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 |