Access Statistics for Zhiguang Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Expected Utility, Risk, and Market Behavior: Theory and Evidence from the Fed Cattle Market 0 0 0 17 1 1 6 26
Risk and Marketing Behavior: Pricing Fed Cattle on a Grid 1 1 1 4 1 2 7 20
Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market 0 0 1 54 0 2 8 188
Volatility Risk 0 0 0 34 0 0 4 100
Total Working Papers 1 1 2 109 2 5 25 334


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis 2 2 3 4 4 4 6 13
A Long-Run Risks Model of Asset Pricing with Fat Tails 0 0 0 14 0 0 4 58
Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market 0 0 2 6 0 0 11 44
Risk and marketing behavior: pricing fed cattle on a grid 0 0 1 3 0 0 8 34
Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods 0 0 0 7 0 0 2 49
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices 0 0 1 2 1 1 5 15
Seasonality and Stochastic Volatility in Wheat Options 0 0 0 0 1 5 30 105
The performance of VIX option pricing models: Empirical evidence beyond simulation 1 1 2 3 1 1 4 11
Variance risk premiums and predictive power of alternative forward variances in the corn market 0 0 0 0 0 0 1 37
Total Journal Articles 3 3 9 39 7 11 71 366


Statistics updated 2017-07-04