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 0 1 4 27
Risk and Marketing Behavior: Pricing Fed Cattle on a Grid 0 0 1 4 1 1 6 21
Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market 0 0 0 54 1 2 8 191
Volatility Risk 0 0 0 34 0 0 1 100
Total Working Papers 0 0 1 109 2 4 19 339


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 0 0 2 4 0 0 5 13
A Long-Run Risks Model of Asset Pricing with Fat Tails 0 0 0 14 0 0 2 58
Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market 0 0 2 6 0 0 7 44
Risk and marketing behavior: pricing fed cattle on a grid 0 0 0 3 0 3 6 38
Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods 0 0 0 7 0 0 0 49
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices 0 2 3 4 1 4 9 19
Seasonality and Stochastic Volatility in Wheat Options 0 0 0 0 6 16 33 124
The performance of VIX option pricing models: Empirical evidence beyond simulation 0 0 1 3 0 1 4 12
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 0 2 8 41 7 24 67 394


Statistics updated 2017-11-04