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 1 2 56
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 0 0 68 2 6 13 190
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 0 12 0 8 14 80
BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS 0 0 0 0 0 2 5 445
Basis Risk and Weather Hedging Effectiveness 0 0 0 201 0 10 26 663
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 1 1 1 98 5 7 12 493
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 0 48 2 4 11 155
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 0 1 60 0 3 13 505
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 1 1 43 1 10 14 197
Complex Choices: Producers Risk Management Strategies 0 0 0 54 0 3 7 334
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 122 0 3 4 1,158
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 1 45 4 7 19 179
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 0 4 8 79
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 2 8 11 106
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 29 0 2 4 134
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 0 0 0 20 6 23 52 199
Dynamic Decision Making in Agricultural Futures and Options Markets 0 0 1 53 0 6 11 157
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 20 0 0 4 137
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 0 0 21 0 4 8 45
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 1 2 3 78
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 1 1 741 4 6 10 2,642
Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency 0 0 0 7 0 1 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 0 1 6 95
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 0 2 94 2 6 11 517
Farmers' Subjective Perceptions of Yield and Yield Risk 0 0 1 13 0 3 5 57
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 0 0 0 34 0 1 5 79
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 0 0 0 23 1 4 13 114
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 22 1 5 8 135
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 35 2 7 10 147
Incorporating Basis Expectation into Hedging Effectiveness Measures 0 0 0 0 1 2 8 15
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 6 0 2 15 78
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 0 81 4 6 16 337
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 0 27 0 2 5 115
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market 0 0 0 26 0 2 2 75
Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements 0 0 0 25 3 6 10 70
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 0 4 0 5 7 42
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 8 0 3 7 70
Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets 0 0 0 18 0 4 6 86
MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS 0 0 0 0 1 4 5 10
Market Depth in Lean Hog and Live Cattle Futures Markets 0 0 0 54 0 6 11 375
Measuring Liquidity Costs in Agricultural Futures Markets 0 0 0 42 0 3 9 141
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 0 1 16 1 12 28 78
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 0 96 1 5 11 178
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 0 0 0 76 0 7 18 196
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 0 3 7 50
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 17 1 10 13 106
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS 0 0 0 48 0 4 7 260
Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions 0 0 0 9 2 14 21 67
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 0 74 1 2 5 219
Probability Distortion and Loss Aversion in Futures Hedging 0 0 0 19 1 5 6 138
Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use 0 0 1 31 1 3 8 136
Purpose and potential for commodity exchanges in African economies 0 0 2 60 0 4 12 202
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 32 0 3 8 176
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 0 0 2 53 0 4 9 136
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 0 0 82 1 11 19 717
Spatial Aggregation and Weather Risk Management 0 0 0 26 0 5 9 89
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 0 3 1 3 6 30
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 24 3 4 8 116
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 0 50 1 2 8 323
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 0 0 1 109 3 28 36 452
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 0 3 3 81
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 0 0 0 11 2 5 7 81
The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components 0 0 0 28 0 6 7 70
The Forecasting Value of New Crop Futures: A Decision-Making Framework 0 0 0 292 0 2 3 2,021
The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits 0 0 1 66 0 2 6 394
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 0 1 2 49 0 3 7 209
To What Surprises Do Hog Futures Markets Respond? 0 0 0 9 0 3 7 61
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 0 26 1 1 4 114
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 0 0 25 0 7 16 177
Total Working Papers 1 4 20 3,612 62 355 718 17,645


