| Termination of hull-imposed dormancy in developing barley grains is correlated with changes in embryonic ABA levels and sensitivity RL Benech-Arnold, MC Giallorenzi, J Frank, V Rodriguez Seed Science Research 9 (1), 39-47, 1999 | 123 | 1999 |
| Bid‐ask spreads, volume, and volatility: Evidence from livestock markets J Frank, P Garcia American Journal of Agricultural Economics 93 (1), 209-225, 2011 | 71 | 2011 |
| Binary option pricing using fuzzy numbers A Thavaneswaran, SS Appadoo, J Frank Applied Mathematics Letters 26 (1), 65-72, 2013 | 65 | 2013 |
| Time-varying risk premium: further evidence in agricultural futures markets J Frank, P Garcia Applied Economics 41 (6), 715-725, 2009 | 60 | 2009 |
| How strong are the linkages among agricultural, oil, and exchange rate markets? J Frank, P Garcia | 46 | 2010 |
| Generalized value at risk forecasting A Thavaneswaran, A Paseka, J Frank Communications in Statistics-Theory and Methods 49 (20), 4988-4995, 2020 | 45 | 2020 |
| Price discovery in agricultural futures markets: Should we look beyond the best bid‐ask spread? M Arzandeh, J Frank American Journal of Agricultural Economics 101 (5), 1482-1498, 2019 | 25 | 2019 |
| Fuzzy option pricing using a novel data-driven feed forward neural network volatility model A Thavaneswaran, RK Thulasiram, J Frank, Z Zhu, M Singh 2019 IEEE international conference on fuzzy systems (FUZZ-IEEE), 1-6, 2019 | 19 | 2019 |
| Portfolio optimization using a novel data-driven EWMA covariance model with big data Z Zhu, A Thavaneswaran, A Paseka, J Frank, R Thulasiram 2020 IEEE 44th Annual Computers, Software, and Applications Conference …, 2020 | 17 | 2020 |
| To what surprises do hog futures markets respond? J Frank, P Garcia, SH Irwin Journal of Agricultural and Applied Economics 40 (1), 73-87, 2008 | 16 | 2008 |
| Inference for random coefficient volatility models A Thavaneswaran, Y Liang, J Frank Statistics & Probability Letters 82 (12), 2086-2090, 2012 | 11 | 2012 |
| Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches J Frank, P Garcia Agricultural Economics 42, 131-140, 2011 | 10* | 2011 |
| Seasonal Volatility Models A Doshi, J Frank, A Thavaneswaran Journal of Statistical Theory and Applications 10 (1), 1-10, 2011 | 10 | 2011 |
| Marketing strategies in the Canadian beef sector J Frank, D Brewin | 6 | 2011 |
| How Strong are the Linkages among Agricultural J Frank, P Garcia Oil, and Exchange Rate Markets, 2010 | 5 | 2010 |
| Recent Developments in Seasonal Volatility Models J Frank, M Ghahramani, A Thavaneswaran Advances in Econometrics - Theory and Applications, 31-44, 2011 | 4 | 2011 |
| Cash Settlement of Lean Hog Futures Contracts Reexamined M Gomez, J Frank, E Kunda, P Garcia Review of Futures Markets 18 (2), 173-191, 2009 | 4* | 2009 |
| Market depth in lean hog and live cattle futures markets J Frank, P Garcia | 4 | 2008 |
| Complex Choices: Producers Risk Management Strategies JME Pennings, O Isengildina, SH Irwin, DL Good, P Garcia, J Frank, ... | 4 | 2005 |
| Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets J Frank, P Garcia | 2 | 2005 |
Philip GarciaProfessor and T.A. Hieronymus Chair, Agricultural and Consumer Economics, University of IllinoisVerified email at illinois.edu
