Philip Garcia : Citation Profile


Are you Philip Garcia?

University of Illinois at Urbana-Champaign

15

H index

25

i10 index

765

Citations

RESEARCH PRODUCTION:

107

Articles

70

Papers

1

Chapters

RESEARCH ACTIVITY:

   37 years (1981 - 2018). See details.
   Cites by year: 20
   Journals where Philip Garcia has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 39 (4.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga1003
   Updated: 2018-12-08    RAS profile: 2018-11-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Irwin, Scott (12)

Etienne, Xiaoli (5)

Adjemian, Michael (2)

Mallory, Mindy (2)

Trujillo-Barrera, Andres (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Philip Garcia.

Is cited by:

Irwin, Scott (40)

Chang, Chia-Lin (20)

McAleer, Michael (19)

Pennings, Joost (16)

Karali, Berna (15)

Adjemian, Michael (14)

Musshoff, Oliver (14)

Tonsor, Glynn (10)

Schroeder, Ted (10)

Manfredo, Mark (10)

GUPTA, RANGAN (9)

Cites to:

Pennings, Joost (58)

Irwin, Scott (46)

Bessler, David (18)

Brorsen, B (16)

Hayes, Dermot (16)

Schroeder, Ted (15)

Lence, Sergio (14)

Phillips, Peter (12)

Yu, Jun (11)

Thompson, Sarahelen (11)

Kahneman, Daniel (11)

Main data


Where Philip Garcia has published?


Journals with more than one article published# docs
American Journal of Agricultural Economics21
Journal of Agricultural and Resource Economics11
Review of Agricultural Economics9
Applied Economics6
Journal of Futures Markets6
Agricultural Economics5
Journal of Agricultural and Applied Economics5
Applied Economic Perspectives and Policy4
Agribusiness3
Western Journal of Agricultural Economics3
European Review of Agricultural Economics3
Agricultural Finance Review2
Journal of Agricultural Economics2
Southern Journal of Agricultural Economics2
Journal of Agribusiness2

Working Papers Series with more than one paper published# docs
2008 Conference, April 21-22, 2008, St. Louis, Missouri / NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management5
2007 Conference, April 16-17, 2007, Chicago, Illinois / NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management4
2006 Annual meeting, July 23-26, Long Beach, CA / American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)4
2005 Conference, April 18-19, 2005, St. Louis, Missouri / NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management4
2016 Annual Meeting, July 31-August 2, Boston, Massachusetts / Agricultural and Applied Economics Association4
Finance / University Library of Munich, Germany3
2006 Conference, April 17-18, 2006, St. Louis, Missouri / NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management3
2004 Conference, April 19-20, 2004, St. Louis, Missouri / NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management3
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania / Agricultural and Applied Economics Association3
2009 Conference, April 20-21, 2009, St. Louis, Missouri / NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management3
2003 Conference, April 21-22, 2003, St. Louis, Missouri / NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management3
2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon / American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)2
2000 Conference, April 17-18 2000, Chicago, Illinois / NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management2
2001 Conference, April 23-24, 2001, St. Louis, Missouri / NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management2
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington / Agricultural and Applied Economics Association2
1999 Annual meeting, August 8-11, Nashville, TN / American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)2
1986 Annual Meeting, July 27-30, Reno, Nevada / American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)2
2003 Annual meeting, July 27-30, Montreal, Canada / American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)2

Recent works citing Philip Garcia (2018 and 2017)


YearTitle of citing document
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

Full description at Econpapers || Download paper

2017A Temporal Impact Assessment Method for the Informational Content of USDA Reports in Corn and Soybean Futures Markets. (2017). Shonkwiler, J ; Ying, Jiahui. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258201.

Full description at Econpapers || Download paper

2017Agricultural Commodity Futures Price Volatility: A Market Regulatory Policy Study. (2017). Apperson, George P. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258210.

Full description at Econpapers || Download paper

2017Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets. (2017). Saghaian, Sayed H ; Chen, BO ; Walters, Cory G ; Nemati, Mehdi . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258240.

Full description at Econpapers || Download paper

2017Crop Yield Response Function and Ex Post Economic Thresholds: The Impacts of Crop Growth Stage-specific Weather Conditions on Crop Yield. (2017). Yun, Seong ; Do, Seong ; Gramig, Ben . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258339.

Full description at Econpapers || Download paper

2017Citrus Producers Choice of Price Risk Management Tools. (2017). Carrer, Marcelo Jose ; de Souza, Hildo Meirelles ; Lanna, Rodrigo. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258352.

Full description at Econpapers || Download paper

2017Too much information? How relevant are agricultural reports that provide similar information?. (2017). Kaus, Taylor T ; Mattos, Fabio L. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258367.

Full description at Econpapers || Download paper

2017Exchange Rates, Income Growth, and Chinese Agricultural Imports. (2017). Hong, Chang ; Wang, Sun Ling ; Liefert, William M. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258447.

Full description at Econpapers || Download paper

2017What Drives Volatility Expectations in Grain and Oilseed Markets?. (2017). Robe, Michel ; Wallen, Jonathan ; Bruno, Valentina ; Adjemian, Michael K. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258452.

Full description at Econpapers || Download paper

2017Future volatility forecast in agricultural commodity markets. (2017). Guimaraes, Jonathan S ; Cruz, Jose Cesar . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258480.

Full description at Econpapers || Download paper

2017Identifying the Impact of Financialization in Commodity Futures Prices from Index Rebalancing. (2017). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258504.

Full description at Econpapers || Download paper

2017Surprise and Dispersion: Informational Impact of USDA Announcements. (2017). Fernandez-Perez, Adrian ; Tourani-Rad, Alireza ; Indriawan, Ivan ; Frijns, Bart. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259208.

