Department of Agricultural and Consumer Economics

Office for Futures and Options Research (OFOR)

Student Name Date Degree Initial Employment Thesis Title
Joakin Gonzalez-Vivero 2004 MS Family Business Hedging Opportunities for Ecuadorian Cocoa Exporters
Thorsten Michael Egelkraut 2004 PhD Assistant Professor, Department of Agricultural and Resource Economics, Oregon State University, Corvallis, OR Volatility and Price Information Contained in Selected Agricultural Futures Options
Lewis A. Hagedorn 2004 MS Chicago Board of Trade The Marketing Performance of Illinois Corn and Soybean Producers
Michael Jeremy Matwichuk 2004 MS Citrovita, Delaware Market Advisory Service Sentiment Indicators as a Predictor of Agricultural Futures Price Movements
Julia Whitson Marsh 2004 MS Retail Price Analyst Distribution and Logistics, Southern States Cooperative Perceptions of Futures Market Liquidity: An Empirical Study of Futures Traders
Sebastian Escalante 2004 MS   Changing Grain Hedging Opportunities in Light of Argentina’s Currency Policy
Ricky Lynn Webber 2003 MS Seeking employment in San Diego, CA Evaluation of Market Advisory Service Performance in Hogs
Luyang Fu 2002 PhD Pricing Analyst, Bristol West Insurance, Florida Three Essays on Futures Markets
Zhangjun Chen 2002 MS Ph.D. Student University of California, Riverside A Robust Investigation of the Seasonality in Agricultural Futures Markets
Mina Kim 2001 PhD Agribusiness and Applied Economics Dept. North Dakota State Univ. Fargo, ND Research Associate Optimal Hedging on Live Hogs: Nonparametric Approaches
Jun Lu 2000 MS Phoenix, AZ Economist Hedging Strategies for Wheat Producers
Mark Manfredo 1999 PhD Dept. of Agribusiness Arizona State University Mesa, AZ Assistant Professor Volatility Forecasting and Value-at-Risk: An Application to Cattle Feeding
Bryce Holt 1999 MS Kraft Foods, Inc. Northfield, IL Commodity Analyst Hedge Funds, Commodity Trading Advisors, and Commodity Pool Operators: The Effects of Their Futures Trading Volume on Market Volatility
Matt Diersen 1999 PhD Economics Dept. South Dakota State Univ. Brookings, SD Assistant Professor Export Credit Guarantees: Information Evaluation, Valuation, and Portfolio Management
Anjun Zhou 1999 PhD School of Management SUNY Binghamton Binghamton, NY Assistant Professor Nonparametric and Parametric Analyses on the Forward Rate Volatilities and Their Implications on Interest Rate Options Pricing
Walter Watts 1998 MS AllState Insurance Company Mt. Prospect, IL Analyst Comparing the Predictability of Cash and Futures Prices: Using Linear and Nonlinear Approaches: The Arima and Neural Network Models
Mikhail Noussinov 1998 MS Warburg Dillon Read Moscow, Russia Analyst Optimal Hedging Strategies for the U.S. Cattle Feeder
Anning Wei 1997 PhD World Bank Washington, DC Ag. Economist Long Agricultural Futures Price Series: Arch, Long Memory, or Chaos Processes
Keith Boris 1997 MS Louis Dreyfus Corporation  Wilton, CT  Commodity Trader The Market Timing Ability of the Channel Trading Rule in Foreign Currency Futures
Mark Ditsch 1996 MS Consolidated Grain & Barge Mound City, IL Grain Merchandiser/Market Analyst Evaluating the Hedging Potential of the Lean Hog Futures Contract
Greg Price 1996 MS Purdue University Ph.D. Student An Econometric Analysis of the Barge Freight Market for Export-Bound Grain Movements
Keith Bollman 1996 MS Topco Associates, Skokie, IL An Analysis of the Performance of the Diammonium Phosphate Futures Contract
Fabio Zanini 1996 MS University of Illinois Ph.D. Student Hedging Opportunities in the Live Hog Futures and Options Markets Using Forecast Information
Li Yang 1996 PhD School of Banking & Finance Univ. Of New South Wales Sydney Australia Assistant Professor Commodity Futures Market Reaction to Anticipated Public Reports: Frozen Pork Bellies
Mina Kim 1996 MS Ph.D. Student University of Illinois Distributions of Futures Price Spread and Their Relationships with Market Efficiency
Vish Tirupattur 1995 PhD Quantitative Research Analyst Application of Option Pricing Theory and Methods
Richard Lu 1995 PhD Department of Banking & Insurance Feng Chia University Taichung, Taiwan Associate Professor Cointegration Relations Between Spot and Futures Prices for Selected Commodities: Implications for Hedging and Forecasting
Nabil Chaherli 1995 PhD Center of Agricultural and Rural Development Iowa State University Ames, IA Visiting Professor The Risk Management Effects of Alternative Settlement Specifications in Grain Futures Markets
Dwight Sanders 1995 PhD The Pillsbury Company Minneapolis, MN Senior Commodity Analyst Noise Trader Sentiment and the Behavior of Futures Prices
Inmoo Lee 1995 PhD Graduate School of Management Korea Advanced Inst. of Sci. & Tech. Seoul, Korea Assistant Professor Do Firms Knowingly Sell Overvalued Equity?
W. Bruce Canoles 1994 PhD Merrill Lynch Anniston, AL Commodity Broker An Analysis of the Profiles, Motivations, and Modes of Habitual Commodity Speculators
Yue Lai 1994 PhD University of Georgia Athens, GA Forecasting Volatilities in Option Pricing: An Application of Bayesian Inference
Roger Fuhrman 1994 MS CBOT Clearing House Chicago, IL Economist/Research Analyst Non-thesis option
Shane Glenn 1994 MS Piper Jaffray Minneapolis, MN Research Advisor Alternative Method for Pricing the Live Hog Futures Contract
Lifan Wu 1994 PhD Department of Economics & Finance City University of Hong Kong Assistant Professor Did the Good Guys Lose? The Effect of Regulatory Restrictions on Dual Trading
Nachippan Narayanan 1993 PhD Virginia Tech Blacksburg, VA Scientist Expert Decision Support Systems--Effects on Performance of Participants in the Live Hog Futures Markets
Lynne Dallafior 1993 MS Cargill Iowa Falls, IA Grain Merchandiser and Broker Death of a Contract: The Failure of the HFCS-55 Futures Contract
Phil Gore 1992 MS CFTC Chicago, IL Industry Economist Hedging Opportunities and Strategies in Livestock Futures
Yiquin Wu 1992 MS Dept. of Accountancy University of Illinois MAS Student Inventory and the Price of Storage Patterns in the Frozen Pork Belly Market
Jae-Sun Roh 1992 PhD A research institute in Korea Time-Varying Hedge Ratio Estimation for Selected Agricultural Commodities and Products
Valerie Gamino 1992 MS Kentucky Fried Chicken, Pepsico Corp. Louisville, KY Commodity Analyst Understanding and Forecasting Beef Product Basis Relationships
David Neff 1991 PhD Dept. of Ag. Econ. University of Arkansas Fayetteville, AR Assistant Professor Technical Efficiency of Illinois Grain Farms and Factors Influencing Its Measurement
Jim Gill 1990 MS Archer Daniels Midland, Co. Decatur, IL Grain Merchandiser Analysis of Procurement Strategies for Grain Processors: The Case of Corn Wet Milling