 6 132
Purpose and potential for commodity exchanges in African economies 0 0 2 60 1 2 7 195
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 32 3 3 5 172
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 0 0 1 52 2 2 4 130
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 0 0 82 1 4 6 703
Spatial Aggregation and Weather Risk Management 0 0 0 26 0 1 3 81
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 0 3 1 1 3 26
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 24 3 4 4 112
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 0 50 2 3 4 318
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 0 0 2 109 0 2 7 420
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 0 2 39 1 2 5 157
TOWARDS MEASURING PRODUCER WELFARE UNDER OUTPUT PRICE UNCERTAINTY AND RISK NON-NEUTRALITY 0 0 0 20 0 0 2 78
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 0 0 0 11 0 0 3 76
The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components 0 0 1 28 0 0 3 64
The Forecasting Value of New Crop Futures: A Decision-Making Framework 0 0 0 292 0 1 2 2,019
The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits 0 1 2 66 0 1 5 390
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 1 1 1 48 1 1 3 205
To What Surprises Do Hog Futures Markets Respond? 0 0 0 9 0 0 2 55
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 0 26 1 1 1 111
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 0 0 25 1 3 5 166
Total Working Papers 1 6 23 3,607 69 135 296 17,135


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 1 2 3 24
A Multivariate Logit Analysis of Farmers' Use of Financial Information 0 0 0 3 0 1 2 14
A selected review of agricultural commodity futures and options markets 0 0 0 0 6 9 18 611
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization 0 0 0 78 0 0 1 193
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 5 7 9
Basis Expectations and Soybean Hedging Effectiveness 0 0 0 4 0 2 2 15
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets 0 0 0 4 0 1 3 15
Basis risk and weather hedging effectiveness 0 0 0 30 1 3 3 121
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 32 1 4 7 153
Bubbles in food commodity markets: Four decades of evidence 0 1 3 89 2 8 15 320
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 1 1 2 37
Composite and Outlook Forecast Accuracy 0 0 0 16 2 3 5 122
Crop Production Contracts and Marketing Strategies: What Drives Their Use? 0 0 0 0 2 2 3 94
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 21 1 1 3 111
Dominant‐satellite relationships between live cattle cash and futures markets 0 0 0 5 1 2 3 22
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 1 1 1 328
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis 0 0 0 1 0 5 5 13
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 0 1 3 14
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 1 1 1 214
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 1 1 1 19
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 1 1 10 2 3 6 40
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 23 0 0 4 149
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 1 0 0 1 18
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply 0 0 0 0 1 1 1 3
Futures Market Failure? 0 0 2 27 1 3 9 137
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 1 1 2 19 6 8 12 65
Graphical Illustration of Interaction Effects in Binary Choice Models: A Note 0 0 0 2 1 2 2 35
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity 0 0 1 81 1 2 6 204
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 1 15 0 1 4 82
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 3 65
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 1 1 1 72 1 1 1 272
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 0 0 0 3 0 0 2 23
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 0 0 1 24 1 2 7 84
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 0 0 25 0 0 2 124
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 0 44 0 1 2 157
Lead‐lag relationships between trading volume and price variability: New evidence 0 0 2 34 0 1 6 70
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 28 1 2 2 186
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 0 1 27 3 5 7 134
Managing price risks using and local polynomial kernel forecasts 0 0 0 13 0 0 5 56
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction 0 0 0 1 0 0 1 5
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 1 3 76 1 2 7 289
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 0 14 3 3 4 62
Measuring producer welfare under output price uncertainty and risk non‐neutrality 0 0 0 50 1 4 5 248
Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms 0 0 0 32 1 5 7 149
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 0 1 5 1 1 3 21
Measuring the effect of risk attitude on marketing behavior 0 0 0 15 1 2 4 67
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 1 1 2 17 2 2 5 59
Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets 0 0 0 0 0 0 1 13
Options-based forecasts of futures prices in the presence of limit moves 0 0 0 30 1 1 2 111
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 0 2 4 175
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 1 1 2 21
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 0 8 1 2 4 51
Price Explosiveness, Speculation, and Grain Futures Prices 0 0 2 50 1 1 6 171
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 0 0 1 2 2 2 18
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers 0 0 0 1 0 0 3 7
Probability weighting and loss aversion in futures hedging 0 0 0 41 1 1 2 211
Producers' complex risk management choices 0 0 0 12 1 1 5 81
RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY 0 0 0 0 0 1 1 53
Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts 0 0 0 23 1 2 2 98
Recovering probabilistic information from option markets: Tests of distributional assumptions 0 0 1 11 0 0 4 39
Relaxing standard hedging assumptions in the presence of downside risk 0 0 0 27 1 2 4 97
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 11 1 1 2 66
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 0 1 6 0 0 3 38
Robust live hog pricing strategies under uncertain prices and risk preferences 0 0 0 1 0 0 0 15
Short-term price density forecasts in the lean hog futures market 0 1 2 13 4 5 7 45
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 1 1 2 10
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 0 6 0 0 2 29
Speculation and corn prices 0 1 2 12 1 3 6 70
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 32 2 2 2 158
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 10 0 0 3 35
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 0 1 36 0 2 6 92
THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS 0 0 0 80 0 1 3 245
THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS 0 0 0 36 0 1 2 148
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 3 3 3 4 27
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 1 10 0 3 7 39
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 0 0 3 11
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 0 0 4 0 0 3 20
The Effects of Spain's Entry into the European Community on the Spanish Hog Market 0 0 0 0 0 0 1 391
The Impact of Price Risk on Sow Farrowings, 1967–78 0 0 0 1 0 1 1 4
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 1 1 1 2 3 18
The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis 0 0 1 4 0 1 2 14
The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results 0 0 0 0 1 1 1 14
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 92 3 4 6 452
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 0 154 2 2 6 563
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 1 1 3 3 16
The components of the bid†ask spread: Evidence from the corn futures market 0 0 0 4 0 0 1 37
The demise of the high fructose corn syrup futures contract: A case study 0 0 0 6 1 1 1 29
The informational content of the shape of utility functions: financial strategic behavior 0 0 0 24 1 5 5 109
The poverty challenge: How individual decision-making behavior influences poverty 0 0 0 77 0 0 0 352
The value of public information in commodity futures markets 0 0 0 79 2 3 4 245
Time-varying risk premium: further evidence in agricultural futures markets 0 0 3 77 0 1 7 222
To What Surprises Do Hog Futures Markets Respond? 0 0 0 1 2 3 5 13
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 47 1 1 1 148
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 1 4 199
Using a Decision Support Framework to Evaluate Forecasts 0 0 0 2 0 0 1 5
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets 0 0 1 73 2 3 4 337
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 0 0 204 0 1 6 519
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 0 0 2 492
What Killed the Diammonium Phosphate Futures Contract? 0 0 1 4 1 1 4 21
Total Journal Articles 3 8 38 2,659 92 177 371 12,162


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 1 3 62 0 3 11 221
Total Chapters 0 1 3 62 0 3 11 221


Statistics updated 2025-12-06