Full description at Econpapers || Download paper

2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

Full description at Econpapers || Download paper

2018Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?. (2018). Karali, Berna ; Irwin, Scott H ; Massa, Olga Isengildina ; IsengildinaMassa, Olga . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273973.

Full description at Econpapers || Download paper

2018DEVELOPMENT OF WEATHER DERIVATIVES: EVIDENCE FROM BRAZILIAN SOYBEAN MARKET. (2018). Raucci, Gian Lucca ; Daniel, ; Lanna, Rodrigo. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274105.

Full description at Econpapers || Download paper

2018The effect of financial structure and efficiency on Kansas farm growth. (2018). Hadrich, Joleen C ; Kim, Youngjune ; Pendell, Dustin L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274110.

Full description at Econpapers || Download paper

2018Farm Level Risk Balancing Behavior and the Role of Latent Heterogeneity. (2018). Trujillo-Barrera, Andres ; As, Aderajew. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274467.

Full description at Econpapers || Download paper

2018Systemic Risk, Geography and Area Insurance. (2018). Gong, Xuche ; Hennessy, David A ; Feng, Hongli. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274479.

Full description at Econpapers || Download paper

2018Demand and potential subsidy level for forest insurance market in Demand and potential subsidy level for forest insurance market in Italy. (2018). Cipollaro, Maria ; Sacchelli, Sandro. In: 2018 Seventh AIEAA Conference, June 14-15, Conegliano, Italy. RePEc:ags:aiea18:275647.

Full description at Econpapers || Download paper

2018Is the Halloween Effect Present on the Markets for Agricultural Commodities?. (2018). Burakov, D ; Freidin, M. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276110.

Full description at Econpapers || Download paper

2017The Boundary of the Farm: Homegrown versus Purchased Feed on Ontario Swine Farms. (2017). Shang, Max ; McEwan, Ken. In: Annual Meeting, 2017, June 18-21, Montreal, Canada. RePEc:ags:caes17:264191.

Full description at Econpapers || Download paper

2018Farmer behaviour towards the agricultural risk management tools provided by the CAP: a comparison between Italy and Poland. (2018). Trestini, Samuel ; Smiglak-Krajewska, Magdalena ; Giampietri, Elisa. In: 162nd Seminar, April 26-27, 2018, Budapest, Hungary. RePEc:ags:eaa162:271978.

Full description at Econpapers || Download paper

2017Cooperatives Membership And Smallholder Farmers’ Welfare - Evidence From Shaanxi And Shandong Provinces, China. (2017). Heerink, Nico ; Bijman, Jos ; Heijman, Wim ; Hao, Jinghui. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:260914.

Full description at Econpapers || Download paper

2017Marketing Contracts and Risk Management for Cereal Producers. (2017). Roussy, Caroline ; Boyet, Marie ; Chaib, Karim ; Rider, Aude. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261106.

Full description at Econpapers || Download paper

2017Put, call or strangle? About the challenges in designing weather index insurances to hedge performance risk in agriculture. (2017). Doms, Juliane . In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017. RePEc:ags:gewi17:261990.

Full description at Econpapers || Download paper

2018Determinants and impacts of marketing channel choice among cooperatives members: Evidence from agricultural cooperative in China. (2018). Liu, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275898.

Full description at Econpapers || Download paper

2018Exchange Rates, Income Growth, and Chinese Agricultural Imports. (2018). Wang, S L ; Liefert, W ; Ong, C H ; Hong, C. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275979.

Full description at Econpapers || Download paper

2018Dynamic price discovery in the European wheat market based on the concept of partial cointegration. (2018). Vollmer, T ; von Cramon-Taubadel, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276031.

Full description at Econpapers || Download paper

2018The Heterogeneous Impact of Exchange Rate Volatility on Agricultural Export: Evidence from Chinese Food Firm-level Data. (2018). Jin, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277197.

Full description at Econpapers || Download paper

2018Examination of the international market power for Iranian pistachios. (2018). Farajzadeh, Z ; Amiraslany, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277345.

Full description at Econpapers || Download paper

2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, T ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

Full description at Econpapers || Download paper

2018Determinants of financing decisions and management implications: evidence from Spanish agricultural cooperatives. (2018). Mateos-Ronco, Alicia ; Guzman-Asuncion, Sandra. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:274985.

Full description at Econpapers || Download paper

2017DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266472.

Full description at Econpapers || Download paper

2017Farm heterogeneity and agricultural policy impacts on size dynamics: evidence from France. (2017). Saint-Cyr, Legrand. In: Working Papers. RePEc:ags:inrasl:258013.

Full description at Econpapers || Download paper

2018Price Discovery and the Basis Effects of Failures to Converge in Soft RedWinter Wheat Futures Markets. (2018). Karali, Berna ; Thurman, Walter N ; McNew, Kevin. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267606.

Full description at Econpapers || Download paper

2018Impacts of Changes in Market Fundamentals and Price Momentum on Hedging Live Cattle. (2018). Tonsor, Glynn ; Schroeder, Ted ; Coffey, Brian. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267607.

Full description at Econpapers || Download paper

2018Factors Influencing Corn Fungicide Treatment Decisions. (2018). Rosburg, Alicia ; Menapace, Luisa. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:273444.

Full description at Econpapers || Download paper

2018Concentration and Liquidity Costs in Emerging Commodity Exchanges. (2018). Costa, Geraldo. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:276504.

Full description at Econpapers || Download paper

2017Effects of Imperfect Information on 2014 Farm Bill Program Enrollment. (2017). Taylor, Mykel ; Wilson, Candice . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252805.

