Office for Futures and Options Research (OFOR)

 

The Office for Futures and Options Research (OFOR) promotes and enhances scholarly research and learning of futures, options, and derivative markets. The Office bridges the teaching and research programs in the Department of Agricultural and Consumer Economics and the Department of Finance. OFOR seeks faculty scholars and highly qualified students interested in research and learning of futures and options markets by providing opportunities for the dissemination of information through many written and verbal outlets, classroom instruction, and various education programs.

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  • Baer, Herbert L.; France, Virginia G.; Moser, James T. (Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 1996-01)
    This paper develops a model which explains how the creation of a futures clearinghouse allows traders to reduce default and economize on margin. We contrast the collateral necessary between bilateral partners with that ...
    untranslated RTF file (140KB)
  • Sanders, Dwight R.; Irwin, Scott H.; Leuthold, Raymond M. (Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 1996-06)
    Theoretical noise trader models suggest that uninformed traders can impact market prices. However, these models conclusions depend crucially on the assumed specification for noise trader demand. This research seeks to ...
    untranslated Microsoft Word (106KB)
  • Ditsch, Mark; Leuthold, Raymond M. (Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 1996-08)
    The lean hog futures contract is replacing the live hog futures contract at the Chicago Mercantile Exchange beginning with the February 1997 contract. The lean hog futures will be cash settled based on a broad-based lean ...
    untranslated Microsoft Word (84KB)
  • Tirupattur, Viswanath; Hauser, Robert J.; Chaherli, Nabil M. (Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 1996-12)
    The use of crop yield futures contracts is examined. The expectation being modeled here reflects that of an Illinois corn and soybeans producer at planting, of revenue realized at harvest. The effects of using price and ...
    untranslated PDF (57KB)
  • Kim, Min-Kyoung; Leuthold, Raymond M. (Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 1997-11)
    The distributional behavior for futures price spread changes is examined through parametric and nonparametric tests on four different commodities: corn and live cattle, and gold and T-bonds with two different sample sizes. ...
    untranslated PDF (101KB)

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