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 9 0 1 2 37
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 0 1 65 1 1 4 159
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 0 10 1 2 3 54
BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS 0 0 0 0 1 2 3 432
Basis Risk and Weather Hedging Effectiveness 1 1 3 192 3 7 19 580
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 1 3 92 2 6 13 456
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 0 0 2 44 2 4 10 107
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 1 1 51 2 7 17 429
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 0 38 3 3 3 161
Complex Choices: Producers Risk Management Strategies 0 0 0 54 2 3 4 313
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 121 0 0 3 1,141
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 3 41 1 3 10 139
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 2 2 2 54
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 3 5 7 82
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 1 1 29 0 1 1 121
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 0 1 3 11 0 3 14 54
Dynamic Decision Making in Agricultural Futures and Options Markets 3 3 4 50 4 4 6 136
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 19 1 1 2 108
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 1 1 19 0 2 6 20
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 0 3 7 65
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 2 739 1 2 14 2,612
Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency 0 0 0 7 0 0 0 14
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 13 0 2 5 70
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 0 0 89 0 0 2 489
Farmers' Subjective Perceptions of Yield and Yield Risk 0 0 1 11 1 1 5 40
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 0 1 3 23 0 1 3 52
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 0 0 1 22 0 0 4 37
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 21 0 0 2 121
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 33 2 4 5 124
Incorporating Basis Expectation into Hedging Effectiveness Measures 0 0 0 0 0 0 0 1
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 4 0 0 4 48
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 0 74 0 1 2 299
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 2 25 0 1 5 92
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market 0 1 1 26 3 5 5 66
Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements 0 0 1 19 0 2 7 35
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 1 4 1 1 2 29
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 6 1 1 3 51
Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets 0 0 0 17 1 1 3 75
MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS 0 0 0 0 0 0 0 1
Market Depth in Lean Hog and Live Cattle Futures Markets 0 0 2 51 1 2 11 335
Measuring Liquidity Costs in Agricultural Futures Markets 0 0 0 42 0 2 5 121
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 0 1 9 0 0 6 13
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 1 92 3 3 7 126
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 0 1 3 65 3 4 12 130
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 0 0 0 38
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 16 2 3 4 86
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS 0 1 5 33 2 6 19 169
Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions 0 0 0 6 2 3 4 32
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 0 73 0 0 4 201
Probability Distortion and Loss Aversion in Futures Hedging 0 0 2 17 2 6 23 114
Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use 0 0 0 28 3 4 5 111
Purpose and potential for commodity exchanges in African economies 0 0 1 43 3 5 14 131
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 30 1 3 4 149
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 0 0 0 51 2 2 2 122
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 1 1 81 0 1 4 663
Spatial Aggregation and Weather Risk Management 0 0 0 26 2 4 4 69
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 1 1 0 1 5 5
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 22 0 0 0 95
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 0 48 0 0 2 284
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 0 0 3 105 0 0 10 392
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 1 1 34 1 3 4 135
TOWARDS MEASURING PRODUCER WELFARE UNDER OUTPUT PRICE UNCERTAINTY AND RISK NON-NEUTRALITY 0 0 0 19 0 0 0 68
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 0 0 0 10 0 0 2 64
The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components 0 0 0 25 1 2 2 45
The Forecasting Value of New Crop Futures: A Decision-Making Framework 0 0 0 292 2 2 4 2,005
The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits 0 0 0 59 1 1 2 368
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 0 0 0 44 1 3 7 178
To What Surprises Do Hog Futures Markets Respond? 0 0 0 8 0 0 4 43
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 1 26 2 3 8 100
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 0 0 21 1 2 3 148
Total Working Papers 4 15 56 3,396 73 147 388 15,444


