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Philip Garcia

1981 …2019
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Research Output 1981 2019

Is the corn futures market noisier? The impact of high frequency quoting

Wang, X., Garcia, P. & Irwin, S. H., Jan 1 2019, (Accepted/In press) In : Applied Economics.

Research output: Contribution to journal › Article

Corn
Futures markets
Bid
Comovement
Discrepancy

Microstructure Noise and Realized Variance in the Live Cattle Futures Market

Couleau, A., Serra, T. & Garcia, P., Jan 1 2019, In : American Journal of Agricultural Economics. 101, 2, p. 563-578 16 p.

Research output: Contribution to journal › Article

microstructure
markets
cattle
Noise
futures trading

Graphical Illustration of Interaction Effects in Binary Choice Models: A Note

Franken, J. R. V., Pennings, J. M. E. & Garcia, P., Sep 2018, In : Journal of Agricultural Economics. 69, 3, p. 852-858 7 p.

Research output: Contribution to journal › Article

economic costs
assets
Contracts
uncertainty
swine

Intraday market effects in electronic soybean futures market during non-trading and trading hour announcements

Joseph, K. & Garcia, P., Mar 3 2018, In : Applied Economics. 50, 11, p. 1188-1202 15 p.

Research output: Contribution to journal › Article

Futures markets
Announcement
Soybean
Market reaction
Persistence

Short-term price density forecasts in the lean HOG futures market

Trujillo-Barrera, A., Garcia, P. & Mallory, M. L., Feb 2018, In : European Review of Agricultural Economics. 45, 1, p. 121-142 22 p.

Research output: Contribution to journal › Article

futures trading
markets
time series analysis
swine
Calibration

Honors & Recognition

2016 AAEA Quality of Research Discovery Award

Philip Garcia (Recipient), Scott H Irwin (Recipient) & Aaron Smith (Recipient), 2016

Prize

Distinguished Graduate Teaching Award

Philip Garcia (Recipient), 2016

Prize

graduate
Teaching
economics