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 3 5 59
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 0 0 68 0 7 19 197
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 0 12 1 4 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 1 10 35 673
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 1 98 1 3 13 496
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 0 48 0 2 13 157
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 0 1 60 0 4 15 509
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 1 43 0 1 14 198
Complex Choices: Producers Risk Management Strategies 0 0 0 54 0 3 10 337
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 122 1 9 13 1,167
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 0 45 0 3 21 182
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 1 2 10 81
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 0 1 12 107
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 29 1 3 6 137
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 0 0 0 20 3 15 63 214
Dynamic Decision Making in Agricultural Futures and Options Markets 0 0 1 53 0 3 14 160
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 20 0 1 4 138
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 0 0 21 0 1 8 46
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 1 2 5 80
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 1 741 1 8 18 2,650
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 1 2 8 97
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 0 2 94 8 13 24 530
Farmers' Subjective Perceptions of Yield and Yield Risk 0 0 1 13 0 2 7 59
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 0 0 0 34 0 3 8 82
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 0 0 0 23 0 5 15 119
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 22 0 2 10 137
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 35 0 3 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 1 6 19 84
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 0 81 1 8 24 345
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 0 27 2 5 9 120
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market 0 0 0 26 0 4 6 79
Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements 0 0 0 25 1 6 16 76
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 0 4 0 2 9 44
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 8 2 4 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 3 8 13
Market Depth in Lean Hog and Live Cattle Futures Markets 0 0 0 54 0 2 13 377
Measuring Liquidity Costs in Agricultural Futures Markets 0 0 0 42 1 1 10 142
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 1 1 17 1 11 38 89
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 0 96 0 1 12 179
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 0 2 2 78 4 9 27 205
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 1 1 8 51
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 17 0 2 15 108
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS 0 0 0 48 0 3 9 263
Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions 0 0 0 9 1 8 28 75
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 0 74 0 3 8 222
Probability Distortion and Loss Aversion in Futures Hedging 0 0 0 19 0 3 9 141
Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use 0 0 1 31 2 3 9 139
Purpose and potential for commodity exchanges in African economies 0 0 0 60 0 6 16 208
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 32 0 2 10 178
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 0 0 1 53 0 3 11 139
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 0 0 82 0 2 20 719
Spatial Aggregation and Weather Risk Management 0 0 0 26 0 1 10 90
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 0 3 0 2 7 32
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 24 0 2 10 118
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 0 50 1 2 10 325
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 0 0 0 109 0 7 41 459
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 0 0 39 1 2 7 162
TOWARDS MEASURING PRODUCER WELFARE UNDER OUTPUT PRICE UNCERTAINTY AND RISK NON-NEUTRALITY 0 0 0 20 0 2 5 83
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 0 0 0 11 0 2 9 83
The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components 0 0 0 28 1 1 7 71
The Forecasting Value of New Crop Futures: A Decision-Making Framework 0 0 0 292 1 3 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 8 13 402
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 0 0 2 49 2 2 7 211
To What Surprises Do Hog Futures Markets Respond? 0 0 0 9 0 4 11 65
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 0 26 0 2 6 116
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 0 0 25 2 8 23 185
Total Working Papers 0 4 17 3,616 46 263 941 17,908


