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
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions and you will be able to log in to access content. Some users may also log in directly via OpenAthens.
Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!