Full description at Econpapers || Download paper

2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

Full description at Econpapers || Download paper

2017Basis Risk and Effectiveness of Rainfall Index Insurance for Pasture, Rangeland and Forage. (2017). Yu, Jisang ; Volesky, Jerry ; Vandeveer, Monte . In: SCC-76 Meeting, 2017, March 30-April 1, Pensacola, Florida. RePEc:ags:scc017:256327.

Full description at Econpapers || Download paper

2017Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options. (2017). Leung, Tim ; Guo, Kevin . In: Papers. RePEc:arx:papers:1610.09403.

Full description at Econpapers || Download paper

2018USDA Forecasts: A meta-analysis study. (2018). Sanginabadi, Bahram. In: Papers. RePEc:arx:papers:1801.06575.

Full description at Econpapers || Download paper

2018Optimal Dynamic Basis Trading. (2018). Angoshtari, Bahman ; Leung, Tim. In: Papers. RePEc:arx:papers:1809.05961.

Full description at Econpapers || Download paper

2018Risk preferences in future military leaders. (2018). Bell, Patrick ; Skimmyhorn, William ; Jamison, Julian ; Hudson, Darren ; Engel, Rozlyn. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:2:y:2018:i:2:p:11-24.

Full description at Econpapers || Download paper

2017Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets. (2017). Sanders, Dwight R ; Irwin, Scott H. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:2:p:345-365.

Full description at Econpapers || Download paper

2017Worth the Risk? The Behavioural Path to Well-Being. (2017). Howley, Peter ; Meredith, David ; Heanue, Kevin ; Dillon, Emma. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:2:p:534-552.

Full description at Econpapers || Download paper

2017Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuan-Lopez, Ana I ; Dawson, Philip J. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

Full description at Econpapers || Download paper

2017Heterogenität von Mitgliederstrukturen als Herausforderung für Genossenschaften im Agribusiness. (2017). Höhler, Julia ; Julia, Hohler . In: Zeitschrift für das gesamte Genossenschaftswesen. RePEc:bpj:zfgewe:v:67:y:2017:i:1:p:21-35:n:3.

Full description at Econpapers || Download paper

2017Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures. (2017). Biakowski, Jdrzej ; Koeman, Jan. In: Working Papers in Economics. RePEc:cbt:econwp:17/18.

Full description at Econpapers || Download paper

2017Asset Price Bubbles and Systemic Risk. (2017). Schnabel, Isabel ; Brunnermeier, Markus ; Rother, Simon . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12362.

Full description at Econpapers || Download paper

2018Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market. (2018). Bohl, Martin T ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:7418.

Full description at Econpapers || Download paper

2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Bohl, Martin T ; Sulewski, Christoph. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

Full description at Econpapers || Download paper

2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3010.

Full description at Econpapers || Download paper

2018Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

Full description at Econpapers || Download paper

2018Does the centralized slaughtering policy create market power for pork industry in China?. (2018). Yu, Xiaohua ; Chen, Yuquan . In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:59-71.

Full description at Econpapers || Download paper

2017Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies. (2017). Oxley, Les ; Hu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:419-442.

Full description at Econpapers || Download paper

2017Speculative bubbles or market fundamentals? An investigation of US regional housing markets. (2017). Shi, Shuping. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:101-111.

Full description at Econpapers || Download paper

2018Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408.

Full description at Econpapers || Download paper

2018Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364.

Full description at Econpapers || Download paper

2017Robust portfolio selection problem under temperature uncertainty. (2017). Gulpinar, Nalan ; Anakolu, Ethem. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:2:p:500-523.

Full description at Econpapers || Download paper

2017Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:90-101.

Full description at Econpapers || Download paper

2017Estimating the speed of adjustment to target levels: The case of energy prices. (2017). Narayan, Seema. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:419-427.

Full description at Econpapers || Download paper

2017Is hedging the crack spread no longer all its cracked up to be?. (2017). Vedenov, Dmitry ; Liu, Pan ; Power, Gabriel J. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:31-40.

Full description at Econpapers || Download paper

2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

Full description at Econpapers || Download paper

2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

Full description at Econpapers || Download paper

2018Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Katzke, Nico ; Caspi, Itamar. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587.

Full description at Econpapers || Download paper

2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

Full description at Econpapers || Download paper

2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

Full description at Econpapers || Download paper

2018Default supply auctions in electricity markets: Challenges and proposals. (2018). Pea, Juan Ignacio ; Rodriguez, Rosa. In: Energy Policy. RePEc:eee:enepol:v:122:y:2018:i:c:p:142-151.

Full description at Econpapers || Download paper

2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

Full description at Econpapers || Download paper

2017Do cointegrated commodities bubble together? the case of hog, corn, and soybean. (2017). Bagnarosa, Guillaume ; Dowling, Michael ; Alexakis, Christos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:96-102.

Full description at Econpapers || Download paper

2017Optimal hedging with basis risk under mean–variance criterion. (2017). Zhang, Jingong ; Weng, Chengguo ; Tan, Ken Seng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:1-15.

Full description at Econpapers || Download paper

2017The Ethiopian Commodity Exchange and spatial price dispersion. (2017). Andersson, Camilla ; Mannberg, Andrea ; Bezabih, Mintewab . In: Food Policy. RePEc:eee:jfpoli:v:66:y:2017:i:c:p:1-11.

Full description at Econpapers || Download paper

2017A tale of two tails: Explaining extreme events in financialized agricultural markets. (2017). Algieri, Bernardina ; Koch, Nicolas ; Kalkuhl, Matthias. In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:256-269.

Full description at Econpapers || Download paper

2018Cooperative membership and farmers’ choice of marketing channels – Evidence from apple farmers in Shaanxi and Shandong Provinces, China. (2018). Hao, Jinghui ; Huo, Xuexi ; Heijman, Wim ; Heerink, Nico ; Gardebroek, Cornelis ; Bijman, Jos. In: Food Policy. RePEc:eee:jfpoli:v:74:y:2018:i:c:p:53-64.

