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1、VOLATILITYANDPRICEINFORMATIONCONTAINEDINSELECTEDAGRICULTURALFUTURESOPTIONSBYTHORSTENMICHAELEGELKRAUTDiplom,FernUniversitat-GesamthochschuleinHagen,1997M.S.,UniversityofGeorgia,1999M.S.,UniversityofIllinoisatUrbana-Champaign,2002DISSERTATIONSubmittedinp
2、artialfulfillmentoftherequirementsforthedegreeofDoctorofPhilosophyinAgriculturalandConsumerEconomicsintheGraduateCollegeoftheUniversityofIllinoisatUrbana-Champaign,2005Urbana,IllinoisReproducedwithpermissionofthecopyrightowner.Furtherreproductionprohib
3、itedwithoutpermission.UMINumber:3182256INFORMATIONTOUSERSThequalityofthisreproductionisdependentuponthequalityofthecopysubmitted.Brokenorindistinctprint,coloredorpoorqualityillustrationsandphotographs,printbleed-through,substandardmargins,andimproperal
4、ignmentcanadverselyaffectreproduction.Intheunlikelyeventthattheauthordidnotsendacompletemanuscriptandtherearemissingpages,thesewillbenoted.Also,ifunauthorizedcopyrightmaterialhadtoberemoved,anotewillindicatethedeletion.UMI®UMIMicroform3182256Copyright2
5、005byProQuestInformationandLearningCompany.Allrightsreserved.ThismicroformeditionisprotectedagainstunauthorizedcopyingunderTitle17,UnitedStatesCode.ProQuestInformationandLearningCompany300NorthZeebRoadP.O.Box1346AnnArbor,Ml48106-1346Reproducedwithpermi
6、ssionofthecopyrightowner.Furtherreproductionprohibitedwithoutpermission.©2005byThorstenMichaelEgelkraut.AllrightsreservedReproducedwithpermissionofthecopyrightowner.Furtherreproductionprohibitedwithoutpermission.CertificateofCommitteeApprovalUniversity
7、ofIllinoisatUrbana-ChampaignGraduateCollegeApril13,2004Weherebyrecommendthatthethesisby:THORSTENMICHAELEGELKRAUTEntitled:VOLATILITYANDPRICEINFORMATIONCONTAINEDINSELECTEDAGRICULTURALCOMMODITYFUTURESOPTIONSBeacceptedinpartialfulfillmentoftherequirementsf
8、orthedegreeof:DoctorofPhilosophySignatim7DirectorofResearchHeadofDepartmentCommitteeonFinalExamination*ChairpersonvmitteeMemberCommitteeMemberCommitteeMemberCommitteeMemberCommitteeMember*Requiredfordoctoraldegreebutnotformaster’sdegree