← All authors Philip Garcia University of California, San Francisco (per OpenAlex) · OpenAlex
99 papers in scope · 98 published · 1 on the econ.EM arXiv · 3,076 citations · h-index 30 (over the papers listed here)
Papers (1 of 99)
Fast money” around Federal Statistics Releases
published 2022 · American Journal of Agricultural Economics · 5 citations
Ride the trend: Is there spread momentum profit in the US commodity markets?
published 2022 · Journal of Agricultural Economics · 1 citations
To batch or not to batch? The release of USDA crop reports
published 2021 · Agricultural Economics · 10 citations
New evidence on market response to public announcements in the presence of microstructure noise
published 2021 · European Journal of Operational Research · 10 citations
Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets
published 2021 · Agricultural Economics · 2 citations
Biodiesel hedging under binding renewable fuel standard mandates
published 2021 · Energy Economics · 10 citations
with Jason R.V. Franken, Scott H. Irwin
The Value of USDA Announcements in the Electronically Traded Corn Futures Market: A Modified Sufficient Test with Risk Adjustments
published 2021 · Journal of Agricultural Economics · 7 citations
Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets
published 2020 · American Journal of Agricultural Economics · 12 citations
Measuring price discovery between nearby and deferred contracts in storable and nonstorable commodity futures markets
published 2020 · Agricultural Economics · 7 citations
Algorithmic quoting, trading, and market quality in agricultural commodity futures markets
published 2020 · Applied Economics · 17 citations
Who Wins and Who Loses? Trader Returns and Risk Premiums in Agricultural Futures Markets
published 2020 · Applied Economic Perspectives and Policy · 8 citations
with Nicole M. Moran, Scott H. Irwin
Are Corn Futures Prices Getting “Jumpy”?
published 2020 · American Journal of Agricultural Economics · 17 citations
Is the corn futures market noisier? The impact of high frequency quoting
published 2019 · Applied Economics · 6 citations
with Xiaoyang Wang, Scott H. Irwin
Are futures prices good price forecasts? Underestimation of price reversion in the soybean complex
published 2019 · European Review of Agricultural Economics · 10 citations
Microstructure Noise and Realized Variance in the Live Cattle Futures Market
published 2018 · American Journal of Agricultural Economics · 25 citations
Speculation and corn prices
published 2018 · Applied Economics · 28 citations
with Xiaoli Etienne, Scott H. Irwin
The components of the bid‐ask spread: Evidence from the corn futures market
published 2018 · Agricultural Economics · 25 citations
Information Transmission between Hog Futures and Expert Price Forecasts
published 2018 · Journal of agribusiness · 1 citations
with Jason R.V. Franken, Scott H. Irwin, Xiaoli Etienne, Jason Franken, Scott Irwin
Graphical Illustration of Interaction Effects in Binary Choice Models: A Note
published 2017 · Journal of Agricultural Economics · 6 citations
with Jason R.V. Franken, J.M.E. Pennings
working paper 2017 · arXiv · 1 citations
Portfolio investment: Are commodities useful?
published 2017 · Journal of commodity markets · 37 citations · first circulated 2014
with Lei Yan
Short-term price density forecasts in the lean hog futures market
published 2017 · European Review of Agricultural Economics · 6 citations
Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements
published 2017 · Applied Economics · 22 citations · first circulated 2016
with Kishore Joseph
Risk attitudes and the structure of decision‐making: evidence from the Illinois hog industry
published 2016 · Agricultural Economics · 15 citations
with Jason R.V. Franken, J.M.E. Pennings
Price Density Forecasts in the U.S. Hog Markets: Composite Procedures
published 2016 · American Journal of Agricultural Economics · 9 citations
$25 spring wheat was a bubble, right?
published 2015 · Agricultural Finance Review · 6 citations
with Xiaoli Etienne, Scott H. Irwin
Commodity Storage under Backwardation: Does the Working Curve Still Work?
