Details about Zhiguang Wang

Access statistics for papers by Zhiguang Wang.

Last updated 2023-09-04. Update your information in the RePEc Author Service.

Short-id: pwa481

Working Papers

2020

1. Experiential Learning Trading Agricultural Contracts in a Commodity Fund
   2020 Annual Meeting, July 26-28, Kansas City, Missouri, Agricultural and Applied Economics Association

2013

2. Expected Utility, Risk, and Market Behavior: Theory and Evidence from the Fed Cattle Market
   SCC-76 Meeting, 2013, March 14-16, Pensacola, Florida, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources View citations (2)

2012

3. Risk and Marketing Behavior: Pricing Fed Cattle on a Grid
   Economics Staff Papers, South Dakota State University, Department of Economics
   See also Journal Article Risk and marketing behavior: pricing fed cattle on a grid, Agricultural Economics, International Association of Agricultural Economists (2014) View citations (5) (2014)

2010

4. Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market
   Economics Staff Papers, South Dakota State University, Department of Economics
   See also Journal Article Variance risk premiums and predictive power of alternative forward variances in the corn market, Journal of Futures Markets, John Wiley & Sons, Ltd. (2012) View citations (10) (2012)

Journal Articles

2022

1. Multistep forecast of the implied volatility surface using deep learning
   Journal of Futures Markets, 2022, 42, (4), 645-667 View citations (4)
2. Trading Commodity Futures and Options in a Student-Managed Fund
   Applied Economics Teaching Resources (AETR), 2022, 4, (01)

2020

3. New generation grain contracts in corn and soybean commodity markets
   Journal of Commodity Markets, 2020, 20, (C) View citations (1)

2019

4. A dimension‐invariant cascade model for VIX futures
   Journal of Futures Markets, 2019, 39, (10), 1214-1227

2015

5. Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
   Journal of Empirical Finance, 2015, 34, (C), 260-274 View citations (5)
6. Seasonality and Stochastic Volatility in Wheat Options
   Journal of Economic Insight, 2015, 41, (1), 1-20

2014

7. A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis
   Journal of Futures Markets, 2014, 34, (3), 235-260 View citations (10)
8. Risk and marketing behavior: pricing fed cattle on a grid
   Agricultural Economics, 2014, 45, (5), 601-612 View citations (5)
   See also Working Paper Risk and Marketing Behavior: Pricing Fed Cattle on a Grid, Economics Staff Papers (2012) (2012)

2013

9. Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market
   Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2013, 61, (3), 371-395 View citations (3)

2012

10. Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods
    Empirical Economics, 2012, 42, (1), 21-51 View citations (1)
11. Variance risk premiums and predictive power of alternative forward variances in the corn market
    Journal of Futures Markets, 2012, 32, (6), 587-608 View citations (10)
    See also Working Paper Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market, Economics Staff Papers (2010) (2010)

2011

12. The performance of VIX option pricing models: Empirical evidence beyond simulation
    Journal of Futures Markets, 2011, 31, (3), 251-281 View citations (35)

2010

13. A Long-Run Risks Model of Asset Pricing with Fat Tails
    Review of Finance, 2010, 14, (3), 409-449 View citations (2)