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 18 0 0 3 32
Risk and Marketing Behavior: Pricing Fed Cattle on a Grid 0 0 0 5 1 4 8 30
Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market 0 0 0 54 1 4 8 206
Volatility Risk 0 0 0 35 0 0 6 111
Total Working Papers 0 0 0 112 2 8 25 379


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 0 5 0 0 3 20
A Long-Run Risks Model of Asset Pricing with Fat Tails 0 0 0 16 0 0 1 64
A dimension‐invariant cascade model for VIX futures 0 0 0 0 0 1 3 5
Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market 0 0 0 7 0 0 1 47
Risk and marketing behavior: pricing fed cattle on a grid 0 0 0 3 0 0 6 50
Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods 0 0 0 7 0 0 2 51
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices 0 1 2 10 1 5 8 41
Seasonality and Stochastic Volatility in Wheat Options 0 0 0 0 1 5 22 181
The performance of VIX option pricing models: Empirical evidence beyond simulation 1 5 8 13 1 6 14 37
Variance risk premiums and predictive power of alternative forward variances in the corn market 0 0 0 0 0 0 3 41
Total Journal Articles 1 6 10 61 3 17 63 537


Statistics updated 2020-11-03