An earlier version was presented at the 2010 Western Economic Association International annual meeting in Portland, Oregon. We thank the editor (Bob Webb) and the referee for their extensive suggestions that greatly improve the study. We acknowledge the financial support from Agricultural Experiment Station at South Dakota State University (Project H363-10).
Variance risk premiums and predictive power of alternative forward variances in the corn market
Article first published online: 15 APR 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 6, pages 587–608, June 2012
How to Cite
Wang, Z., Fausti, S. W. and Qasmi, B. A. (2012), Variance risk premiums and predictive power of alternative forward variances in the corn market. J. Fut. Mark., 32: 587–608. doi: 10.1002/fut.20527
- Issue published online: 23 APR 2012
- Article first published online: 15 APR 2011
- Manuscript Accepted: MAR 2011
- Manuscript Received: JUN 2010
- Agricultural Experiment Station at South Dakota State University. Grant Number: H363-10
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