Keywords: Variance risk
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Journal Articles
Agricultural Finance Review (2019) 79 (3): 286–303.
Published: 01 May 2019
...Wenwen Xi; Dermot Hayes; Sergio Horacio Lence Purpose The purpose of this paper is to study the variance risk premium in corn and soybean markets, where the variance risk premium is defined as the difference between the historical realized variance and the corresponding risk-neutral expected...

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