published 2015 · Applied Economic Perspectives and Policy · 18 citations
with Kishore Joseph, Scott H. Irwin
Price Explosiveness, Speculation, and Grain Futures Prices
published 2014 · American Journal of Agricultural Economics · 96 citations
with Xiaoli Etienne, Scott H. Irwin
Futures Market Failure?
published 2014 · American Journal of Agricultural Economics · 79 citations · first circulated 2011
with Scott H. Irwin, Aaron Smith
Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market
published 2014 · Applied Economic Perspectives and Policy · 69 citations
with Georg V. Lehecka, Xiaoyang Wang
Measuring the effect of risk attitude on marketing behavior
published 2014 · Agricultural Economics · 39 citations
with Jason R.V. Franken, J.M.E. Pennings
Bubbles in food commodity markets: Four decades of evidence
published 2013 · Journal of International Money and Finance · 165 citations
with Xiaoli Etienne, Scott H. Irwin
Returns to individual traders in agricultural futures markets: skill or luck?
published 2012 · Applied Economics · 12 citations
with Nicole M. Aulerich, Scott H. Irwin
Crop Production Contracts and Marketing Strategies: What Drives Their Use?
published 2012 · Agribusiness · 28 citations
with Jason R.V. Franken, J.M.E. Pennings
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets
published 2012 · Socio-Environmental Systems Modeling · 165 citations · first circulated 2011
Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches
published 2011 · Agricultural Economics · 6 citations · first circulated 2007
with Julieta Frank
Spreads and Non‐Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame?
published 2011 · Applied Economic Perspectives and Policy · 76 citations
with Scott H. Irwin, Darrel Good, Eugene L. Kunda
Effects of full collateralization in commodity futures investments
published 2011 · Journal of Derivatives & Hedge Funds · 2 citations
with Joshua D. Woodard, Thorsten M. Egelkraut, J.M.E. Pennings
Bid‐Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets
published 2010 · American Journal of Agricultural Economics · 58 citations · first circulated 2009
with Julieta Frank
Improving the accuracy of outlook price forecasts
published 2010 · Agricultural Economics · 21 citations
with Evelyn V. Colino, Scott H. Irwin
Is Storage at a Loss Merely an Illusion of Spatial Aggregation?
published 2009 · Journal of agribusiness · 6 citations · first circulated 2006
with Jason R.V. Franken, Scott H. Irwin
The informational content of the shape of utility functions: financial strategic behavior
published 2008 · Managerial and Decision Economics · 15 citations
with J.M.E. Pennings
Managing price risks using and local polynomial kernel forecasts
published 2008 · Applied Economics · 2 citations
with Minkyoung Kim, Raymond M. Leuthold
Probability weighting and loss aversion in futures hedging
published 2008 · Journal of Financial Markets · 25 citations
with Fabio Mattos, J.M.E. Pennings
To What Surprises Do Hog Futures Markets Respond?
published 2008 · Journal of Agricultural and Applied Economics · 10 citations
with Julieta Frank, Scott H. Irwin
Producers' complex risk management choices
published 2008 · Agribusiness · 35 citations
with J.M.E. Pennings, Olga Isengildina-Massa, Scott H. Irwin, Darrel Good
Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility
published 2007 · Applied Economics Letters · 3 citations
with Thorsten M. Egelkraut
Is there Evidence of Learning‐by‐Exporting in Turkish Manufacturing Industries?