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 4 6 28
A Multivariate Logit Analysis of Farmers' Use of Financial Information 0 0 0 3 1 2 7 19
A selected review of agricultural commodity futures and options markets 0 0 0 0 0 5 17 616
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization 0 0 0 78 1 3 3 196
Aggregate Versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois 0 0 0 1 1 1 2 8
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies 0 0 0 0 0 1 6 10
Basis Expectations and Soybean Hedging Effectiveness 0 0 0 4 2 3 5 18
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets 0 0 0 4 0 2 3 17
Basis risk and weather hedging effectiveness 0 0 0 30 0 2 6 124
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 32 1 2 9 157
Bubbles in food commodity markets: Four decades of evidence 0 0 3 89 4 9 22 331
COMBINING ECONOMIC AND BIOLOGICAL DATA TO ESTIMATE THE IMPACT OF POLLUTION ON CROP PRODUCTION 0 0 0 6 0 6 6 46
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 0 3 1 3 5 41
Composite and Outlook Forecast Accuracy 0 0 0 16 1 9 13 131
Crop Production Contracts and Marketing Strategies: What Drives Their Use? 0 0 0 0 1 3 6 98
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 21 0 1 5 113
Dominant‐satellite relationships between live cattle cash and futures markets 0 0 0 5 1 5 8 28
EFFICIENCY MEASURES USING THE RAY-HOMOTHETIC FUNCTION: A MULTIPERIOD ANALYSIS 0 0 0 12 1 8 10 131
ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE 0 1 1 120 0 7 10 337
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis 0 0 0 1 1 4 10 18
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 0 7 9 222
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 0 3 6 17
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 1 2 3 21
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 0 1 10 0 2 8 43
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 23 1 4 5 154
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 1 1 4 5 23
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply 0 0 0 0 1 3 4 6
Futures Market Failure? 0 1 2 28 1 6 12 143
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 0 0 1 19 0 7 18 72
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 2 2 3 84 2 7 12 212
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 0 15 0 7 12 91
Improving the accuracy of outlook price forecasts 0 0 0 0 1 5 5 61
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 8 1 10 20 83
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 1 72 1 3 7 278
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 0 1 1 4 1 6 10 31
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 0 0 1 24 0 1 4 85
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 0 0 25 0 8 12 135
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 0 44 0 4 10 165
Lead‐lag relationships between trading volume and price variability: New evidence 0 0 1 34 0 3 7 74
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 28 0 8 12 196
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 0 0 27 2 8 17 146
Managing price risks using and local polynomial kernel forecasts 0 0 0 13 0 2 6 58
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction 0 0 0 1 1 5 6 11
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 0 2 76 1 6 11 296
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 0 14 1 5 12 71
Measuring producer welfare under output price uncertainty and risk non‐neutrality 0 0 0 50 0 1 8 251
Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms 0 0 0 32 0 0 8 150
Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches 0 0 0 20 0 5 7 99
Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions 1 1 1 6 1 2 3 23
Measuring the effect of risk attitude on marketing behavior 0 0 0 15 0 3 6 70
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power 0 0 0 0 1 5 6 29
New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets 0 1 2 18 0 4 11 66
Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets 0 0 0 0 2 7 9 21
Options-based forecasts of futures prices in the presence of limit moves 0 0 0 30 1 4 6 116
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 1 2 7 179
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 1 4 5 25
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 0 8 0 0 5 52
Price Explosiveness, Speculation, and Grain Futures Prices 1 1 3 51 2 3 11 176
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 0 0 1 0 2 4 20
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers 0 0 0 1 0 3 3 10
Probability weighting and loss aversion in futures hedging 0 0 0 41 1 6 8 218
Producers' complex risk management choices 0 0 0 12 0 9 17 95
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 0 6 10 106
Recovering probabilistic information from option markets: Tests of distributional assumptions 1 1 1 12 1 4 6 43
Relaxing standard hedging assumptions in the presence of downside risk 0 0 0 27 0 5 8 103
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 11 0 1 6 70
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 0 1 6 0 5 8 44
Robust live hog pricing strategies under uncertain prices and risk preferences 0 0 0 1 0 2 2 17
Short-term price density forecasts in the lean hog futures market 0 0 1 13 1 5 12 51
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 0 3 5 13
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 0 6 0 5 6 35
Speculation and corn prices 0 0 3 13 0 0 9 73
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 10 2 3 5 39
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 32 0 6 11 167
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 0 1 36 2 4 11 98
THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS 0 0 0 80 0 3 6 248
THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS 0 1 1 37 2 6 9 155
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 3 0 2 8 31
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 1 10 1 5 13 45
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 0 1 1 12
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 0 0 4 0 3 6 24
The Effects of Spain's Entry into the European Community on the Spanish Hog Market 0 0 0 0 2 3 4 394
The Impact of Price Risk on Sow Farrowings, 1967–78 0 0 0 1 0 3 5 8
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 1 1 1 4 8 23
The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis 0 0 1 4 0 2 4 16
The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results 0 0 0 0 0 6 7 20
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 92 0 3 9 456
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 0 154 0 5 10 568
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 1 1 3 6 19
The components of the bid†ask spread: Evidence from the corn futures market 0 0 0 4 0 4 5 41
The demise of the high fructose corn syrup futures contract: A case study 0 0 0 6 1 4 5 33
The informational content of the shape of utility functions: financial strategic behavior 0 0 0 24 0 2 8 112
The poverty challenge: How individual decision-making behavior influences poverty 0 0 0 77 0 2 3 355
The value of public information in commodity futures markets 0 0 0 79 0 7 13 254
Time-varying risk premium: further evidence in agricultural futures markets 0 0 1 77 1 1 7 225
To What Surprises Do Hog Futures Markets Respond? 0 0 0 1 0 2 6 15
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 47 0 2 5 152
Understanding heterogeneous preferences of cooperative members 0 0 0 31 0 5 5 182
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 3 3 8
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets 0 0 1 73 7 13 21 354
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 0 0 204 3 6 11 527
What Killed the Diammonium Phosphate Futures Contract? 0 0 1 4 1 5 11 29
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 0 0 1 492
Total Journal Articles 5 10 37 2,671 69 421 826 12,709


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 3 62 0 2 13 226
Total Chapters 0 0 3 62 0 2 13 226


Statistics updated 2026-04-09