Zhiguang Wang : Citation Profile


Are you Zhiguang Wang?

South Dakota State University

5

H index

3

i10 index

136

Citations

RESEARCH PRODUCTION:

12

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 10
   Journals where Zhiguang Wang has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (0.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa481
   Updated: 2024-11-08    RAS profile: 2023-09-04    
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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:

fausti, scott (6)

Hertrich, Markus (5)

Mishra, Tapas (4)

Zhou, Wei-Xing (4)

DIEBOLT, Claude (4)

Bakas, Dimitrios (4)

Chikhi, Mohamed (4)

Santucci de Magistris, Paolo (3)

DeVuyst, Eric (3)

Thompson, Nathanael (3)

Brorsen, B (3)

Cites to:

Schroeder, Ted (10)

fausti, scott (10)

Bollerslev, Tim (8)

Wolff, Christian (8)

Anderson, John (6)

Diersen, Matthew (3)

Chen, Zhiwu (3)

Engle, Robert (3)

Cao, Charles (3)

Sherrick, Bruce (3)

Goodwin, Barry (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
Economics Staff Papers / South Dakota State University, Department of Economics2

Recent works citing Zhiguang Wang (2024 and 2023)


YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation. (2018). Yew, Rand Kwong. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:423-463.

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2023.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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2023Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644.

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2024Can technical indicators based on underlying assets help to predict implied volatility index. (2024). Shi, Yanlong ; Yafeng, Shi ; Tingting, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:57-74.

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Works by Zhiguang Wang:


YearTitleTypeCited
2020Experiential Learning Trading Agricultural Contracts in a Commodity Fund In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri.
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paper0
2022Trading Commodity Futures and Options in a Student-Managed Fund In: Applied Economics Teaching Resources (AETR).
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article0
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
2012Risk and Marketing Behavior: Pricing Fed Cattle on a Grid In: Economics Staff Papers.
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paper5
2014Risk and marketing behavior: pricing fed cattle on a grid.(2014) In: Agricultural Economics.
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This paper has nother version. Agregated cites: 5
article
2010Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market In: Economics Staff Papers.
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paper10
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 nother version. Agregated cites: 10
article
2013Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Full Text][Citation analysis]
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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article5
2020New generation grain contracts in corn and soybean commodity markets In: Journal of Commodity Markets.
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article1
2015Seasonality and Stochastic Volatility in Wheat Options In: Journal of Economic Insight.
[Citation analysis]
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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paper56
2010Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market In: Staff Papers.
[Full Text][Citation analysis]
paper1
2012Risk and Marketing Behavior: Pricing Fed Cattle on a Grid In: Staff Papers.
[Full Text][Citation analysis]
paper2
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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article35
2014A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis In: Journal of Futures Markets.
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article9
2022Multistep forecast of the implied volatility surface using deep learning In: Journal of Futures Markets.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team