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Economics and Finance

D-Index
38
Citations
5990
World Ranking
2550
National Ranking
1430

Overview

Philip Garcia is affiliated with the University of Illinois at Urbana-Champaign in the United States. Their research primarily falls within the field of Economics, Econometrics, and Finance, with a focus on subfields such as Economics and Econometrics, Finance, General Economics, Econometrics and Finance, General Health Professions, and Management Science and Operations Research.

The main research topics covered by Philip Garcia include:

  • Market Dynamics and Volatility
  • Financial Markets and Investment Strategies
  • Complex Systems and Time Series Analysis
  • Financial Risk and Volatility Modeling
  • Monetary Policy and Economic Impact
  • Auction Theory and Applications
  • Energy, Environment, and Transportation Policies

Philip Garcia has published several recent papers in a variety of academic journals. Notable publications include:

  • "Are Corn Futures Prices Getting 'Jumpy'?" published in 2020 in the American Journal of Agricultural Economics
  • "Resilience in 'Flash Events' in the Corn and Lean Hog Futures Markets" published in 2020 in the American Journal of Agricultural Economics
  • "New evidence on market response to public announcements in the presence of microstructure noise" published in 2021 in the European Journal of Operational Research
  • "To batch or not to batch? The release of USDA crop reports" published in 2021 in Agricultural Economics
  • "Biodiesel hedging under binding renewable fuel standard mandates" published in 2021 in Energy Economics

Frequent co-authors collaborating with Philip Garcia include Teresa Serra, Scott H. Irwin, Joshua Huang, Mindy L. Mallory, and Quanbiao Shang. This indicates collaboration within a network addressing topics related to economic and financial research.

Philip Garcia's work is often published in leading journals, with frequent venues including:

  • American Journal of Agricultural Economics
  • Agricultural Economics
  • European Journal of Operational Research
  • Energy Economics
  • JBI Evidence Implementation

Best Publications

  • Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct

    Joost M.E. Pennings;Philip Garcia

  • Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets

    Andres Trujillo-Barrera;Mindy L. Mallory;Philip Garcia

  • Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches

    Anil Bera;Philip Garcia;Jae-Sun Roh

  • Bubbles in food commodity markets: Four decades of evidence ☆

    Xiaoli L. Etienne;Scott H. Irwin;Philip Garcia

  • Lead-lag relationships between trading volume and price variability: New evidence

    Philip Garcia;Raymond M. Leuthold;Hector Zapata

  • A selected review of agricultural commodity futures and options markets

    Philip Garcia;Raymond M. Leuthold

  • The Price-Forecasting Performance of Futures Markets for Live Cattle and Hogs: A Disaggregated Analysis

    Larry Martin;Philip Garcia

  • Basis risk and weather hedging effectiveness

    Joshua D. Woodard;Philip Garcia

  • The value of public information in commodity futures markets

    Philip Garcia;Scott H. Irwin;Raymond M. Leuthold;Li Yang

  • Dominant‐satellite relationships between live cattle cash and futures markets

    Stephen R. Koontz;Philip Garcia;Michael A. Hudson

  • Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity

    Joost M.E. Pennings;Joost M.E. Pennings;Philip Garcia

  • Recovering probabilistic information from option markets: Tests of distributional assumptions

    Bruce J. Sherrick;Philip Garcia;Viswanath Tirupattur

  • ESTIMATING CORN YIELD RESPONSE MODELS TO PREDICT IMPACTS OF CLIMATE CHANGE

    Bruce L. Dixon;Steven E. Hollinger;Philip Garcia;Viswanath Tirupattur

  • Meatpacker Conduct in Fed Cattle Pricing: An Investigation of Oligopsony Power

    Stephen R. Koontz;Philip Garcia;Michael A. Hudson

  • Price Explosiveness, Speculation, and Grain Futures Prices

    Xiaoli L. Etienne;Scott H. Irwin;Philip Garcia

  • Farm Size, Tenure, and Economic Efficiency in a Sample of Illinois Grain Farms

    Philip Garcia;Steven T. Sonka;Man Sik Yoo

  • Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement

    Philip Garcia;Raymond M. Leuthold;T. Randall Fortenbery;Gboroton F. Sarassoro

  • Spreads and Non‐Convergence in Chicago Board of Trade Corn, Soybean, and Wheat Futures: Are Index Funds to Blame?

    Scott H. Irwin;Philip Garcia;Darrel L. Good;Eugene L. Kunda

  • Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files

    Nicole M. Aulerich;Scott H. Irwin;Philip Garcia

  • Futures Market Failure

    Philip Garcia;Scott H. Irwin;Aaron D. Smith

  • The Impact of Price Risk on Sow Farrowings, 1967–78

    Christopher A. Hurt;Philip Garcia

Frequent Co-Authors

Joost M.E. Pennings
Joost M.E. Pennings Maastricht University
Scott H. Irwin
Scott H. Irwin University of Illinois at Urbana-Champaign
Stanley A. Changnon
Stanley A. Changnon University of Illinois at Urbana-Champaign
Richard M. Adams
Richard M. Adams Oregon State University
Matthias Ruth
Matthias Ruth University of York
Thomas W. Hertel
Thomas W. Hertel Purdue University West Lafayette
Julian M. Alston
Julian M. Alston University of California, Davis
Daniel A. Sumner
Daniel A. Sumner University of California, Davis
Daniel Rosenfeld
Daniel Rosenfeld Hebrew University of Jerusalem
Li Yang
Li Yang Chinese Academy of Sciences

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