Zhiguang Wang : Citation Profile


Are you Zhiguang Wang?

South Dakota State University

4

H index

2

i10 index

85

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 8
   Journals where Zhiguang Wang has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 1 (1.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa481
   Updated: 2021-04-17    RAS profile: 2019-12-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhiguang Wang.

Is cited by:

Mishra, Tapas (4)

fausti, scott (4)

Chikhi, Mohamed (4)

Hertrich, Markus (4)

DIEBOLT, Claude (4)

Zhou, Wei-Xing (3)

Lusk, Jayson (3)

Violante, Francesco (3)

Thompson, Nathanael (3)

Brorsen, B (3)

Bakas, Dimitrios (3)

Cites to:

Ward, Clement (6)

fausti, scott (5)

Wolff, Christian (5)

Wu, Liuren (5)

Hueth, Brent (4)

Schroeder, Ted (4)

Bollerslev, Tim (4)

Barndorff-Nielsen, Ole (3)

pan, jun (3)

Palm, Franz (2)

Azzam, Azzeddine (2)

Main data


Where Zhiguang Wang has published?


Journals with more than one article published# docs
Journal of Futures Markets4

Working Papers Series with more than one paper published# docs
Staff Papers / South Dakota State University, Department of Economics2

Recent works citing Zhiguang Wang (2021 and 2020)


YearTitle of citing document
2020A note on the worst case approach for a market with a stochastic interest rate. (2020). Zawisza, Dariusz . In: Papers. RePEc:arx:papers:2001.01998.

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2020A Demand-Oriented Industry-Specific Volatility Spillover Network Analysis of China’s Stock Market around the Outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1321-1341.

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2020Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. (2020). Sarris, Alexandros ; Dotsis, George ; Triantafyllou, Athanasios. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:3:p:631-651.

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2021What provides the micro-foundation of monetary policies in the absence of mature economic institutions?. (2021). Fu, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302581.

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2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. (2020). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461232031597x.

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2020Forecasting volatility with time-varying leverage and volatility of volatility effects. (2020). Proietti, Tommaso ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1301-1317.

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2020Political uncertainty and firm entry: Evidence from Chinese manufacturing industries. (2020). Feng, Zongxian ; Mao, Hui ; Chen, Shaojian. In: Journal of Business Research. RePEc:eee:jbrese:v:120:y:2020:i:c:p:16-30.

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2020CBOE VIX and Jump-GARCH option pricing models. (2020). Yoon, Sun-Joong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:839-859.

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2020Oil Price Forecasting Using a Time-Varying Approach. (2020). Wang, Shun-Gang ; Zhang, Zhi-Gang ; Zhao, Lu-Tao. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1403-:d:333553.

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2020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bonato, Matteo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539.

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2020Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models. (2020). Rodríguez, Gabriel ; Fernandez, Jean Pierre. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00484.

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2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Youssef, Manel. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00227-3.

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2020Are Corn Futures Prices Getting “Jumpy”?. (2020). Couleau, Anabelle ; Garcia, Philip ; Serra, Teresa. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:569-588.

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2020Modeling VXX under jump diffusion with stochastic long‐term mean. (2020). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1508-1534.

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Works by Zhiguang Wang:


YearTitleTypeCited
2013Expected Utility, Risk, and Market Behavior: Theory and Evidence from the Fed Cattle Market In: SCC-76 Meeting, 2013, March 14-16, Pensacola, Florida.
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paper2
2014Risk and marketing behavior: pricing fed cattle on a grid In: Agricultural Economics.
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article4
2012Risk and Marketing Behavior: Pricing Fed Cattle on a Grid.(2012) In: Staff Papers.
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This paper has another version. Agregated cites: 4
paper
2013Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
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article3
2015Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices In: Journal of Empirical Finance.
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article3
2015Seasonality and Stochastic Volatility in Wheat Options In: Journal of Economic Insight (formerly the Journal of Economics (MVEA)).
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article0
2010A Long-Run Risks Model of Asset Pricing with Fat Tails In: Review of Finance.
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article2
2009Volatility Risk In: Issue Briefs.
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paper26
2010Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market In: Staff Papers.
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paper8
2012Variance risk premiums and predictive power of alternative forward variances in the corn market.(2012) In: Journal of Futures Markets.
[Citation analysis]
This paper has another version. Agregated cites: 8
article
2012Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods In: Empirical Economics.
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article1
2011The performance of VIX option pricing models: Empirical evidence beyond simulation In: Journal of Futures Markets.
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article29
2014A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis In: Journal of Futures Markets.
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article7
2019A dimension‐invariant cascade model for VIX futures In: Journal of Futures Markets.
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article0

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