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 1 10 2 2 5 42
AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES 0 1 1 66 1 2 4 162
Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods 0 0 1 11 2 3 6 59
BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS 0 0 0 0 1 1 4 435
Basis Risk and Weather Hedging Effectiveness 0 0 4 195 2 2 18 595
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 92 1 2 8 462
Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files 1 1 2 46 3 5 17 122
Cash Settlement of Lean Hog Futures Contracts Reexamined 0 0 3 54 5 7 36 463
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 0 38 1 4 8 166
Complex Choices: Producers Risk Management Strategies 0 0 0 54 3 3 9 320
Did Producer Hedging Opportunities in the Live Hog Contract Decline? 0 0 0 121 1 1 2 1,143
Dissecting Corn Price Movements with Directed Acyclic Graphs 0 0 0 41 1 2 8 146
Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? 0 0 0 6 1 2 6 58
Do Interest Rates Explain Disaggregate Commodity Price Growth? 0 0 0 16 1 4 11 90
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 29 2 2 6 127
Does the Boxed Beef Price Inform the Live Cattle Futures Price? 1 1 4 15 3 7 49 103
Dynamic Decision Making in Agricultural Futures and Options Markets 0 0 3 50 2 4 9 141
ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE 0 0 0 19 2 2 19 126
Estimating Cost of Volatility Risk in Agricultural Commodity Markets 0 0 0 19 0 0 5 25
Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods 0 0 0 15 1 2 6 71
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches 0 0 0 739 1 1 9 2,620
Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency 0 0 0 7 1 1 1 15
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 2 2 6 76
FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES 0 1 1 90 2 4 7 496
Farmers' Subjective Perceptions of Yield and Yield Risk 0 0 0 11 2 2 5 44
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change 2 2 4 27 4 4 6 58
GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 0 0 1 23 3 4 8 45
HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR 0 0 0 21 0 0 1 122
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market 0 0 0 33 1 4 11 133
Incorporating Basis Expectation into Hedging Effectiveness Measures 0 0 0 0 2 2 3 4
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 4 1 1 2 50
Insights into Trader Behavior: Risk Aversion and Probability Weighting 0 0 0 74 0 0 4 303
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 1 26 1 2 8 100
Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market 0 0 0 26 1 1 5 68
Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements 0 0 0 19 1 4 7 42
Is Storage at a Loss Merely an Illusion of Aggregation? 0 0 0 4 1 1 4 32
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 1 1 7 1 4 8 58
Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets 0 0 0 17 1 1 3 77
MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS 0 0 0 0 1 1 2 3
Market Depth in Lean Hog and Live Cattle Futures Markets 0 0 0 51 3 4 14 348
Measuring Liquidity Costs in Agricultural Futures Markets 0 0 0 42 1 2 7 128
Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets 0 0 2 11 1 1 9 22
Measuring Risk Attitude and Relation to Marketing Behavior 0 0 1 93 1 5 16 139
Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies 0 0 5 70 3 6 19 146
OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES 0 0 0 4 1 1 4 42
PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS 0 0 0 16 1 1 5 89
PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS 1 2 11 44 3 8 38 205
Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions 0 0 1 7 1 1 6 36
Portfolio Diversification with Commodity Futures: Properties of Levered Futures 0 0 1 74 1 2 6 207
Probability Distortion and Loss Aversion in Futures Hedging 0 0 0 17 1 1 6 118
Producers' Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use 0 1 1 29 1 2 11 119
Purpose and potential for commodity exchanges in African economies 0 0 4 47 2 2 22 150
Relaxing Standard Hedging Assumptions in the Presence of Downside Risk 0 0 0 30 2 5 10 158
Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry 0 0 0 51 1 2 4 124
STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? 0 0 0 81 2 6 11 674
Spatial Aggregation and Weather Risk Management 0 0 0 26 3 6 8 75
THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES 0 0 2 3 2 6 12 17
THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS 0 0 0 22 1 1 2 97
THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS 0 0 1 49 2 6 14 298
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET 0 0 0 105 1 2 4 396
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH 0 0 1 35 3 4 6 140
