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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
Suffix:
RePEc Short-ID:pwa481
[This author has chosen not to make the email address public]
http://www.sdstate.edu/econ/faculty/zhiguang-wang/
Brookings, South Dakota (United States)
http://econ.sdstate.edu/

: 605-688-4141
605-688-6386
Box 504, Scobey Hall, Brookings, SD 57007-0895
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. Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang, 2015. "Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 260-274.
  2. Michael Osei & Zhiguang Wang, 2015. "Seasonality and Stochastic Volatility in Wheat Options," The Journal of Economics, Missouri Valley Economic Association, vol. 41(1), pages 1-20.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2010-01-23 2010-06-18. Author is listed
  2. NEP-UPT: Utility Models & Prospect Theory (2) 2010-06-18 2013-05-11. Author is listed
  3. NEP-FOR: Forecasting (1) 2010-06-18. Author is listed

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