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Weather derivatives, spatial aggregation, and systemic risk : implications for reinsurance hedging
Woodard, Joshua D.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 33 (2008) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10003730339
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Information content in deferred futures prices : live cattle and hogs
Sanders, Dwight R.; García, Philip; Manfredo, Mark R. - In: Journal of agricultural and resource economics : JARE ; … 33 (2008) 1, pp. 87-98
Persistent link: https://www.econbiz.de/10003730347
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To what surprises do hog futures markets respond?
Frank, Julieta; García, Philip; Irwin, Scott H. - In: Journal of agricultural and applied economics 40 (2008) 1, pp. 73-87
Persistent link: https://www.econbiz.de/10003763044
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Pricing efficiency in the live cattle futures market : further interpretation and measurement
García, Philip (contributor) - In: American journal of agricultural economics 70 (1988) 1, pp. 162-169
Persistent link: https://www.econbiz.de/10001047906
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Producers' complex risk management choices
Pennings, Joost M. E.; Isengildina-Massa, Olga; Irwin, … - In: Agribusiness : an internat. journal 24 (2008) 1, pp. 31-54
Persistent link: https://www.econbiz.de/10003806220
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Do transaction costs and risk preferences influence marketing arrangements in the Illinois hog industry?
Franken, Jason R. V.; Pennings, Joost M. E.; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 34 (2009) 2, pp. 297-315
Persistent link: https://www.econbiz.de/10003892603
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Intermediate volatility forecasts using implied forward volatility : the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael; García, Philip - In: Journal of agricultural and resource economics : JARE ; … 31 (2006) 3, pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
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Options-based forecasts of futures prices in the presence of limit moves
Egelkraut, Thorsten Michael; García, Philip; Sherrick, … - In: Applied economics 39 (2007) 1/3, pp. 145-152
Persistent link: https://www.econbiz.de/10003427270
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The term structure of implied forward volatility : recovery and informational content in the corn options market
Egelkraut, Thorsten Michael; García, Philip; Sherrick, … - In: American journal of agricultural economics 89 (2007) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10003448528
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Relaxing standard hedging assumptions in the presence of downside risk
Mattos, Fabio; García, Philip; Nelson, Carl H. - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 78-93
Persistent link: https://www.econbiz.de/10003683355