Full description at Econpapers || Download paper

2017Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

Full description at Econpapers || Download paper

2018Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Nie, HE ; Mo, Bin ; Lao, Jiashun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:265-279.

Full description at Econpapers || Download paper

2018Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1002-1018.

Full description at Econpapers || Download paper

2017Stock index hedging using a trend and volatility regime-switching model involving hedging cost. (2017). Su, Ender . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:233-254.

Full description at Econpapers || Download paper

2017Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect. (2017). Loffredo, Maria I ; Chiarucci, Riccardo ; Ruzzenenti, Franco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:912-921.

Full description at Econpapers || Download paper

2018Shipping risk management practice revisited: A new portfolio approach. (2018). VISVIKIS, ILIAS ; Alexandridis, George ; Song, Dong-Wook ; Sahoo, Satya. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:110:y:2018:i:c:p:274-290.

Full description at Econpapers || Download paper

2017Welfare Impacts of Index Insurance in the Presence of a Poverty Trap. (2017). Turvey, Calum ; Chantarat, Sommarat ; Barrett, Christopher ; Mude, Andrew G. In: World Development. RePEc:eee:wdevel:v:94:y:2017:i:c:p:119-138.

Full description at Econpapers || Download paper

2017Does Market Experience Attenuate Risk Aversion? Evidence from Landed Farm Households in Ethiopia. (2017). Melesse, Mequanint ; Cecchi, Francesco. In: World Development. RePEc:eee:wdevel:v:98:y:2017:i:c:p:447-466.

Full description at Econpapers || Download paper

2017Effectiveness of Weather Derivatives as a Risk Management Tool in Food Retail: The Case of Croatia. (2017). Tulec, Ivana . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:2-:d:86707.

Full description at Econpapers || Download paper

2017Can the “Euro-Leaf” Logo Affect Consumers’ Willingness-To-Buy and Willingness-To-Pay for Organic Food and Attract Consumers’ Preferences? An Empirical Study in Greece. (2017). TSAGARAKIS, KONSTANTINOS ; Kalatzi, Ioanna ; Tsagkaraki, Maria I ; Kalogeras, Nikos ; Keramitsoglou, Kiriaki M ; Anastasiou, Charalampia N. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:8:p:1450-:d:108505.

Full description at Econpapers || Download paper

2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

Full description at Econpapers || Download paper

2017Three essays on commodity markets. (2017). Li, Ziran. In: ISU General Staff Papers. RePEc:isu:genstf:201701010800006361.

Full description at Econpapers || Download paper

2018Success Factors of Financial Derivatives Markets in Asia. (2018). Sittisawad, Trin ; Sukcharoensin, Pariyada . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:2:d:10.1007_s10690-018-9239-4.

Full description at Econpapers || Download paper

2017Futures Contracts in Water Leasing: An Experimental Analysis Using Basin Characteristics of the Rio Grande, NM. (2017). Broadbent, Craig D ; Tidwell, Vince ; Coursey, Don ; Brookshire, David S. In: Environmental & Resource Economics. RePEc:kap:enreec:v:68:y:2017:i:3:d:10.1007_s10640-016-0032-4.

Full description at Econpapers || Download paper

2017A Stochastic Production Frontier Estimator of the Degree of Oligopsony Power in the U.S. Cattle Industry. (2017). Stavrakoudis, Athanassios ; Panagiotou, Dimitrios. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:17:y:2017:i:1:d:10.1007_s10842-016-0233-0.

Full description at Econpapers || Download paper

2018Incentives and Impacts of Vertical Coordination in a Food Production-Marketing Chain: A Non-cooperative Multi-Stage, Multi-Player Analysis. (2018). Asirvatham, Jebaraj ; Bhuyan, Sanjib. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:18:y:2018:i:1:d:10.1007_s10842-017-0247-2.

Full description at Econpapers || Download paper

2018Consistency of determined risk attitudes and probability weightings across different elicitation methods. (2018). Musshoff, Oliver ; Hermann, Daniel ; Bauermeister, Golo-Friedrich. In: Theory and Decision. RePEc:kap:theord:v:84:y:2018:i:4:d:10.1007_s11238-017-9616-x.

Full description at Econpapers || Download paper

2017Exchange Rate Effects on Agricultural Exports: Firm-level Evidence from Pakistan. (2017). Ali, Salamat . In: Discussion Papers. RePEc:not:notgep:17/09.

Full description at Econpapers || Download paper

2017Explosiveness in G11 currencies. (2017). Steenkamp, Daan. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/2.

Full description at Econpapers || Download paper

2018Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question. (2018). Jegourel, Yves. In: Policy notes & Policy briefs. RePEc:ocp:ppaper:pb1824.

Full description at Econpapers || Download paper

2018Production Risks, Risk Preference and Contract Farming: Impact on Food Security in India. (2018). Mishra, Ashok K ; Gunderseneditor, Craig ; Dsouza, Alwin ; Joshi, Pramod K ; Kumar, Anjani. In: Applied Economic Perspectives and Policy. RePEc:oup:apecpp:v:40:y:2018:i:3:p:353-378..

Full description at Econpapers || Download paper

2017Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: MPRA Paper. RePEc:pra:mprapa:81453.

Full description at Econpapers || Download paper

2017On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging. (2017). Hou, Yang ; Holmes, Mark. In: MPRA Paper. RePEc:pra:mprapa:82000.

Full description at Econpapers || Download paper

2017Hedging under square loss. (2017). Bloznelis, Daumantas. In: MPRA Paper. RePEc:pra:mprapa:83442.

