Ph.D. candidate, Agricultural and Applied Economics
University of Illinois Urbana–Champaign
I am a Ph.D. candidate at the Agricultural and Consumer Economics Department at the University of Illinois Urbana–Champaign. My research is in agricultural price analysis and commodity derivatives markets, with a focus on volatility, risk premia, and market microstructure.
My job market paper combines GARCH-based filtered historical simulation with a difference-in-differences design to study variance risk pricing in live cattle options markets, using the 2019 Tyson Holcomb plant fire as a natural experiment. Related work examines spatial latency arbitrage in energy ETF markets and the international transmission of soybean basis across major producing regions.
I am on the 2026–2027 academic job market.
Curriculum Vitae | Research Code | LinkedIn | Email: ejv3@illinois.edu