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 2 56
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 0 0 68 6 8 18 196
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 0 12 3 5 17 83
BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS 0 0 0 0 0 0 5 445
Basis Risk and Weather Hedging Effectiveness 0 0 0 201 8 10 33 671
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 1 1 98 1 6 12 494
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 0 48 2 4 13 157
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 0 1 60 2 3 14 507
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 1 43 0 4 13 197
Complex Choices: Producers Risk Management Strategies 0 0 0 54 2 2 9 336
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 122 6 6 10 1,164
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 0 45 2 6 20 181
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 1 2 9 80
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 1 4 12 107
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 29 1 2 5 135
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 0 0 0 20 12 23 63 211
Dynamic Decision Making in Agricultural Futures and Options Markets 0 0 1 53 2 4 13 159
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 20 1 1 4 138
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 0 0 21 1 2 9 46
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 1 2 4 79
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 1 1 741 5 10 15 2,647
Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency 0 0 0 7 0 0 2 18
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 1 7 96
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 0 2 94 4 7 15 521
Farmers' Subjective Perceptions of Yield and Yield Risk 0 0 1 13 2 3 7 59
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 0 0 0 34 3 3 8 82
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 0 0 0 23 3 5 16 117
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 22 1 3 9 136
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 35 3 7 13 150
Incorporating Basis Expectation into Hedging Effectiveness Measures 0 0 0 0 0 1 8 15
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 6 4 4 17 82
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 0 81 0 4 16 337
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 0 27 1 2 6 116
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market 0 0 0 26 3 3 5 78
Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements 0 0 0 25 5 9 15 75
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 0 4 2 4 9 44
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 8 2 2 9 72
Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets 0 0 0 18 0 1 6 86
MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS 0 0 0 0 2 3 7 12
Market Depth in Lean Hog and Live Cattle Futures Markets 0 0 0 54 2 3 13 377
Measuring Liquidity Costs in Agricultural Futures Markets 0 0 0 42 0 0 9 141
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 0 1 16 8 10 36 86
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 0 96 1 3 12 179
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 1 1 1 77 4 7 22 200
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 0 1 7 50
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 17 1 5 14 107
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS 0 0 0 48 1 2 8 261
Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions 0 0 0 9 5 13 26 72
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 0 74 3 4 8 222
Probability Distortion and Loss Aversion in Futures Hedging 0 0 0 19 2 4 8 140
Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use 0 0 1 31 1 2 9 137
Purpose and potential for commodity exchanges in African economies 0 0 1 60 5 5 16 207
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 32 1 2 9 177
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 0 0 1 53 2 2 10 138
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 0 0 82 2 8 21 719
Spatial Aggregation and Weather Risk Management 0 0 0 26 1 1 10 90
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 0 3 2 3 8 32
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 24 1 4 9 117
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 0 50 0 1 8 323
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 0 0 1 109 6 12 42 458
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 0 1 39 0 2 7 160
TOWARDS MEASURING PRODUCER WELFARE UNDER OUTPUT PRICE UNCERTAINTY AND RISK NON-NEUTRALITY 0 0 0 20 1 1 4 82
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 0 0 0 11 2 4 9 83
The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components 0 0 0 28 0 0 6 70
The Forecasting Value of New Crop Futures: A Decision-Making Framework 0 0 0 292 2 2 5 2,023
The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits 0 0 1 66 7 7 12 401
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 0 1 2 49 0 2 6 209
To What Surprises Do Hog Futures Markets Respond? 0 0 0 9 3 3 10 64
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 0 26 1 2 5 115
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 0 0 25 4 4 20 181
Total Working Papers 1 4 18 3,613 161 285 864 17,806