Full description at Econpapers || Download paper

2018Long Run Trends and Fluctuations In Cotton Prices. (2018). MacDonald, Stephen ; Meyer, Leslie. In: MPRA Paper. RePEc:pra:mprapa:84484.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Philip Garcia:


YearTitleTypeCited
2003ENGAGING STUDENTS IN RESEARCH: THE USE OF STRUCTURED PROFESSIONAL DIALOGUE In: 2003 Annual meeting, July 27-30, Montreal, Canada.
[Full Text][Citation analysis]
paper1
2003HOW TO GROUP MARKET PARTICIPANTS? HETEROGENEITY IN HEDGING BEHAVIOR In: 2003 Annual meeting, July 27-30, Montreal, Canada.
[Full Text][Citation analysis]
paper0
2004STRATEGIC RISK MANAGEMENT BEHAVIOR: WHAT CAN UTILITY FUNCTIONS TELL US? In: 2004 Annual meeting, August 1-4, Denver, CO.
[Full Text][Citation analysis]
paper0
2005Complex Choices: Producers Risk Management Strategies In: 2005 Annual meeting, July 24-27, Providence, RI.
[Full Text][Citation analysis]
paper3
2006Do Interest Rates Explain Disaggregate Commodity Price Growth? In: 2006 Annual meeting, July 23-26, Long Beach, CA.
[Full Text][Citation analysis]
paper0
2006Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods In: 2006 Annual meeting, July 23-26, Long Beach, CA.
[Full Text][Citation analysis]
paper0
2007Measuring Liquidity Costs in Agricultural Futures Markets.(2007) In: 2007 Conference, April 16-17, 2007, Chicago, Illinois.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches.(2011) In: Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2006What Drives Strategic Behavior? A Framework to Explain and Predict SMEs Transition to Sustainable Production Systems In: 2006 Annual meeting, July 23-26, Long Beach, CA.
[Full Text][Citation analysis]
paper0
2006Producers Yield and Yield Risk: Perceptions versus Reality and Crop Insurance Use In: 2006 Annual meeting, July 23-26, Long Beach, CA.
[Full Text][Citation analysis]
paper2
2007Spatial Aggregation and Weather Risk Management In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
[Full Text][Citation analysis]
paper0
2007The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
[Full Text][Citation analysis]
paper5
2009Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
[Full Text][Citation analysis]
paper5
2010Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets.(2010) In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2010Evolving Market Performance in Brazilian Futures Contracts Using Relative Efficiency In: 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado.
[Full Text][Citation analysis]
paper0
2011Risk Attitude & the Structure of Decision Making: Evidence from the Hog Industry In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
[Full Text][Citation analysis]
paper0
2011Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
[Full Text][Citation analysis]
paper0
0000Commodity Storage under Backwardation: Does the Working Curve Still Work? In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
[Full Text][Citation analysis]
paper1
2016Commodity Storage under Backwardation: Does the Working Curve Still Work?.(2016) In: Applied Economic Perspectives and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2012Measuring Risk Attitude and Relation to Marketing Behavior In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
[Full Text][Citation analysis]
paper0
2012Intraday Bid Ask Spread Variation in the Electronically Traded Corn Futures Market In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
[Full Text][Citation analysis]
paper0
2013Dissecting Corn Price Movements with Directed Acyclic Graphs In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
[Full Text][Citation analysis]
paper0
2016Intraday Market Effects in Electronic Soybean Futures Market during Non-Trading and Trading Hour Announcements In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
[Full Text][Citation analysis]
paper0
2018Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016The Electronic Live Cattle Futures Market Bid Ask Spread Behaviors and Components In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
[Full Text][Citation analysis]
paper0
2016GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162 In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
[Full Text][Citation analysis]
paper0
2016Does the Boxed Beef Price Inform the Live Cattle Futures Price? In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
[Full Text][Citation analysis]
paper0
2018Estimating Cost of Volatility Risk in Agricultural Commodity Markets In: 2018 Annual Meeting, August 5-7, Washington, D.C..
[Full Text][Citation analysis]
paper0
1986Incorporating Basis Expectation into Hedging Effectiveness Measures In: 1986 Annual Meeting, July 27-30, Reno, Nevada.
[Full Text][Citation analysis]
paper0
1986THE EFFECTS OF AGRICULTURAL GROWTH ON AGRICULTURAL IMPORTS IN DEVELOPING COUNTRIES In: 1986 Annual Meeting, July 27-30, Reno, Nevada.
[Full Text][Citation analysis]
paper8
1986The Effects of Agricultural Growth on Agricultural Imports in Developing Countries.(1986) In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
1991MEATPACKER CONDUCT AND PRICE DYNAMICS: AN INVESTIGATION OF LIVE CATTLE MARKETS In: 1991 Annual Meeting, August 4-7, Manhattan, Kansas.
[Full Text][Citation analysis]
paper0
1998A NONLINEAR MODEL OF INFORMATION AND COORDINATION IN HOG PRODUCTION: TESTING THE COASIAN-FOWLERIAN DYNAMIC HYPOTHESES In: 1998 Annual meeting, August 2-5, Salt Lake City, UT.
[Full Text][Citation analysis]
paper0
1999FACTORS EXPLAINING THE DIFFUSION OF HYBRID MAIZE: EVIDENCE FROM LATIN AMERICA AND THE CARIBBEAN IN SUPPORT OF THE LIFE CYCLE THEORY OF SEED INDUSTRY DEVELOPMENT In: 1999 Annual meeting, August 8-11, Nashville, TN.
[Full Text][Citation analysis]
paper0
1999TOWARDS MEASURING PRODUCER WELFARE UNDER OUTPUT PRICE UNCERTAINTY AND RISK NON-NEUTRALITY In: 1999 Annual meeting, August 8-11, Nashville, TN.
[Full Text][Citation analysis]
paper0
2008Recent Convergence Performance of CBOT Corn, Soybean, and Wheat Futures Contracts In: Choices: The Magazine of Food, Farm, and Resource Issues.
[Full Text][Citation analysis]
article1
2005Measuring producer welfare under output price uncertainty and risk non-neutrality In: Australian Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article3
2005Measuring producer welfare under output price uncertainty and risk non-neutrality.(2005) In: Australian Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2007Basis Risk and Weather Hedging Effectiveness In: 101st Seminar, July 5-6, 2007, Berlin Germany.
[Full Text][Citation analysis]
paper18
