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 3 5 59
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 0 0 68 0 1 19 197
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 0 12 0 1 18 84
BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS 0 0 0 0 0 0 5 445
Basis Risk and Weather Hedging Effectiveness 0 1 1 202 0 2 32 673
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 1 98 0 2 13 496
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 0 48 0 0 13 157
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 0 1 60 0 2 15 509
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 1 43 0 1 13 198
Complex Choices: Producers Risk Management Strategies 0 0 0 54 0 1 10 337
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 122 0 3 13 1,167
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 0 45 0 1 20 182
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 0 1 10 81
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 0 0 11 107
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 29 0 2 6 137
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 0 0 0 20 1 4 64 215
Dynamic Decision Making in Agricultural Futures and Options Markets 0 0 1 53 0 1 14 160
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 20 0 0 4 138
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 0 0 21 0 0 7 46
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 1 2 6 81
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 1 741 2 5 20 2,652
Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency 0 0 0 7 0 2 4 20
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 1 8 97
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 0 1 94 1 10 24 531
Farmers' Subjective Perceptions of Yield and Yield Risk 0 0 1 13 0 0 7 59
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 0 0 0 34 2 2 10 84
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 1 1 1 24 1 3 15 120
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 22 0 1 10 137
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 35 0 0 13 150
Incorporating Basis Expectation into Hedging Effectiveness Measures 0 0 0 0 0 0 8 15
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 6 0 2 18 84
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 0 81 0 8 24 345
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 0 27 0 4 9 120
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market 0 0 0 26 0 1 6 79
Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements 0 0 0 25 2 3 17 78
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 0 4 0 0 9 44
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 8 0 2 11 74
Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets 0 0 0 18 0 0 6 86
MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS 0 0 0 0 0 1 8 13
Market Depth in Lean Hog and Live Cattle Futures Markets 0 0 0 54 0 0 13 377
Measuring Liquidity Costs in Agricultural Futures Markets 0 0 0 42 0 1 10 142
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 1 1 17 0 3 38 89
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 0 96 0 0 12 179
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 0 1 2 78 1 6 28 206
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 0 1 8 51
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 17 0 1 15 108
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS 0 0 0 48 0 2 7 263
Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions 0 0 0 9 0 3 28 75
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 0 74 0 0 7 222
Probability Distortion and Loss Aversion in Futures Hedging 0 0 0 19 0 1 9 141
Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use 0 0 1 31 0 2 9 139
Purpose and potential for commodity exchanges in African economies 0 0 0 60 0 1 16 208
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 32 0 1 10 178
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 0 0 1 53 0 1 11 139
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 0 0 82 0 0 20 719
Spatial Aggregation and Weather Risk Management 0 0 0 26 0 0 10 90
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 0 3 1 1 8 33
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 24 0 1 10 118
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 0 50 0 2 10 325
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 0 0 0 109 1 2 42 460
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 0 0 39 0 2 7 162
TOWARDS MEASURING PRODUCER WELFARE UNDER OUTPUT PRICE UNCERTAINTY AND RISK NON-NEUTRALITY 0 0 0 20 0 1 5 83
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 0 0 0 11 0 0 9 83
The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components 0 0 0 28 0 1 7 71
The Forecasting Value of New Crop Futures: A Decision-Making Framework 0 0 0 292 0 1 6 2,024
The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits 0 0 1 66 0 1 13 402
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 0 0 2 49 0 2 7 211
To What Surprises Do Hog Futures Markets Respond? 0 0 0 9 1 2 12 66
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 0 26 0 1 6 116
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 0 0 25 0 4 22 185
Total Working Papers 1 4 17 3,617 14 116 940 17,922


