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 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.
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.
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.
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Measuring Producers' Risk Preferences: A Global Risk-Attitude Construct
Joost M.E. Pennings;Philip Garcia.
American Journal of Agricultural Economics (2001)
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)
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)
A selected review of agricultural commodity futures and options markets
Philip Garcia;Raymond M. Leuthold.
European Review of Agricultural Economics (2004)
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)
Bubbles in food commodity markets: Four decades of evidence ☆
Xiaoli L. Etienne;Scott H. Irwin;Philip Garcia.
Journal of International Money and Finance (2014)
Lead-lag relationships between trading volume and price variability: New evidence
Philip Garcia;Raymond M. Leuthold;Hector Zapata.
Journal of Futures Markets (1986)
Basis risk and weather hedging effectiveness
Joshua D. Woodard;Philip Garcia.
Agricultural Finance Review (2008)
Dominant‐satellite relationships between live cattle cash and futures markets
Stephen R. Koontz;Philip Garcia;Michael A. Hudson.
Journal of Futures Markets (1990)
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)
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