Zhiguang Wang
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Zhiguang |
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Wang |
Identifer
Contact
Affiliations
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South Dakota State University
/ Ness School of Management and Economics
Research profile
author of:
- Experiential Learning Trading Agricultural Contracts in a Commodity Fund (RePEc:ags:aaea20:304463)
by Diersen, Matthew A. & Wang, Zhiguang - Trading Commodity Futures and Options in a Student-Managed Fund (RePEc:ags:aaeatr:320044)
by Diersen, Matthew A. & Wang, Zhiguang - Expected Utility, Risk, and Market Behavior: Theory and Evidence from the Fed Cattle Market (RePEc:ags:scc013:147660)
by Fausti, Scott W. & Wang, Zhiguang & Lange, Brent - Risk and Marketing Behavior: Pricing Fed Cattle on a Grid (RePEc:ags:sdsusp:127898)
by Fausti, Scott W. & Wang, Zhiguang & Qasmi, Bashir A. & Diersen, Matthew A. - Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market (RePEc:ags:sdsusp:61683)
by Wang, Zhiguang & Fausti, Scott W. & Qasmi, Bashir A. - Risk and marketing behavior: pricing fed cattle on a grid (RePEc:bla:agecon:v:45:y:2014:i:5:p:601-612)
by Scott W. Fausti & Zhiguang Wang & Bashir A. Qasmi & Matthew A. Diersen - Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market (RePEc:bla:canjag:v:61:y:2013:i:3:p:371-395)
by Scott W. Fausti & Zhiguang Wang & Brent Lange - Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices (RePEc:eee:empfin:v:34:y:2015:i:c:p:260-274)
by Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang - New generation grain contracts in corn and soybean commodity markets (RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300789)
by Elliott, Lisa & Elliott, Matthew & Slaa, Chad Te & Wang, Zhiguang - Seasonality and Stochastic Volatility in Wheat Options (RePEc:mve:journl:v:41:y:2015:i:1:p:1-20)
by Michael Osei & Zhiguang Wang - A Long-Run Risks Model of Asset Pricing with Fat Tails (RePEc:oup:revfin:v:14:y:2010:i:3:p:409-449)
by Zhiguang (Gerald) Wang & Prasad V. Bidarkota - Volatility Risk (RePEc:sda:ibrief:2009513)
by Zhiguang (Gerald) Wang - Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market (RePEc:sda:staffp:100001)
by Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi - Risk and Marketing Behavior: Pricing Fed Cattle on a Grid (RePEc:sda:staffp:120002)
by Scott Fausti & Zhiguang (Gerald) Wang & Bashir Qasmi & Matt Diersen - Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods (RePEc:spr:empeco:v:42:y:2012:i:1:p:21-51)
by Zhiguang Wang & Prasad Bidarkota - The performance of VIX option pricing models: Empirical evidence beyond simulation (RePEc:wly:jfutmk:v:31:y:2011:i:3:p:251-281)
by Zhiguang Wang & Robert T. Daigler - Variance risk premiums and predictive power of alternative forward variances in the corn market (RePEc:wly:jfutmk:v:32:y:2012:i:6:p:587-608)
by Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi - A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis (RePEc:wly:jfutmk:v:34:y:2014:i:3:p:235-260)
by Adam Schmitz & Zhiguang Wang & Jung‐Han Kimn - A dimension‐invariant cascade model for VIX futures (RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1214-1227)
by Zhiguang Wang & Brice Dupoyet - Multistep forecast of the implied volatility surface using deep learning (RePEc:wly:jfutmk:v:42:y:2022:i:4:p:645-667)
by Nikita Medvedev & Zhiguang Wang