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 0 6 28
A Multivariate Logit Analysis of Farmers' Use of Financial Information 0 0 0 3 0 0 11 24
A selected review of agricultural commodity futures and options markets 0 0 0 0 2 3 21 622
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization 0 0 0 78 1 2 8 201
Aggregate Versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois 0 0 0 1 0 0 4 10
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies 0 0 0 0 1 1 8 12
Basis Expectations and Soybean Hedging Effectiveness 0 0 0 4 0 0 7 20
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets 0 0 0 4 1 1 6 20
Basis risk and weather hedging effectiveness 0 1 2 32 0 1 11 129
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 32 0 0 13 162
Bubbles in food commodity markets: Four decades of evidence 0 1 3 90 1 4 26 337
COMBINING ECONOMIC AND BIOLOGICAL DATA TO ESTIMATE THE IMPACT OF POLLUTION ON CROP PRODUCTION 0 0 0 6 1 1 8 48
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 1 1 4 0 2 8 44
Composite and Outlook Forecast Accuracy 0 0 0 16 0 0 16 135
Crop Production Contracts and Marketing Strategies: What Drives Their Use? 0 0 0 0 0 2 8 100
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 21 1 2 13 122
Dominant‐satellite relationships between live cattle cash and futures markets 0 0 0 5 0 0 10 30
EFFICIENCY MEASURES USING THE RAY-HOMOTHETIC FUNCTION: A MULTIPERIOD ANALYSIS 0 0 0 12 0 1 11 132
ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE 0 0 1 120 0 1 12 339
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 0 1 7 19
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 1 1 11 224
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 0 1 6 24
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 0 1 10 2 2 10 47
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 23 0 0 6 155
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 1 1 1 9 27
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply 0 0 0 0 0 0 5 7
Futures Market Failure? 0 0 2 29 0 0 10 144
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 0 1 3 21 2 3 20 76
Graphical Illustration of Interaction Effects in Binary Choice Models: A Note 0 0 0 2 1 1 3 36
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity 0 0 3 84 1 2 15 217
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 0 15 0 0 14 94
Improving the accuracy of outlook price forecasts 0 0 0 0 1 1 8 64
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 8 3 4 28 91
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 1 72 1 1 9 280
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 0 0 1 4 4 6 17 40
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 0 0 0 24 0 0 5 87
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 0 0 25 0 1 13 137
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 0 44 0 1 14 170
Lead‐lag relationships between trading volume and price variability: New evidence 0 0 0 34 0 2 9 78
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 28 1 3 17 201
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 0 0 27 0 2 23 152
Managing price risks using and local polynomial kernel forecasts 0 0 0 13 1 1 6 62
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction 0 0 0 1 1 7 13 18
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 0 1 76 0 1 12 298
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 0 14 0 1 14 73
Measuring producer welfare under output price uncertainty and risk non‐neutrality 0 0 0 50 0 0 9 252
Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms 0 0 0 32 0 1 8 152
Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches 0 0 0 20 0 0 7 99
Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions 0 0 1 6 0 1 4 24
Measuring the effect of risk attitude on marketing behavior 0 0 0 15 0 2 8 73
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power 0 0 0 0 0 0 8 31
New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets 0 1 3 19 0 2 13 69
Options-based forecasts of futures prices in the presence of limit moves 0 0 0 30 0 1 9 119
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 1 2 15 187
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 1 2 12 32
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 0 8 0 0 5 53
Price Explosiveness, Speculation, and Grain Futures Prices 0 0 3 52 0 4 13 181
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 1 1 2 0 1 6 22
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers 0 0 0 1 1 2 6 13
Probability weighting and loss aversion in futures hedging 0 0 0 41 1 1 12 222
Producers' complex risk management choices 0 0 0 12 1 1 19 98
RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY 0 0 0 0 0 0 2 54
Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts 0 0 0 23 0 0 11 107
Recovering probabilistic information from option markets: Tests of distributional assumptions 0 0 1 12 0 0 4 43
Relaxing standard hedging assumptions in the presence of downside risk 0 0 0 27 1 1 9 104
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 11 1 2 10 75
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 1 1 7 1 2 9 47
Robust live hog pricing strategies under uncertain prices and risk preferences 0 0 0 1 1 2 4 19
Short-term price density forecasts in the lean hog futures market 0 0 1 13 1 2 15 55
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 0 1 6 15
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 0 6 0 3 13 42
Speculation and corn prices 0 0 2 13 0 2 10 76
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 32 1 2 14 170
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 7 42
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 0 0 36 0 0 10 100
THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS 0 0 0 80 0 1 5 249
THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS 0 0 1 37 1 1 15 162
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 3 0 0 9 33
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 1 10 0 1 13 48
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 2 2 8 19
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 0 0 4 0 1 5 25
The Effects of Spain's Entry into the European Community on the Spanish Hog Market 0 0 0 0 1 1 6 397
The Impact of Price Risk on Sow Farrowings, 1967–78 0 0 0 1 1 1 8 11
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 0 1 0 1 10 26
The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis 0 0 0 4 0 0 4 17
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 92 1 3 14 462
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 0 154 0 0 9 569
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 1 0 0 8 21
The components of the bid†ask spread: Evidence from the corn futures market 0 0 0 4 1 1 7 43
The demise of the high fructose corn syrup futures contract: A case study 0 0 0 6 0 0 5 33
The informational content of the shape of utility functions: financial strategic behavior 0 0 0 24 1 2 15 119
The poverty challenge: How individual decision-making behavior influences poverty 0 0 0 77 1 3 7 359
The value of public information in commodity futures markets 0 0 0 79 0 0 15 257
Time-varying risk premium: further evidence in agricultural futures markets 0 0 0 77 0 1 9 230
To What Surprises Do Hog Futures Markets Respond? 0 0 0 1 0 2 9 18
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 47 0 0 9 156
Understanding heterogeneous preferences of cooperative members 0 1 1 32 1 4 11 188
Usefulness of Pretests for Estimating Underlying Technologies Using Dual Profit Functions 0 0 0 25 0 0 4 202
Using a Decision Support Framework to Evaluate Forecasts 0 0 0 2 0 0 3 8
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets 0 0 0 73 0 0 23 357
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 0 0 204 2 3 16 532
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 4 0 0 15 35
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 0 0 4 496
Total Journal Articles 0 8 35 2,682 51 129 1,055 12,984
3 registered items for which data could not be found


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 1 62 0 0 11 229
Total Chapters 0 0 1 62 0 0 11 229


Statistics updated 2026-08-07