The pricing of variance risks in agricultural futures markets: do jumps matter?

Title
The pricing of variance risks in agricultural futures markets: do jumps matter?
Authors
Keywords
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Journal
EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS
Volume 50, Issue 4, Pages 1428-1452
Publisher
Oxford University Press (OUP)
Online
2023-08-19
DOI
10.1093/erae/jbad026

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