TOWARDS MEASURING PRODUCER WELFARE UNDER OUTPUT PRICE UNCERTAINTY AND RISK NON-NEUTRALITY 0 0 0 19 1 1 2 70
The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 0 0 0 10 1 1 2 66
The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components 0 0 2 27 3 5 12 56
The Forecasting Value of New Crop Futures: A Decision-Making Framework 0 0 0 292 1 1 11 2,014
The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits 0 0 1 60 1 1 3 370
Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets 0 0 2 46 3 4 12 189
To What Surprises Do Hog Futures Markets Respond? 0 0 0 8 1 2 5 48
Unobserved Heterogeneity: Evidence and Implications for SMEs' Hedging Behavior 0 0 0 26 2 4 7 105
What Drives Strategic Behavior? A Framework to Explain and Predict SMEs' Transition to Sustainable Production Systems 0 1 1 22 2 4 5 152
Total Working Papers 5 11 63 3,455 113 193 629 16,000


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 3 1 1 3 17
A Multivariate Logit Analysis of Farmers' Use of Financial Information 0 0 2 3 0 0 6 11
A selected review of agricultural commodity futures and options markets 0 0 0 0 1 2 15 556
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization 1 1 4 76 2 2 11 184
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 0 2
Basis Expectations and Soybean Hedging Effectiveness 0 0 0 1 1 2 2 5
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets 0 0 1 4 0 0 3 12
Basis risk and weather hedging effectiveness 0 0 1 26 1 1 6 103
Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets 0 0 0 30 1 2 3 128
Bubbles in food commodity markets: Four decades of evidence 0 3 10 75 1 10 37 245
COMBINING ECONOMIC AND BIOLOGICAL DATA TO ESTIMATE THE IMPACT OF POLLUTION ON CROP PRODUCTION 0 0 0 6 0 1 2 34
Commodity Storage under Backwardation: Does the Working Curve Still Work? 0 0 0 3 1 1 5 26
Composite and Outlook Forecast Accuracy 0 0 0 14 1 3 6 99
Crop Production Contracts and Marketing Strategies: What Drives Their Use? 0 0 0 0 0 0 0 85
Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? 0 0 0 19 3 4 10 100
Dominant‐satellite relationships between live cattle cash and futures markets 0 1 2 4 0 1 3 14
EFFICIENCY MEASURES USING THE RAY-HOMOTHETIC FUNCTION: A MULTIPERIOD ANALYSIS 0 0 0 12 0 1 3 120
ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE 0 0 1 116 0 0 1 314
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis 0 0 0 0 0 0 1 5
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 37 0 0 0 212
Engaging Students in Research: The Use of Professional Dialogue 0 0 0 0 0 0 6 9
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased? 0 0 0 0 2 6 7 11
Exchange Rate Uncertainty and the Demand for U.S. Soybeans 0 0 2 7 0 0 7 29
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region 0 0 0 22 0 0 5 137
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms 0 0 0 0 0 0 0 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 1 2 15 3 5 20 70
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market 0 1 2 12 1 2 4 39
Graphical Illustration of Interaction Effects in Binary Choice Models: A Note 0 0 1 2 1 2 18 29
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity 1 1 1 76 1 1 4 183
IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES 0 0 0 14 0 0 3 75
Improving the accuracy of outlook price forecasts 0 0 0 0 1 1 3 48
Information Content in Deferred Futures Prices: Live Cattle and Hogs 0 0 0 7 1 1 2 59
Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options 0 0 0 71 2 2 4 266
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements 1 1 2 2 3 3 9 14
Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers 0 1 5 23 2 3 9 69
Is Storage at a Loss Merely an Illusion of Spatial Aggregation? 0 0 1 25 2 2 10 115
Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? 0 0 0 41 0 1 5 150
Lead‐lag relationships between trading volume and price variability: New evidence 0 1 2 11 0 1 3 27
Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting 0 0 0 28 2 3 8 182
MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER 0 0 1 25 3 5 14 122
Managing price risks using and local polynomial kernel forecasts 0 0 0 13 1 1 3 46
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction 0 0 0 0 0 0 1 2
Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct 0 0 0 72 1 3 3 273
Measuring producer welfare under output price uncertainty and risk non-neutrality 0 0 1 14 0 0 3 55
Measuring producer welfare under output price uncertainty and risk non‐neutrality 1 1 1 50 1 1 2 240
Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms 0 0 0 31 0 1 2 140
Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches 0 0 0 20 1 2 6 80
Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions 0 0 0 4 1 3 3 11
