| 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 |