2008Basis risk and weather hedging effectiveness.(2008) In: Agricultural Finance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2011Accounting for Heterogeneity in Hedging Behavior: Comparing & Evaluating Grouping Methods In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
[Full Text][Citation analysis]
paper0
2011Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article1
2009Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting.(2009) In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Composite and Outlook Forecast Accuracy In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article2
2012Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article42
2017New Evidence that Index Traders Did Not Drive Bubbles in Grain Futures Markets In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article2
1997MEAT-PACKER CONDUCT IN FED CATTLE PRICING: MULTIPLE-MARKET OLIGOPSONY POWER In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article25
1994ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article19
1994THE USE OF MEAN-VARIANCE FOR COMMODITY FUTURES AND OPTIONS HEDGING DECISIONS In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article15
2008Weather Derivatives, Spatial Aggregation, and Systemic Risk: Implications for Reinsurance Hedging In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article7
2008Information Content in Deferred Futures Prices: Live Cattle and Hogs In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article1
2007Information Content in Deferred Futures Prices: Live Cattle and Hogs.(2007) In: 2007 Conference, April 16-17, 2007, Chicago, Illinois.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry? In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article6
2008Do Transaction Costs and Risk Preferences Influence Marketing Arrangements in the Illinois Hog Industry?.(2008) In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2006Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options In: Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
article2
2005Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options.(2005) In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Is Hedging a Habit? Hedging Ratio Determination of Cotton Producers In: Journal of Agribusiness.
[Full Text][Citation analysis]
article2
2009Is Storage at a Loss Merely an Illusion of Spatial Aggregation? In: Journal of Agribusiness.
[Full Text][Citation analysis]
article2
2009The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2009Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? In: 2009 Conference, April 20-21, 2009, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2008Dynamic Decision Making in Agricultural Futures and Options Markets In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2008Cash Settlement of Lean Hog Futures Contracts Reexamined In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
[Full Text][Citation analysis]
paper1
2008Market Depth in Lean Hog and Live Cattle Futures Markets In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
[Full Text][Citation analysis]
paper1
2008How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2007Insights into Trader Behavior: Risk Aversion and Probability Weighting In: 2007 Conference, April 16-17, 2007, Chicago, Illinois.
[Full Text][Citation analysis]
paper1
2007To What Surprises Do Hog Futures Markets Respond? In: 2007 Conference, April 16-17, 2007, Chicago, Illinois.
[Full Text][Citation analysis]
paper3
2008To What Surprises Do Hog Futures Markets Respond?.(2008) In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2005Relaxing Standard Hedging Assumptions in the Presence of Downside Risk In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
[Full Text][Citation analysis]
paper4
2008Relaxing standard hedging assumptions in the presence of downside risk.(2008) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2005Portfolio Diversification with Commodity Futures: Properties of Levered Futures In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2005Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets In: 2005 Conference, April 18-19, 2005, St. Louis, Missouri.
[Full Text][Citation analysis]
paper19
2009Time-varying risk premium: further evidence in agricultural futures markets.(2009) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2004PERCEPTIONS OF FUTURES MARKET LIQUIDITY: AN EMPIRICAL STUDY OF CBOT & CME TRADERS In: 2004 Conference, April 19-20, 2004, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2004PRICE DISCOVERY IN THINLY TRADED MARKETS: CASH AND FUTURES RELATIONSHIPS IN BRAZILIAN AGRICULTURAL FUTURES MARKETS In: 2004 Conference, April 19-20, 2004, St. Louis, Missouri.
[Full Text][Citation analysis]
paper8
2004OPTIONS-BASED FORECASTS OF FUTURES PRICES IN THE PRESENCE OF LIMIT MOVES In: 2004 Conference, April 19-20, 2004, St. Louis, Missouri.
[Full Text][Citation analysis]
paper2
2007Options-based forecasts of futures prices in the presence of limit moves.(2007) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2001Unobserved Heterogeneity: Evidence and Implications for SMEs Hedging Behavior In: 2001 Conference, April 23-24, 2001, St. Louis, Missouri.
[Full Text][Citation analysis]
paper1
2001Local Polynomial Kernel Forecasts and Management of Price Risks using Futures Markets In: 2001 Conference, April 23-24, 2001, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2006Farmers Subjective Perceptions of Yield and Yield Risk In: 2006 Conference, April 17-18, 2006, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2006Probability Distortion and Loss Aversion in Futures Hedging In: 2006 Conference, April 17-18, 2006, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2006Is Storage at a Loss Merely an Illusion of Aggregation? In: 2006 Conference, April 17-18, 2006, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2000THE EFFECTS OF THE MICRO-MARKET STRUCTURE ON ILLINOIS ELEVATOR SPATIAL CORN PRICE DIFFERENTIALS In: 2000 Conference, April 17-18 2000, Chicago, Illinois.
[Full Text][Citation analysis]
paper0
2000TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH In: 2000 Conference, April 17-18 2000, Chicago, Illinois.
[Full Text][Citation analysis]
paper6
2003THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET In: 2003 Conference, April 21-22, 2003, St. Louis, Missouri.
[Full Text][Citation analysis]
paper12
2007The Term Structure of Implied Forward Volatility: Recovery and Informational Content in the Corn Options Market.(2007) In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2003THE FEASIBILITY OF A BOXED BEEF FUTURES CONTRACT: HEDGING WHOLESALE BEEF CUTS In: 2003 Conference, April 21-22, 2003, St. Louis, Missouri.