Measuring the effect of risk attitude on marketing behavior 1 1 1 14 2 3 4 49
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power 0 0 0 0 0 1 6 20
New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets 0 0 4 13 0 1 11 47
Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets 0 0 0 0 0 0 3 11
Options-based forecasts of futures prices in the presence of limit moves 0 0 0 29 0 0 2 107
PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES 0 0 0 58 0 0 4 166
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility 0 0 0 7 0 0 3 19
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures 0 0 0 7 1 1 5 34
Price Explosiveness, Speculation, and Grain Futures Prices 1 3 7 37 2 6 19 103
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement 0 0 0 0 0 0 4 14
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers 0 0 0 1 0 0 0 3
Probability weighting and loss aversion in futures hedging 0 0 1 41 0 1 5 203
Producers' complex risk management choices 0 0 0 12 0 0 3 75
RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY 0 0 0 0 0 0 1 49
Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts 0 0 1 20 3 3 13 87
Recovering probabilistic information from option markets: Tests of distributional assumptions 0 0 1 7 0 0 6 23
Relaxing standard hedging assumptions in the presence of downside risk 0 0 0 22 0 0 2 81
Returns to individual traders in agricultural futures markets: skill or luck? 0 0 0 10 2 4 9 57
Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry 0 0 1 3 2 2 3 14
Robust live hog pricing strategies under uncertain prices and risk preferences 0 0 1 1 0 1 3 9
Short-term price density forecasts in the lean hog futures market 0 0 1 4 1 3 9 24
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms 0 0 0 2 0 0 0 6
Solving the Commodity Markets’ Non-Convergence Puzzle 0 0 0 6 1 1 4 19
Speculation and corn prices 0 0 2 6 1 2 14 46
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 0 0 27 1 1 6 141
Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? 0 1 1 7 0 1 6 21
TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS 0 0 0 34 0 1 2 80
THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS 0 0 1 79 0 1 3 234
THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS 0 0 0 35 0 3 4 143
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy 0 0 0 2 0 1 1 18
The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market 0 0 1 7 0 0 2 18
The Distribution of Gains from Technological Advance When Input Quality Varies 0 0 0 0 0 1 1 4
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries 0 1 1 2 1 2 2 9
The Effects of Spain's Entry into the European Community on the Spanish Hog Market 0 0 0 0 0 0 0 384
The Impact of Price Risk on Sow Farrowings, 1967–78 0 1 1 1 0 1 1 3
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry 0 0 0 0 0 0 0 11
The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis 0 0 0 2 0 0 1 8
The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results 0 0 0 0 1 1 5 10
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market 0 0 0 90 0 0 2 438
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market 0 0 0 152 1 1 3 545
The Value of Information to Hedgers in the Presence of Futures and Options 0 0 0 0 0 0 1 9
The components of the bid†ask spread: Evidence from the corn futures market 0 0 0 2 1 1 6 20
The demise of the high fructose corn syrup futures contract: A case study 0 0 0 2 1 1 3 17
The informational content of the shape of utility functions: financial strategic behavior 0 0 0 24 2 2 4 101
The poverty challenge: How individual decision-making behavior influences poverty 0 1 1 76 0 1 10 347
The value of public information in commodity futures markets 0 2 3 72 2 4 11 181
Time-varying risk premium: further evidence in agricultural futures markets 0 0 1 72 1 1 7 209
To What Surprises Do Hog Futures Markets Respond? 0 0 0 0 1 2 2 5
Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface 0 0 0 46 0 0 5 138
Understanding heterogeneous preferences of cooperative members 0 0 1 30 2 2 3 175
Usefulness of Pretests for Estimating Underlying Technologies Using Dual Profit Functions 1 1 1 25 1 1 1 195
Using a Decision Support Framework to Evaluate Forecasts 1 1 1 2 1 1 1 4
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets 0 0 5 64 1 5 26 288
Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging 0 0 3 197 0 1 12 488
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 70 0 0 2 483
What Killed the Diammonium Phosphate Futures Contract? 0 0 0 0 0 0 3 7
Total Journal Articles 8 24 83 2,435 74 145 550 10,767


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 1 1 1 55 2 5 15 178
Total Chapters 1 1 1 55 2 5 15 178


Statistics updated 2021-01-03