Título:

The Pricing of Variance Risks in Agricultural Futures Markets: Do Jumps Matter?

Autores:

Xinyue He (Huazhong Agricultural U)
Siyu Bian (Huazhong Agricultural U)
Teresa Serra (U of Illinois at Urbana-Champaign)

Revista:

European Review of Agricultural Economics

Ano:

2023

Volume:

50

Número:

4

Páginas:

1428-1452

Código JEL:

G13 - Contingent Pricing; Futures Pricing