5
H index
3
i10 index
141
Citations
Zhiguang Wang : Citation Profile
South Dakota State University | RESEARCH PRODUCTION: 13 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2009 - 2022). 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:
| Cites to:
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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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Degree of Irrationality: Sentiment and Implied Volatility Surface. (2024). Xie, Yan ; Weng, Jiahao. In: Papers. RePEc:arx:papers:2405.11730. Full description at Econpapers || Download paper |
| 2025 | Analytical computation of conditional moments in the extended Cox–Ingersoll–Ross process with regime switching: Hybrid PDE system solutions with financial applications. (2025). Thamrongrat, Nopporn ; Rujivan, Sanae ; Djehiche, Boualem ; Juntanon, Parun. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:229:y:2025:i:c:p:176-202. Full description at Econpapers || Download paper |
| 2024 | Can technical indicators based on underlying assets help to predict implied volatility index. (2024). Tingting, Ying ; Shi, Yanlong ; Yafeng, Shi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:57-74. Full description at Econpapers || Download paper |
| 2024 | Considering momentum spillover effects via graph neural network in option pricing. (2024). Wang, Yao ; Wei, Xiangyu ; Li, Qing ; Zhao, Jingmei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1069-1094. Full description at Econpapers || Download paper |
| 2024 | A deep learning‐based financial hedging approach for the effective management of commodity risks. (2024). Hu, Yan ; Ni, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:879-900. Full description at Econpapers || Download paper |
| 2025 | Do Corn Options Update Volatility Expectations in the Wake of USDA Reports?. (2025). Yang, Yao ; McKenzie, Andrew. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1852-1868. Full description at Econpapers || Download paper |
| 2025 | The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets. (2025). Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:289-307. 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 | 12 |
| 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: 12 | 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 | 7 |
| 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 | 36 |
| 2014 | A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
| 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 | 4 |
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