Julieta Frank

Julieta Frank is a Professor in the Department of Agribusiness and Agricultural Economics at the University of Manitoba, actively contributing to the Faculty of Agricultural and Food Sciences. Her expertise spans agricultural economics, financial markets, and risk management.

• Education: PhD and MS in Agricultural Economics from the University of Illinois, MS in Statistics from the University of Illinois, and an Ing Agr from the University of Buenos Aires.

Her research focuses on price analysis, market microstructure, and forecast evaluation within agricultural futures markets. Key topics include liquidity cost estimation, volatility modeling, cross-market hedging, and market efficiency assessments using both classical and Bayesian statistical approaches.

Her publications reveal trends in commodity market dynamics, particularly in futures market risk management and data-driven volatility forecasting. Recent work (2025) examines real-time public announcements in limit order books, while earlier studies (2020-2011) address portfolio optimization, fuzzy pricing models, and livestock futures liquidity costs.