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 1 3 1 2 5 15
A Multivariate Logit Analysis of Farmers' Use of Financial Information 0 0 0 1 0 0 0 5
A selected review of agricultural commodity futures and options markets 0 0 0 0 1 5 16 542
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization 2 3 3 74 6 8 12 179
Aggregate Versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois 0 0 0 1 0 0 0 5
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies 0 0 0 0 0 0 1 2
Basis Expectations and Soybean Hedging Effectiveness 0 0 1 1 0 0 2 3
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets 0 0 2 3 1 1 6 10
Basis risk and weather hedging effectiveness 1 1 2 26 3 4 7 100
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 30 1 2 7 126
Bubbles in food commodity markets: Four decades of evidence 0 2 10 65 4 14 33 212
COMBINING ECONOMIC AND BIOLOGICAL DATA TO ESTIMATE THE IMPACT OF POLLUTION ON CROP PRODUCTION 0 0 0 6 0 0 0 32
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 0 3 2 2 3 23
Composite and Outlook Forecast Accuracy 0 0 0 14 1 4 5 94
Crop Production Contracts and Marketing Strategies: What Drives Their Use? 0 0 0 0 0 0 2 85
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 19 2 3 6 92
Dominant‐satellite relationships between live cattle cash and futures markets 0 0 1 2 0 0 2 11
EFFICIENCY MEASURES USING THE RAY-HOMOTHETIC FUNCTION: A MULTIPERIOD ANALYSIS 0 0 0 12 1 2 5 118
ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE 0 0 1 115 0 0 5 313
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis 0 0 0 0 0 1 2 4
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 0 1 1 212
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 0 0 0 3
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 0 1 1 4
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 0 3 5 2 5 15 24
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 22 1 1 2 133
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 0 0 0 1 7
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply 0 0 0 0 0 0 0 2
Futures Market Failure? 0 0 0 13 1 5 9 51
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 0 0 0 10 0 1 3 35
Graphical Illustration of Interaction Effects in Binary Choice Models: A Note 0 0 1 1 0 0 8 11
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity 0 1 2 75 2 4 8 181
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 0 14 1 1 1 73
Improving the accuracy of outlook price forecasts 0 0 0 0 2 2 2 47
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 7 1 2 5 58
Information, Pricing and Efficiency in Cash and Futures Markets: The Case of Hogs 0 0 0 0 0 2 4 85
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 1 71 0 1 6 262
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 0 0 0 0 1 1 3 6
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 2 3 3 20 2 3 8 62
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 1 1 24 2 3 7 107
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 2 41 1 1 5 146
Lead‐lag relationships between trading volume and price variability: New evidence 0 0 4 9 0 0 5 24
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 1 28 2 2 5 176
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 0 0 24 0 0 1 108
Managing price risks using and local polynomial kernel forecasts 0 0 0 13 0 0 2 43
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction 0 0 0 0 0 0 1 1
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 0 0 72 0 0 2 270
Measuring producer welfare under output price uncertainty and risk non-neutrality 1 1 1 14 1 1 2 53
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 0 49 0 0 0 238
Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms 0 0 0 31 1 1 2 139
Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches 0 0 0 20 1 3 6 75
Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions 0 0 0 4 0 0 0 8
Measuring the effect of risk attitude on marketing behavior 0 0 1 13 1 1 5 46
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power 0 0 0 0 1 2 4 15
New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets 0 0 1 9 0 0 3 36
Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets 0 0 0 0 1 1 3 9
Options-based forecasts of futures prices in the presence of limit moves 0 0 1 29 0 0 3 105
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 2 3 5 164
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 0 0 0 16
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 2 7 2 3 5 31
Price Explosiveness, Speculation, and Grain Futures Prices 0 1 8 30 1 8 19 85
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 0 0 0 2 2 3 12
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers 0 0 1 1 0 0 2 3
Probability weighting and loss aversion in futures hedging 0 0 0 40 0 1 4 198
Producers' complex risk management choices 0 0 0 12 0 0 1 72
RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY 0 0 0 0 0 0 1 48
Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts 1 1 2 20 6 10 20 80
Recovering probabilistic information from option markets: Tests of distributional assumptions 0 0 1 6 0 0 3 17
Relaxing standard hedging assumptions in the presence of downside risk 0 0 0 22 0 0 2 79
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 10 1 2 3 49
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 1 1 2 0 2 6 11
Robust live hog pricing strategies under uncertain prices and risk preferences 0 0 0 0 0 1 1 6
Short-term price density forecasts in the lean hog futures market 0 0 2 3 2 5 13 17
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 0 0 1 6
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 3 6 0 1 5 15
Speculation and corn prices 0 1 3 4 5 14 26 37
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 1 27 0 4 10 135
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 6 0 2 4 15
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 1 3 34 0 1 3 78
THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS 0 0 0 78 0 2 6 231
THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS 0 0 0 35 0 0 3 139
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 2 0 0 0 17
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 1 6 1 1 2 17
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 0 0 0 3
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 0 1 1 0 0 2 7
The Effects of Spain's Entry into the European Community on the Spanish Hog Market 0 0 0 0 0 0 1 384
The Impact of Price Risk on Sow Farrowings, 1967–78 0 0 0 0 0 0 0 2
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 0 0 0 1 3 11
The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis 0 0 0 2 0 0 0 7
The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results 0 0 0 0 1 1 2 6
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 90 1 1 7 437
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 1 152 1 2 4 543
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 0 0 0 0 8
The components of the bid†ask spread: Evidence from the corn futures market 0 0 0 2 0 1 6 14
The demise of the high fructose corn syrup futures contract: A case study 0 0 0 2 0 0 0 14
The informational content of the shape of utility functions: financial strategic behavior 0 0 0 24 0 0 1 97
The poverty challenge: How individual decision-making behavior influences poverty 0 0 0 75 8 9 14 345
The value of public information in commodity futures markets 0 0 0 69 2 3 5 172
Time-varying risk premium: further evidence in agricultural futures markets 0 0 3 71 3 5 10 205
To What Surprises Do Hog Futures Markets Respond? 0 0 0 0 0 0 0 3
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 46 3 4 4 136
Understanding heterogeneous preferences of cooperative members 0 0 0 29 0 0 2 172
Usefulness of Pretests for Estimating Underlying Technologies Using Dual Profit Functions 0 0 0 24 0 1 2 194
Using a Decision Support Framework to Evaluate Forecasts 0 0 0 1 0 0 0 3
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets 2 3 7 61 7 9 33 269
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 4 8 194 3 13 24 479
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 0 0 2 481
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 0 1 2 3 5
Total Journal Articles 9 24 91 2,361 99 207 525 10,401


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 54 3 6 13 166
Total Chapters 0 0 2 54 3 6 13 166


Statistics updated 2020-02-04