|
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 |
Lincoln
National Investment Mgmt., Inc. Fort Wayne, IN
Quantitative Research Analyst |
Ex-Ante Valuation of U.S. Agricultural Support Programs: An
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
Post-doc |
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 |