published 2007 · International Review of Applied Economics · 22 citations
with Mahmut Yaşar, Carl H. Nelson, Roderick M. Rejesus
The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market
published 2007 · American Journal of Agricultural Economics · 56 citations · first circulated 2003
with Thorsten M. Egelkraut, Bruce J. Sherrick
Options-based forecasts of futures prices in the presence of limit moves
published 2006 · Applied Economics · 9 citations · first circulated 2004
with Thorsten M. Egelkraut, Bruce J. Sherrick
Relaxing standard hedging assumptions in the presence of downside risk
published 2006 · The Quarterly Review of Economics and Finance · 25 citations · first circulated 2005
with Fabio Mattos, Carl H. Nelson
Probability Distortion and Loss Aversion in Futures Hedging
published 2006 · Socio-Environmental Systems Modeling · 2 citations
with Fabio Mattos, J.M.E. Pennings, Joost M.E. Pennings
The poverty challenge: How individual decision-making behavior influences poverty
published 2005 · Economics Letters · 8 citations
with J.M.E. Pennings
Measuring producer welfare under output price uncertainty and risk non-neutrality
published 2005 · Australian Journal of Agricultural and Resource Economics · 3 citations · first circulated 1999
with David S. Bullock, Kie-Yup Shin
Complex Choices: Producers Risk Management Strategies
published 2005 · Socio-Environmental Systems Modeling · 3 citations
with J.M.E. Pennings, Olga Isengildina-Massa, Scott H. Irwin, Darrel Good, Julieta Frank, W.E. Kuiper, Olga Isengildina, Joost M.E. Pennings, Darrel L. Good, W. Erno Kuiper
What Killed the Diammonium Phosphate Futures Contract?
published 2003 · Review of Agricultural Economics · 19 citations
with Keith Bollman, Saråhelen Thompson
Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity
published 2003 · Journal of Banking & Finance · 100 citations
with J.M.E. Pennings
An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies
published 2003 · Journal of Agricultural and Applied Economics · 61 citations
with Thorsten M. Egelkraut, Scott H. Irwin, Darrel Good
A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization
published 2003 · Journal of Policy Modeling · 11 citations
with Kyeong Soo Jeong, David S. Bullock
Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region
published 2001 · Agricultural Economics · 10 citations
with Jennifer Kosarek, Michael L. Morris
Measuring Producers' Risk Preferences: A Global Risk‐Attitude Construct
published 2001 · American Journal of Agricultural Economics · 186 citations
with J.M.E. Pennings
Market Liberalisation, Vertical Integration and Price Behaviour in Tanzania's Coffee Auction
published 2001 · Development Policy Review · 22 citations
with Anna Temu, Alex Winter-Nelson
Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy
published 1999 · American Journal of Agricultural Economics · 13 citations
with Kyeong-Soo Jeong, David S. Bullock
The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry
published 1998 · Review of Agricultural Economics · 31 citations
with Laurian J. Unnevehr, Miguel I. Gómez
The value of public information in commodity futures markets
published 1997 · 100 citations
with Scott H. Irwin, Raymond M. Leuthold, Yang Li
The demise of the high fructose corn syrup futures contract: A case study
published 1996 · Journal of Futures Markets · 32 citations · first circulated 1994
with Saråhelen Thompson, Lynne Dallafior Wildman, Lynne Dallafior
The Value of Information to Hedgers in the Presence of Futures and Options
published 1996 · Applied Economic Perspectives and Policy · 16 citations
with Brian D. Adam, Robert J. Hauser
Recovering probabilistic information from option markets: Tests of distributional assumptions
published 1996 · Journal of Futures Markets · 84 citations
with Bruce J. Sherrick, Viswanath Tirupattur
Ex ante basis risk in the live hog futures contract: Has hedgers' risk increased?
