One thing that we have to keep in mind is that ghosts in fiction typically have the ability to turn tangible and intangible at will. Phantasma is no exception, as seen in Ghoul School of where she was shown casually handling and passing through solid matter. So while impregnation is doubtful, sex with a ghost girl should still be achievable.
Now that we have gotten that out of the way, there's also the question of what sex with a ghost would even feel like. Due to ghosts having a rather airy composition and constantly being in a state of death, it's safe to assume that they wouldn't exactly be exuding warmth. "Juices", stuff like saliva or other womanly liquids, are not something that I've seen discussed or presented concerning ghosts. It's probable that such liquids exist, though I would imagine they would be in a slightly more viscous form that at least partially consists of ectoplasm, seeing how that is the only known fluid that ghosts are known to produce.
So to summarize:
>sex with a ghost should be physically possible as long as the rules allow them to become tangible
>expect little to no body warmth
>hope you like the taste of her viscous ectoplasm as she rigorously frenches you