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 1 1 1 55
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 0 0 68 2 6 10 184
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 0 12 1 5 8 72
BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS 0 0 0 0 1 3 4 443
Basis Risk and Weather Hedging Effectiveness 0 0 0 201 6 10 17 653
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 1 97 2 2 6 486
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 0 48 2 6 8 151
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 0 1 60 3 7 11 502
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 1 42 1 2 5 187
Complex Choices: Producers Risk Management Strategies 0 0 0 54 3 4 6 331
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 122 0 1 2 1,155
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 1 45 4 8 13 172
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 3 4 5 75
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 0 2 4 98
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 29 1 1 2 132
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 0 0 0 20 16 24 32 176
Dynamic Decision Making in Agricultural Futures and Options Markets 0 0 1 53 2 4 5 151
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 20 1 3 5 137
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 0 0 21 1 1 6 41
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 1 1 2 76
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 0 740 3 4 4 2,636
Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency 0 0 0 7 0 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 5 8 94
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 0 2 94 1 2 5 511
Farmers' Subjective Perceptions of Yield and Yield Risk 0 0 1 13 1 1 2 54
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 0 0 0 34 3 4 4 78
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 0 0 0 23 4 4 11 110
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 22 2 2 3 130
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 35 2 3 3 140
Incorporating Basis Expectation into Hedging Effectiveness Measures 0 0 0 0 3 4 8 13
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 6 6 8 14 76
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 0 81 10 10 10 331
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 0 27 1 1 4 113
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 1 2 6 64
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 0 4 1 2 4 37
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 8 0 4 4 67
Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets 0 0 0 18 1 2 2 82
MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS 0 0 0 0 1 1 2 6
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 4 6 6 138
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 0 1 16 10 14 17 66
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 0 96 2 6 6 173
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 0 0 0 76 3 9 13 189
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 2 3 4 47
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 17 1 3 4 96
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 4 6 8 53
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 0 74 2 2 3 217
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 0 1 31 1 2 6 133
Purpose and potential for commodity exchanges in African economies 0 0 2 60 3 4 9 198
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 32 1 4 6 173
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 1 1 2 53 2 4 6 132
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 0 0 82 3 7 9 706
Spatial Aggregation and Weather Risk Management 0 0 0 26 3 4 6 84
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 0 3 1 2 4 27
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 24 0 4 4 112
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 0 50 3 6 7 321
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 0 0 2 109 4 6 10 424
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 0 2 39 1 3 6 158
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 2 3 6 392
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 0 1 1 48 1 2 4 206
To What Surprises Do Hog Futures Markets Respond? 0 0 0 9 3 3 5 58
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 0 26 2 3 3 113
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 0 0 25 4 7 9 170
Total Working Papers 1 3 22 3,608 155 275 438 17,290


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 2 3 24
A Multivariate Logit Analysis of Farmers' Use of Financial Information 0 0 0 3 3 3 5 17
A selected review of agricultural commodity futures and options markets 0 0 0 0 0 7 17 611
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 1 1 1 7
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies 0 0 0 0 0 3 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 4 4 122
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 32 2 6 9 155
Bubbles in food commodity markets: Four decades of evidence 0 1 3 89 2 10 16 322
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 2 3 38
Composite and Outlook Forecast Accuracy 0 0 0 16 0 2 5 122
Crop Production Contracts and Marketing Strategies: What Drives Their Use? 0 0 0 0 1 3 4 95
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 21 1 2 4 112
Dominant‐satellite relationships between live cattle cash and futures markets 0 0 0 5 1 2 4 23
EFFICIENCY MEASURES USING THE RAY-HOMOTHETIC FUNCTION: A MULTIPERIOD ANALYSIS 0 0 0 12 2 2 2 123
ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE 0 0 0 119 2 3 3 330
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis 0 0 0 1 1 6 6 14
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 1 2 2 215
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 0 1 3 14
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 0 1 1 19
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 0 1 10 1 3 6 41
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 23 1 1 4 150
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 1 1 1 2 19
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply 0 0 0 0 0 1 1 3
Futures Market Failure? 0 0 2 27 0 2 8 137
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 0 1 1 19 0 8 11 65
Graphical Illustration of Interaction Effects in Binary Choice Models: A Note 0 0 0 2 0 2 2 35
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity 1 1 1 82 1 3 6 205
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 1 15 2 3 6 84
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 8 9 11 73
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 1 1 72 3 4 4 275
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 0 0 0 3 2 2 4 25
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 0 0 1 24 0 2 7 84
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 0 0 25 3 3 5 127
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 0 44 4 5 6 161
Lead‐lag relationships between trading volume and price variability: New evidence 0 0 1 34 1 2 5 71
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 28 2 4 4 188
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 0 1 27 4 9 11 138
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 1 1 2 6
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 1 3 76 1 3 7 290
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 0 14 4 7 8 66
Measuring producer welfare under output price uncertainty and risk non‐neutrality 0 0 0 50 2 6 7 250
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 8 150
Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches 0 0 0 20 2 2 2 94
Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions 0 0 1 5 0 1 3 21
Measuring the effect of risk attitude on marketing behavior 0 0 0 15 0 2 4 67
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power 0 0 0 0 1 1 1 24
New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets 0 1 1 17 3 5 7 62
Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets 0 0 0 0 1 1 2 14
Options-based forecasts of futures prices in the presence of limit moves 0 0 0 30 1 2 3 112
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 2 4 6 177
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 0 1 2 21
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 0 8 1 3 5 52
Price Explosiveness, Speculation, and Grain Futures Prices 0 0 2 50 2 3 8 173
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 0 0 1 0 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 2 3 212
Producers' complex risk management choices 0 0 0 12 5 6 10 86
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 2 4 4 100
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 5 98
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 11 3 4 5 69
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 0 1 6 1 1 4 39
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 1 13 1 6 7 46
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 0 1 2 10
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 0 6 1 1 3 30
Speculation and corn prices 1 2 3 13 3 6 9 73
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 32 3 5 5 161
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 10 1 1 3 36
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 0 1 36 2 4 7 94
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 1 1 3 149
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 3 2 5 6 29
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 1 10 1 3 8 40
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 0 0 2 11
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 0 0 4 1 1 4 21
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 1 2 2 5
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 1 1 1 2 4 19
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 0 1 1 14
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 92 1 5 7 453
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 0 154 0 2 6 563
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 1 0 2 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 0 1 1 29
The informational content of the shape of utility functions: financial strategic behavior 0 0 0 24 1 6 6 110
The poverty challenge: How individual decision-making behavior influences poverty 0 0 0 77 1 1 1 353
The value of public information in commodity futures markets 0 0 0 79 2 5 6 247
Time-varying risk premium: further evidence in agricultural futures markets 0 0 1 77 2 2 7 224
To What Surprises Do Hog Futures Markets Respond? 0 0 0 1 0 3 5 13
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 47 2 3 3 150
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 3 4 7 202
Using a Decision Support Framework to Evaluate Forecasts 0 0 0 2 0 0 0 5
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets 0 0 1 73 4 7 8 341
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 0 0 204 2 3 8 521
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 0 0 1 492
What Killed the Diammonium Phosphate Futures Contract? 0 0 1 4 3 4 6 24
Total Journal Articles 2 9 33 2,661 126 287 477 12,288


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 3 6 14 224
Total Chapters 0 1 3 62 3 6 14 224


Statistics updated 2026-01-09