published 1996 · Journal of Futures Markets · 28 citations · first circulated 1995
with Dwight R. Sanders, Phil Garcia
Simultaneously determined, time-varying hedge ratios in the soybean complex
published 1995 · Applied Economics · 53 citations
with Jae-Sun Roh, Raymond M. Leuthold
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market
published 1994 · The Journal of Business · 49 citations · first circulated 1993
with Raymond M. Leuthold, Richard Lu
Aggregate versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois
published 1994 · Review of Agricultural Economics · 8 citations
with Wayne I. Park
Robust live hog pricing strategies under uncertain prices and risk preferences
published 1993 · Journal of Futures Markets · 4 citations
with Brian D. Adam, Robert J. Hauser
Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power
published 1993 · American Journal of Agricultural Economics · 67 citations
with Stephen R. Koontz, Michael A. Hudson
Information, Pricing and Efficiency in Cash and Futures Markets: The Case of Hogs
published 1992 · Economic Record · 7 citations
with Raymond M. Leuthold, Nabil M. Chaherli
The effects of Spain's entry into the European Community on the Spanish hog market
published 1992 · European Review of Agricultural Economics · 6 citations
with José Albiac
Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis
published 1991 · Journal of Agricultural and Applied Economics · 9 citations
with David L. Neff, Robert H. Hornbaker
Co-integration, error correction and the Fisher effect: a clarification
published 1991 · Applied Economics · 8 citations
with Héctor O. Zapata
Dominant‐satellite relationships between live cattle cash and futures markets
published 1990 · Journal of Futures Markets · 69 citations
with Stephen R. Koontz, Michael A. Hudson
Basis Expectations and Soybean Hedging Effectiveness
published 1990 · Applied Economic Perspectives and Policy · 29 citations
with Robert J. Hauser, Alan D. Tumblin
Exchange Rate Uncertainty and the Demand for U.S. Soybeans
published 1989 · American Journal of Agricultural Economics · 46 citations
with Margot Anderson
Using a Decision Support Framework to Evaluate Forecasts
published 1989 · Applied Economic Perspectives and Policy · 8 citations
with Wayne I. Park, Raymond M. Leuthold
An examination of the necessary and sufJicient conditions for market eflciency: the case of hogs
published 1989 · Applied Economics · 20 citations
with Raymond M. Leuthold, Brian D. Adam, Wayne I. Park
Assessing Agricultural Research Strategies
published 1988 · jpa · 1 citations
with Susan E. Offutt, Steven T. Sonka
The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results
published 1988 · Journal of Agricultural and Applied Economics · 49 citations
with Michael A. Hudson, Mark L. Waller
Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement
published 1988 · American Journal of Agricultural Economics · 55 citations
with Raymond M. Leuthold, T. Randall Fortenbery, Gboroton F. Sarassoro
Usefulness of Pretests for Estimating Underlying Technologies Using Dual Profit Functions
published 1987 · International Economic Review · 30 citations
with Bruce L. Dixon, Margot Anderson
Size Distribution and Growth in a Sample of Illinois Cash Grain Farms
published 1987 · American Journal of Agricultural Economics · 23 citations
with Susan E. Offutt, Steven T. Sonka
The Distribution of Gains from Technological Advance When Input Quality Varies
published 1987 · American Journal of Agricultural Economics · 4 citations
with Susan E. Offutt, Musa Pınar
The Effects of Agricultural Growth on Agricultural Imports in Developing Countries
published 1986 · American Journal of Agricultural Economics · 22 citations
with Earl D. Kellogg, Richard Kodl
Lead‐lag relationships between trading volume and price variability: New evidence
published 1986 · Journal of Futures Markets · 114 citations
with Raymond M. Leuthold, Hector Zapata
Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms
published 1986 · Journal of Environmental Economics and Management · 32 citations
with Bruce L. Dixon, James W. Mjelde, Richard M. Adams
Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers
published 1985 · American Journal of Agricultural Economics · 10 citations
with Bruce L. Dixon, Mjelde James W.
Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets
published 1984 · American Journal of Agricultural Economics · 23 citations
with Raymond M. Leuthold, Mohamed Elsayed Sarhan
Using Farmers’ Actions to Measure Crop Loss Due to Air Pollution
published 1984 · Journal of the Air Pollution Control Association · 25 citations
with James W. Mjelde, Richard M. Adams, Bruce L. Dixon
A Multivariate Logit Analysis of Farmers' Use of Financial Information
published 1983 · American Journal of Agricultural Economics · 27 citations
with Steven T. Sonka, Michael A. Mazzacco
The Impact of Price Risk on Sow Farrowings, 1967–78
published 1982 · American Journal of Agricultural Economics · 50 citations
with Christopher P. Hurt
Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply
published 1982 · American Journal of Agricultural Economics · 55 citations
with Steven T. Sonka, Man Sik Yoo
The Price‐Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis
published 1981 · American Journal of Agricultural Economics · 99 citations
with Larry J. Martin
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