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Zhiguang Wang

This is information that was supplied by Zhiguang Wang in registering through RePEc. If you are Zhiguang Wang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Zhiguang
Middle Name:
Last Name:Wang
RePEc Short-ID:pwa481
Email:[This author has chosen not to make the email address public]
Postal Address:
Location: Brookings, South Dakota (United States)
Phone: 605-688-4141
Fax: 605-688-6386
Postal: Box 504, Scobey Hall, Brookings, SD 57007-0895
Handle: RePEc:edi:edsdsus (more details at EDIRC)
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  1. Fausti, Scott W. & Wang, Zhiguang & Lange, Brent, 2013. "Expected Utility, Risk, and Market Behavior: Theory and Evidence from the Fed Cattle Market," SCC-76 Meeting, March 14-16, 2013, Pensacola, Florida 147660, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources.
  2. Scott Fausti & Zhiguang (Gerald) Wang & Bashir Qasmi & Matt Diersen, 2012. "Risk and Marketing Behavior: Pricing Fed Cattle on a Grid," Staff Papers 12001, South Dakota State University, Department of Economics.
  3. Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2010. "Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market," Staff Papers 100001, South Dakota State University, Department of Economics.
  4. Zhiguang (Gerald) Wang, 2009. "Volatility Risk," Issue Briefs 2009513, South Dakota State University, Department of Economics.
  1. Scott W. Fausti & Zhiguang Wang & Bashir A. Qasmi & Matthew A. Diersen, 2014. "Risk and marketing behavior: pricing fed cattle on a grid," Agricultural Economics, International Association of Agricultural Economists, vol. 45(5), pages 601-612, 09.
  2. Adam Schmitz & Zhiguang Wang & Jungā€Han Kimn, 2014. "A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(3), pages 235-260, 03.
  3. Scott W. Fausti & Zhiguang Wang & Brent Lange, 2013. "Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 61(3), pages 371-395, 09.
  4. Zhiguang Wang & Scott W. Fausti & Bashir A. Qasmi, 2012. "Variance risk premiums and predictive power of alternative forward variances in the corn market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(6), pages 587-608, 06.
  5. Zhiguang Wang & Prasad Bidarkota, 2012. "Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods," Empirical Economics, Springer, vol. 42(1), pages 21-51, February.
  6. Zhiguang Wang & Robert T. Daigler, 2011. "The performance of VIX option pricing models: Empirical evidence beyond simulation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(3), pages 251-281, 03.
  7. Zhiguang (Gerald) Wang & Prasad V. Bidarkota, 2010. "A Long-Run Risks Model of Asset Pricing with Fat Tails," Review of Finance, European Finance Association, vol. 14(3), pages 409-449.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FOR: Forecasting (1) 2010-06-18. Author is listed
  2. NEP-RMG: Risk Management (2) 2010-01-23 2010-06-18. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2010-06-18 2013-05-11. Author is listed

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