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 6 28
A Multivariate Logit Analysis of Farmers' Use of Financial Information 0 0 0 3 5 6 12 24
A selected review of agricultural commodity futures and options markets 0 0 0 0 3 4 20 619
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization 0 0 0 78 3 4 6 199
Aggregate Versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois 0 0 0 1 2 3 4 10
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies 0 0 0 0 1 1 7 11
Basis Expectations and Soybean Hedging Effectiveness 0 0 0 4 2 4 7 20
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets 0 0 0 4 2 2 5 19
Basis risk and weather hedging effectiveness 1 1 1 31 4 5 10 128
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 32 5 7 14 162
Bubbles in food commodity markets: Four decades of evidence 0 0 3 89 2 10 24 333
COMBINING ECONOMIC AND BIOLOGICAL DATA TO ESTIMATE THE IMPACT OF POLLUTION ON CROP PRODUCTION 0 0 0 6 1 3 7 47
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 0 3 1 2 6 42
Composite and Outlook Forecast Accuracy 0 0 0 16 4 6 16 135
Crop Production Contracts and Marketing Strategies: What Drives Their Use? 0 0 0 0 0 1 6 98
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 21 7 8 12 120
Dominant‐satellite relationships between live cattle cash and futures markets 0 0 0 5 2 3 10 30
EFFICIENCY MEASURES USING THE RAY-HOMOTHETIC FUNCTION: A MULTIPERIOD ANALYSIS 0 0 0 12 0 2 10 131
ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE 0 0 1 120 1 2 11 338
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis 0 0 0 1 1 3 11 19
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 1 2 10 223
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 1 1 6 18
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 2 3 5 23
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 0 1 10 2 2 10 45
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 23 1 3 6 155
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 1 3 5 8 26
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply 0 0 0 0 1 3 5 7
Futures Market Failure? 1 1 2 29 1 4 10 144
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 1 1 2 20 1 4 19 73
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 2 3 84 3 6 13 215
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 0 15 3 4 15 94
Improving the accuracy of outlook price forecasts 0 0 0 0 2 4 7 63
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 8 4 6 24 87
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 1 72 1 3 8 279
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 0 0 1 4 3 5 13 34
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 0 0 1 24 2 2 6 87
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 0 0 25 1 2 12 136
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 0 44 4 4 14 169
Lead‐lag relationships between trading volume and price variability: New evidence 0 0 1 34 2 3 9 76
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 28 2 6 14 198
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 0 0 27 4 8 21 150
Managing price risks using and local polynomial kernel forecasts 0 0 0 13 3 3 9 61
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction 0 0 0 1 0 3 6 11
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 0 2 76 1 4 12 297
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 0 14 1 3 13 72
Measuring producer welfare under output price uncertainty and risk non‐neutrality 0 0 0 50 1 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 1 1 9 151
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 1 1 6 0 1 3 23
Measuring the effect of risk attitude on marketing behavior 0 0 0 15 1 1 7 71
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power 0 0 0 0 2 5 8 31
New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets 0 1 2 18 1 2 12 67
Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets 0 0 0 0 2 7 11 23
Options-based forecasts of futures prices in the presence of limit moves 0 0 0 30 2 3 8 118
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 6 8 13 185
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 5 6 10 30
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 0 8 1 1 6 53
Price Explosiveness, Speculation, and Grain Futures Prices 1 2 4 52 1 4 12 177
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 0 0 1 1 1 5 21
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers 0 0 0 1 1 1 4 11
Probability weighting and loss aversion in futures hedging 0 0 0 41 3 4 11 221
Producers' complex risk management choices 0 0 0 12 2 6 19 97
RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY 0 0 0 0 0 1 2 54
Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts 0 0 0 23 1 3 11 107
Recovering probabilistic information from option markets: Tests of distributional assumptions 0 1 1 12 0 1 6 43
Relaxing standard hedging assumptions in the presence of downside risk 0 0 0 27 0 1 8 103
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 11 3 3 9 73
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 0 0 6 1 1 8 45
Robust live hog pricing strategies under uncertain prices and risk preferences 0 0 0 1 0 0 2 17
Short-term price density forecasts in the lean hog futures market 0 0 1 13 2 3 14 53
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 1 1 6 14
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 0 6 4 5 10 39
Speculation and corn prices 0 0 2 13 1 1 9 74
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 10 3 6 8 42
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 12 168
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 0 0 36 2 4 12 100
THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS 0 0 0 80 0 0 6 248
THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS 0 1 1 37 6 10 15 161
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 3 2 2 10 33
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 1 10 2 3 14 47
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 5 5 6 17
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 0 0 4 0 1 6 24
The Effects of Spain's Entry into the European Community on the Spanish Hog Market 0 0 0 0 2 4 6 396
The Impact of Price Risk on Sow Farrowings, 1967–78 0 0 0 1 2 2 7 10
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 1 1 2 4 10 25
The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis 0 0 0 4 1 1 4 17
The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results 0 0 0 0 4 4 11 24
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 92 3 6 12 459
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 0 154 1 1 11 569
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 1 2 3 8 21
The components of the bid†ask spread: Evidence from the corn futures market 0 0 0 4 1 1 6 42
The demise of the high fructose corn syrup futures contract: A case study 0 0 0 6 0 2 5 33
The informational content of the shape of utility functions: financial strategic behavior 0 0 0 24 5 5 13 117
The poverty challenge: How individual decision-making behavior influences poverty 0 0 0 77 1 1 4 356
The value of public information in commodity futures markets 0 0 0 79 3 4 16 257
Time-varying risk premium: further evidence in agricultural futures markets 0 0 1 77 4 5 11 229
To What Surprises Do Hog Futures Markets Respond? 0 0 0 1 1 2 7 16
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 47 4 4 9 156
Understanding heterogeneous preferences of cooperative members 0 0 0 31 2 2 7 184
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 1 73 3 12 24 357
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 0 0 204 2 6 13 529
What Killed the Diammonium Phosphate Futures Contract? 0 0 1 4 6 8 17 35
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 4 4 5 496
Total Journal Articles 4 11 36 2,675 212 356 1,025 12,921


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 3 4 13 229
Total Chapters 0 0 2 62 3 4 13 229


Statistics updated 2026-05-06