[Full Text][Citation analysis]
paper1
2003FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES In: 2003 Conference, April 21-22, 2003, St. Louis, Missouri.
[Full Text][Citation analysis]
paper0
2002AN EVALUATION OF CROP FORECAST ACCURACY FOR CORN AND SOYBEANS: USDA AND PRIVATE INFORMATION SERVICES In: 2002 Conference, April 22-23, 2002, St. Louis, Missouri.
[Full Text][Citation analysis]
paper3
1988THE PRICING EFFICIENCY OF AGRICULTURAL FUTURES MARKETS: AN ANALYSIS OF PREVIOUS RESEARCH RESULTS In: Southern Journal of Agricultural Economics.
[Full Text][Citation analysis]
article11
1988The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research Results.(1988) In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
1991EFFICIENCY MEASURES USING THE RAY-HOMOTHETIC FUNCTION: A MULTIPERIOD ANALYSIS In: Southern Journal of Agricultural Economics.
[Full Text][Citation analysis]
article1
1991Efficiency Measures Using the Ray-Homothetic Function: A Multiperiod Analysis.(1991) In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2013Solving the Commodity Markets’ Non-Convergence Puzzle In: Amber Waves:The Economics of Food, Farming, Natural Resources, and Rural America.
[Full Text][Citation analysis]
article0
2013Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies In: Economic Information Bulletin.
[Full Text][Citation analysis]
paper9
2009Poor Convergence Performance of CBOT Corn, Soybean and Wheat Futures Contracts: Causes and Solutions In: Marketing and Outlook Research Reports.
[Full Text][Citation analysis]
paper2
1988IDENTIFYING CAUSAL RELATIONSHIPS BETWEEN NONSTATIONARY STOCHASTIC PROCESSES: AN EXAMINATION OF ALTERNATIVE APPROACHES IN SMALL SAMPLES In: Western Journal of Agricultural Economics.
[Full Text][Citation analysis]
article2
1984COMBINING ECONOMIC AND BIOLOGICAL DATA TO ESTIMATE THE IMPACT OF POLLUTION ON CROP PRODUCTION In: Western Journal of Agricultural Economics.
[Full Text][Citation analysis]
article0
1990PRICE FORECASTING WITH TIME-SERIES METHODS AND NONSTATIONARY DATA: AN APPLICATION TO MONTHLY U.S. CATTLE PRICES In: Western Journal of Agricultural Economics.
[Full Text][Citation analysis]
article1
2017Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets In: Papers.
[Full Text][Citation analysis]
paper0
2011Improving the accuracy of outlook price forecasts In: Agricultural Economics.
[Citation analysis]
article1
2014Measuring the effect of risk attitude on marketing behavior In: Agricultural Economics.
[Full Text][Citation analysis]
article6
2017Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry In: Agricultural Economics.
[Full Text][Citation analysis]
article1
2018The components of the bid†ask spread: Evidence from the corn futures market In: Agricultural Economics.
[Full Text][Citation analysis]
article0
2001Market Liberalisation, Vertical Integration and Price Behaviour in Tanzanias Coffee Auction In: Development Policy Review.
[Full Text][Citation analysis]
article0
1992Information, Pricing and Efficiency in Cash and Futures Markets: The Case of Hogs. In: The Economic Record.
[Citation analysis]
article2
1993TECHNICAL EFFICIENCY: A COMPARISON OF PRODUCTION FRONTIER METHODS In: Journal of Agricultural Economics.
[Full Text][Citation analysis]
article13
2018Graphical Illustration of Interaction Effects in Binary Choice Models: A Note In: Journal of Agricultural Economics.
[Full Text][Citation analysis]
article0
2010RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY In: Journal of Financial Research.
[Citation analysis]
article1
1994Noncompetitive Pricing and Exchange Rate Pass-Through in Selected U.S. and Thai Rice Markets In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
article11
2003An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies In: Journal of Agricultural and Applied Economics.
[Full Text][Citation analysis]
article18
2001Factors explaining the diffusion of hybrid maize in Latin America and the Caribbean region In: Agricultural Economics.
[Full Text][Citation analysis]
article3
2005The poverty challenge: How individual decision-making behavior influences poverty In: Economics Letters.
[Full Text][Citation analysis]
article0
2008Probability weighting and loss aversion in futures hedging In: Journal of Financial Markets.
[Full Text][Citation analysis]
article5
2004Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article20
1997The value of public information in commodity futures markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article26
1986Measuring the benefits of environmental change using a duality approach: The case of ozone and Illinois cash grain farms In: Journal of Environmental Economics and Management.
[Full Text][Citation analysis]
article7
2014Bubbles in food commodity markets: Four decades of evidence In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article54
2003A statistical method of multi-market welfare analysis applied to Japanese beef policy liberalization In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article13
2015$25 spring wheat was a bubble, right? In: Agricultural Finance Review.
[Full Text][Citation analysis]
article0
2010Purpose and potential for commodity exchanges in African economies: In: IFPRI discussion papers.
[Full Text][Citation analysis]
paper5
1988BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS. In: Columbia - Center for Futures Markets.
[Citation analysis]
paper3
1990Basis Expectations and Soybean Hedging Effectiveness.(1990) In: Review of Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
1987Usefulness of Pretests for Estimating Underlying Technologies Using Dual Profit Functions. In: International Economic Review.
[Full Text][Citation analysis]
article7
2005Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface In: Journal of Bioeconomics.
[Full Text][Citation analysis]
article0
2014Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files In: NBER Chapters.
[Full Text][Citation analysis]
chapter13
2013Bubbles, Food Prices, and Speculation: Evidence from the CFTCs Daily Large Trader Data Files.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1981The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article13
1982Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article2
1982The Impact of Price Risk on Sow Farrowings, 1967–78 In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article3
1983A Multivariate Logit Analysis of Farmers Use of Financial Information In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article1
1984Basis Risk: Measurement and Analysis of Basis Fluctuations for Selected Livestock Markets In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article4