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 5 12 24
A selected review of agricultural commodity futures and options markets 0 0 0 0 0 4 19 620
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization 0 0 0 78 0 4 7 200
Aggregate Versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois 0 0 0 1 0 2 4 10
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies 0 0 0 0 0 1 7 11
Basis Expectations and Soybean Hedging Effectiveness 0 0 0 4 0 2 7 20
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets 0 0 0 4 0 2 5 19
Basis risk and weather hedging effectiveness 1 2 2 32 1 5 11 129
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 32 0 5 14 162
Bubbles in food commodity markets: Four decades of evidence 0 1 3 90 0 5 26 336
COMBINING ECONOMIC AND BIOLOGICAL DATA TO ESTIMATE THE IMPACT OF POLLUTION ON CROP PRODUCTION 0 0 0 6 0 1 7 47
Commodity Storage under Backwardation: Does the Working Curve Still Work? 1 1 1 4 2 3 8 44
Composite and Outlook Forecast Accuracy 0 0 0 16 0 4 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 0 8 12 121
Dominant‐satellite relationships between live cattle cash and futures markets 0 0 0 5 0 2 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 2 12 339
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis 0 0 0 1 0 1 11 19
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 0 2 7 19
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 0 1 10 223
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 0 3 6 24
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 0 1 10 0 2 9 45
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 23 0 1 6 155
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 1 0 3 8 26
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply 0 0 0 0 0 1 5 7
Futures Market Failure? 0 1 2 29 0 1 10 144
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 0 2 3 21 0 2 18 74
Graphical Illustration of Interaction Effects in Binary Choice Models: A Note 0 0 0 2 0 0 2 35
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity 0 0 3 84 0 4 14 216
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 0 15 0 3 14 94
Improving the accuracy of outlook price forecasts 0 0 0 0 0 2 7 63
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 8 0 5 25 88
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 1 72 0 1 8 279
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 0 0 1 4 1 5 15 36
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 0 0 0 24 0 2 5 87
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 0 0 25 1 2 13 137
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 0 44 0 5 15 170
Lead‐lag relationships between trading volume and price variability: New evidence 0 0 1 34 0 4 11 78
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 28 1 4 16 200
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 0 0 27 0 6 23 152
Managing price risks using and local polynomial kernel forecasts 0 0 0 13 0 3 9 61
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction 0 0 0 1 0 6 12 17
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 0 1 76 0 2 12 298
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 0 14 0 2 14 73
Measuring producer welfare under output price uncertainty and risk non‐neutrality 0 0 0 50 0 1 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 2 9 152
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 1 3 9 73
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power 0 0 0 0 0 2 8 31
New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets 0 1 3 19 1 3 14 69
Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets 0 0 0 0 0 2 10 23
Options-based forecasts of futures prices in the presence of limit moves 0 0 0 30 1 3 9 119
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 0 7 14 186
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 0 6 11 31
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 0 8 0 1 6 53
Price Explosiveness, Speculation, and Grain Futures Prices 0 1 4 52 2 5 15 181
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 1 1 2 0 2 6 22
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers 0 0 0 1 0 2 5 12
Probability weighting and loss aversion in futures hedging 0 0 0 41 0 3 11 221
Producers' complex risk management choices 0 0 0 12 0 2 18 97
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 1 11 107
Recovering probabilistic information from option markets: Tests of distributional assumptions 0 0 1 12 0 0 5 43
Relaxing standard hedging assumptions in the presence of downside risk 0 0 0 27 0 0 8 103
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 11 0 4 10 74
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 1 1 7 0 2 9 46
Robust live hog pricing strategies under uncertain prices and risk preferences 0 0 0 1 0 1 3 18
Short-term price density forecasts in the lean hog futures market 0 0 1 13 0 3 14 54
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 0 2 7 15
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 0 6 0 7 13 42
Speculation and corn prices 0 0 2 13 1 3 11 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 13 169
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 10 0 3 8 42
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 0 0 36 0 2 12 100
THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS 0 0 0 80 1 1 5 249
THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS 0 0 1 37 0 6 14 161
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 3 0 2 10 33
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 1 10 0 3 15 48
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 0 5 6 17
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 0 0 4 1 1 7 25
The Effects of Spain's Entry into the European Community on the Spanish Hog Market 0 0 0 0 0 2 5 396
The Impact of Price Risk on Sow Farrowings, 1967–78 0 0 0 1 0 2 7 10
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 1 1 0 3 11 26
The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis 0 0 0 4 0 1 4 17
The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results 0 0 0 0 0 4 11 24
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 92 0 5 13 461
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 0 154 0 1 9 569
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 1 0 2 8 21
The components of the bid†ask spread: Evidence from the corn futures market 0 0 0 4 0 1 6 42
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 0 6 14 118
The poverty challenge: How individual decision-making behavior influences poverty 0 0 0 77 1 3 6 358
The value of public information in commodity futures markets 0 0 0 79 0 3 15 257
Time-varying risk premium: further evidence in agricultural futures markets 0 0 1 77 0 5 11 230
To What Surprises Do Hog Futures Markets Respond? 0 0 0 1 0 3 9 18
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 47 0 4 9 156
Understanding heterogeneous preferences of cooperative members 1 1 1 32 2 5 10 187
Usefulness of Pretests for Estimating Underlying Technologies Using Dual Profit Functions 0 0 0 25 0 0 7 202
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 3 23 357
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 0 0 204 1 3 14 530
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 4 0 6 15 35
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 0 4 4 496
Total Journal Articles 3 12 39 2,683 19 290 1,074 12,999


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 2 62 0 3 13 229
Total Chapters 0 0 2 62 0 3 13 229


Statistics updated 2026-07-10