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Zhiguang Wang, Ph.D. - Publications

Affiliations: 
2009 Florida International University, Miami, FL, United States 
Area:
Finance
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8 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Elliott L, Elliott M, Slaa CT, Wang Z. New generation grain contracts in corn and soybean commodity markets Journal of Commodity Markets. 100113. DOI: 10.1016/J.Jcomm.2019.100113  0.319
2019 Wang Z, Dupoyet BV. A dimension‐invariant cascade model for VIX futures Journal of Futures Markets. 39: 1214-1227. DOI: 10.1002/Fut.22042  0.315
2015 Wu F, Myers RJ, Guan Z, Wang Z. Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices Journal of Empirical Finance. 34: 260-274. DOI: 10.1016/J.Jempfin.2015.07.003  0.339
2014 Fausti SW, Wang Z, Qasmi BA, Diersen MA. Risk and Marketing Behavior: Pricing Fed Cattle on a Grid Agricultural Economics. 45: 601-612. DOI: 10.1111/Agec.12109  0.32
2014 Schmitz A, Wang Z, Kimn JH. A jump diffusion model for agricultural commodities with bayesian analysis Journal of Futures Markets. 34: 235-260. DOI: 10.1002/Fut.21597  0.331
2012 Wang Z, Bidarkota PV. Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods Empirical Economics. 42: 21-51. DOI: 10.2139/Ssrn.584421  0.301
2012 Wang Z, Fausti SW, Qasmi BA. Variance risk premiums and predictive power of alternative forward variances in the corn market Journal of Futures Markets. 32: 587-608. DOI: 10.1002/Fut.20527  0.33
2011 Wang Z, Daigler RT. The performance of VIX option pricing models: Empirical evidence beyond simulation Journal of Futures Markets. 31: 251-281. DOI: 10.1002/Fut.20466  0.328
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