Citation profile for Zhiguang Wang

Zhiguang Wang : Citation Profile

South Dakota State University

H index

i10 index

131

Citations

RESEARCH PRODUCTION:

Articles

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: 5.    Total self citations: 1 (0.76 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa481
   Updated: 2024-01-16    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)

Bakas, Dimitrios (4)

Mishra, Tapas (4)

Zhou, Wei-Xing (4)

DIEBOLT, Claude (4)

Chikhi, Mohamed (4)

Lusk, Jayson (3)

Thompson, Nathanael (3)

Brorsen, B (3)

Santucci de Magistris, Paolo (3)

Cites to:

fausti, scott (10)

Schroeder, Ted (10)

Bollerslev, Tim (8)

Wolff, Christian (8)

Wu, Liuren (6)

Anderson, John (6)

pan, jun (3)

Engle, Robert (3)

Sherrick, Bruce (3)

Diersen, Matthew (3)

Chen, Zhiwu (3)

Main data

Where Zhiguang Wang has published?

Journals with more than one article published	# docs
Journal of Futures Markets	5

Working Papers Series with more than one paper published	# docs
Economics Staff Papers / South Dakota State University, Department of Economics	2

Recent works citing Zhiguang Wang (2024 and 2023)

Year	Title of citing document
2023	. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Commodity 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. Full description at Econpapers \|\| Download paper
2023	Harvesting 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. Full description at Econpapers \|\| Download paper
2023	Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32. Full description at Econpapers \|\| Download paper

Works by Zhiguang Wang:

Year	Title	Type	Cited
2020	Experiential Learning Trading Agricultural Contracts in a Commodity Fund In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. [Full Text][Citation analysis]	paper	0
2022	Trading Commodity Futures and Options in a Student-Managed Fund In: Applied Economics Teaching Resources (AETR). [Full Text][Citation analysis]	article	0
2013	Expected Utility, Risk, and Market Behavior: Theory and Evidence from the Fed Cattle Market In: SCC-76 Meeting, 2013, March 14-16, Pensacola, Florida. [Full Text][Citation analysis]	paper	2
2012	Risk and Marketing Behavior: Pricing Fed Cattle on a Grid In: Economics Staff Papers. [Full Text][Citation analysis]	paper	5
2014	Risk and marketing behavior: pricing fed cattle on a grid.(2014) In: Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2010	Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market In: Economics Staff Papers. [Full Text][Citation analysis]	paper	10
2012	Variance 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
2013	Expected 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]	article	3
2015	Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	5
2020	New generation grain contracts in corn and soybean commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis]	article	1
2015	Seasonality and Stochastic Volatility in Wheat Options In: Journal of Economic Insight. [Citation analysis]	article	0
2010	A Long-Run Risks Model of Asset Pricing with Fat Tails In: Review of Finance. [Full Text][Citation analysis]	article	2
2009	Volatility Risk In: Issue Briefs. [Full Text][Citation analysis]	paper	56
2010	Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market In: Staff Papers. [Full Text][Citation analysis]	paper	1
2012	Risk and Marketing Behavior: Pricing Fed Cattle on a Grid In: Staff Papers. [Full Text][Citation analysis]	paper	2
2012	Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods In: Empirical Economics. [Full Text][Citation analysis]	article	1
2011	The performance of VIX option pricing models: Empirical evidence beyond simulation In: Journal of Futures Markets. [Full Text][Citation analysis]	article	34
2014	A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis In: Journal of Futures Markets. [Full Text][Citation analysis]	article	8
2019	A dimension?invariant cascade model for VIX futures In: Journal of Futures Markets. [Full Text][Citation analysis]	article	0
2022	Multistep forecast of the implied volatility surface using deep learning In: Journal of Futures Markets. [Full Text][Citation analysis]	article	1