Students Publications

Check out a few recent students publications below.

What are the Carbon Services from Cover-Crop Adoption Worth from Farmers’ Perspective?

American Journal of Agricultural Economics

Is Liquidity Provision Informative? Evidence from Agricultural Futures Markets

American Journal of Agricultural Economics, Vol 107, 125-151.

Autopsy of a Futures Market Failure: Japan’s Dojima Rice Futures in the Early 21st Century

Food Policy

Price Connectedness in US Ethanol Terminal Markets

Energy Economics, Vol 124, 106759

“Fast Money” around Federal Statistics Releases

American Journal of Agricultural Economics

Are Price Limits Cooling Off Agricultural Futures Markets?

American Journal of Agricultural Economics, Vol 104, No. 5, 1724-1746

New Evidence on Market Response to Public Announcements in the presence of Microstructure Noise

European Review of Operational Research, Vol 298, No. 2, 785-800

Looking Under the Surface: An Analysis of Iceberg Orders in the U.S. Agricultural Futures Markets

Agricultural Economics, Vol 52, No. 4, 679-699

Liquidity Costs During Flash Events in the Corn and Lean Hog Futures Market

American Journal of Agricultural Economics, Vol 103, No. 2, 743-764

Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets?

Agricultural Economics, Vol 51, No.6, 825-840

Office for Futures and Options Research
Email: tserra@illinois.edu