D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 35 Citations 4,793 160 World Ranking 1474 National Ranking 890

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Microeconomics

Philip Garcia mainly focuses on Financial economics, Futures contract, Econometrics, Forward market and Hedge. The study incorporates disciplines such as Cash, Monetary economics and Commodity in addition to Financial economics. Futures contract and Spot market are two areas of study in which Philip Garcia engages in interdisciplinary work.

His study in the field of Heteroscedasticity also crosses realms of Volume-weighted average price, Volume and Risk perception. In the subject of general Hedge, his work in Contango is often linked to Commodity pool, thereby combining diverse domains of study. He works mostly in the field of Futures market, limiting it down to concerns involving Inefficiency and, occasionally, Econometric model.

His most cited work include:

  • Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct (149 citations)
  • A selected review of agricultural commodity futures and options markets (99 citations)
  • Basis risk and weather hedging effectiveness (85 citations)

What are the main themes of his work throughout his whole career to date?

His primary scientific interests are in Futures contract, Econometrics, Financial economics, Futures market and Cash. His primary area of study in Futures contract is in the field of Forward market. Philip Garcia has included themes like Bayesian probability and Commodity in his Econometrics study.

The Financial economics study combines topics in areas such as Index and Speculation. His study connects Basis risk and Cash. His work focuses on many connections between Monetary economics and other disciplines, such as Price discovery, that overlap with his field of interest in Dominance.

He most often published in these fields:

  • Futures contract (50.37%)
  • Econometrics (36.67%)
  • Financial economics (27.41%)

What were the highlights of his more recent work (between 2013-2021)?

  • Futures contract (50.37%)
  • Financial economics (27.41%)
  • Futures market (11.85%)

In recent papers he was focusing on the following fields of study:

His scientific interests lie mostly in Futures contract, Financial economics, Futures market, Econometrics and Monetary economics. His Futures contract research incorporates themes from Index and Market liquidity. His study on Algorithmic trading, Volatility and Autoregressive conditional heteroskedasticity is often connected to Term as part of broader study in Financial economics.

His Futures market study integrates concerns from other disciplines, such as Market microstructure and Bid–ask spread. His Econometrics study combines topics in areas such as Cash and Value. He has included themes like Sample, Agricultural commodity, Volatility risk and Commodity in his Monetary economics study.

Between 2013 and 2021, his most popular works were:

  • Bubbles in food commodity markets: Four decades of evidence ☆ (82 citations)
  • Futures Market Failure (43 citations)
  • Price Explosiveness, Speculation, and Grain Futures Prices (40 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Microeconomics

Philip Garcia spends much of his time researching Futures contract, Financial economics, Futures market, Volatility and Algorithmic trading. His research in Futures contract is mostly concerned with Forward market. His Financial economics study combines topics from a wide range of disciplines, such as Index and Speculation.

His Futures market study is related to the wider topic of Econometrics. His Volatility research is multidisciplinary, incorporating perspectives in Actuarial science and Survey methodology. The concepts of his Algorithmic trading study are interwoven with issues in Volatility swap, Agribusiness, Electronic trading and Market efficiency.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

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

Joost M.E. Pennings;Philip Garcia.
American Journal of Agricultural Economics (2001)

218 Citations

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

Anil Bera;Philip Garcia;Jae-Sun Roh.
Research Papers in Economics (1997)

174 Citations

Volatility spillovers in U.S. crude oil, ethanol, and corn futures markets.

Andres Trujillo-Barrera;Mindy L. Mallory;Philip Garcia.
Journal of Agricultural and Resource Economics (2012)

164 Citations

A selected review of agricultural commodity futures and options markets

Philip Garcia;Raymond M. Leuthold.
European Review of Agricultural Economics (2004)

162 Citations

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

Larry Martin;Philip Garcia.
American Journal of Agricultural Economics (1981)

157 Citations

Bubbles in food commodity markets: Four decades of evidence ☆

Xiaoli L. Etienne;Scott H. Irwin;Philip Garcia.
Journal of International Money and Finance (2014)

147 Citations

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

Philip Garcia;Raymond M. Leuthold;Hector Zapata.
Journal of Futures Markets (1986)

139 Citations

Basis risk and weather hedging effectiveness

Joshua D. Woodard;Philip Garcia.
Agricultural Finance Review (2008)

127 Citations

Dominant‐satellite relationships between live cattle cash and futures markets

Stephen R. Koontz;Philip Garcia;Michael A. Hudson.
Journal of Futures Markets (1990)

126 Citations

The value of public information in commodity futures markets

Philip Garcia;Scott H. Irwin;Raymond M. Leuthold;Li Yang.
Journal of Economic Behavior and Organization (1997)

125 Citations

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