1984Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms: Reply In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article0
1985Primal versus Dual Methods for Measuring the Impact of Ozone on Cash Grain Farmers In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article3
1987The Distribution of Gains from Technological Advance When Input Quality Varies In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article0
1987Size Distribution and Growth in a Sample of Illinois Cash Grain Farms In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article6
1988Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article13
1989Exchange Rate Uncertainty and the Demand for U.S. Soybeans In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article7
1993Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article15
1999Testing the Efficient Redistribution Hypothesis: An Application to Japanese Beef Policy In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article6
2001Measuring Producers Risk Preferences: A Global Risk-Attitude Construct In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article46
2014The Behavior of Bid-Ask Spreads in the Electronically-Traded Corn Futures Market In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article1
2015Futures Market Failure? In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article3
2015Price Explosiveness, Speculation, and Grain Futures Prices In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article15
2016Price Density Forecasts in the U.S. Hog Markets: Composite Procedures In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]
article0
2011Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame? In: Applied Economic Perspectives and Policy.
[Full Text][Citation analysis]
article2
2011Spreads and Non-Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame?.(2011) In: Applied Economic Perspectives and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2014Gone in Ten Minutes: Intraday Evidence of Announcement Effects in the Electronic Corn Futures Market In: Applied Economic Perspectives and Policy.
[Full Text][Citation analysis]
article9
1992The Effects of Spains Entry into the European Community on the Spanish Hog Market. In: European Review of Agricultural Economics.
[Citation analysis]
article2
2004A selected review of agricultural commodity futures and options markets In: European Review of Agricultural Economics.
[Citation analysis]
article22
2018Short-term price density forecasts in the lean hog futures market In: European Review of Agricultural Economics.
[Full Text][Citation analysis]
article0
1989Using a Decision Support Framework to Evaluate Forecasts In: Review of Agricultural Economics.
[Full Text][Citation analysis]
article0
1994Aggregate Versus Disaggregate Analysis: Corn and Soybean Acreage Response in Illinois In: Review of Agricultural Economics.
[Full Text][Citation analysis]
article2
1996The Value of Information to Hedgers in the Presence of Futures and Options In: Review of Agricultural Economics.
[Full Text][Citation analysis]
article2
1998The Incidence of Producer Welfare Losses from Food Safety Regulation in the Meat Industry In: Review of Agricultural Economics.
[Full Text][Citation analysis]
article1
2003What Killed the Diammonium Phosphate Futures Contract? In: Review of Agricultural Economics.
[Full Text][Citation analysis]
article2
2003What Killed the Diammonium Phosphate Futures Contract?.(2003) In: Review of Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2003Engaging Students in Research: The Use of Professional Dialogue In: Review of Agricultural Economics.
[Full Text][Citation analysis]
article2
2003Engaging Students in Research: The Use of Professional Dialogue.(2003) In: Review of Agricultural Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions In: Journal of Finance and Investment Analysis.
[Full Text][Citation analysis]
article0
2007Predicting S&P 500 volatility for intermediate time horizons using implied forward volatility In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2009Managing price risks using and local polynomial kernel forecasts In: Applied Economics.
[Full Text][Citation analysis]
article0
2013Returns to individual traders in agricultural futures markets: skill or luck? In: Applied Economics.
[Full Text][Citation analysis]
article5
2018Speculation and corn prices In: Applied Economics.
[Full Text][Citation analysis]
article0
2007Is there Evidence of Learning-by-Exporting in Turkish Manufacturing Industries? In: International Review of Applied Economics.
[Full Text][Citation analysis]
article4
1994The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market. In: The Journal of Business.
[Full Text][Citation analysis]
article13
2008Producers complex risk management choices In: Agribusiness.
[Full Text][Citation analysis]
article6
2009Understanding heterogeneous preferences of cooperative members In: Agribusiness.
[Full Text][Citation analysis]
article10
2012Crop Production Contracts and Marketing Strategies: What Drives Their Use? In: Agribusiness.
[Citation analysis]
article8
1990Dominant‐satellite relationships between live cattle cash and futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article5
1993Robust live hog pricing strategies under uncertain prices and risk preferences In: Journal of Futures Markets.
[Full Text][Citation analysis]
article0
1996Ex ante basis risk in the live hog futures contract: Has hedgers risk increased? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article3
1996Recovering probabilistic information from option markets: Tests of distributional assumptions In: Journal of Futures Markets.
[Full Text][Citation analysis]
article9
1996The demise of the high fructose corn syrup futures contract: A case study In: Journal of Futures Markets.
[Full Text][Citation analysis]
article9
1986Lead‐lag relationships between trading volume and price variability: New evidence In: Journal of Futures Markets.
[Full Text][Citation analysis]
article6
2009The informational content of the shape of utility functions: financial strategic behavior In: Managerial and Decision Economics.
[Full Text][Citation analysis]
article2
1997Did Producer Hedging Opportunities in the Live Hog Contract Decline? In: Finance.
[Full Text][Citation analysis]
paper0
1997Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches In: Finance.
[Full Text][Citation analysis]
paper32
1998The Forecasting Value of New Crop Futures: A Decision-Making Framework In: Finance.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team