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Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices

Wu, Feng; Myers, Robert J.; Guan, Zhengfei; Wang, Zhiguang - In: Journal of empirical finance 34 (2015), pp. 260-274

Persistent link: https://www.econbiz.de/10011557143

Multistep forecast of the implied volatility surface using deep learning

Medvedev, Nikita; Wang, Zhiguang - In: The journal of futures markets 42 (2022) 4, pp. 645-667

Persistent link: https://www.econbiz.de/10013187579

Multistep forecast of the implied volatility surface using deep learning

Medvedev, Nikita; Wang, Zhiguang - In: Journal of Futures Markets 42 (2021) 4, pp. 645-667

Persistent link: https://www.econbiz.de/10012808328

A dimension‐invariant cascade model for VIX futures

Wang, Zhiguang; Dupoyet, Brice - In: Journal of Futures Markets 39 (2019) 10, pp. 1214-1227

Persistent link: https://www.econbiz.de/10012082220

Risk and marketing behavior: pricing fed cattle on a grid

Fausti, Scott W.; Wang, Zhiguang; Qasmi, Bashir A.; … - In: Agricultural Economics 45 (2014) 5, pp. 601-612

A seven-year comparative study of grid pricing versus average pricing of slaughter cattle was conducted to evaluate carcass quality market signals. The primary objectives of the study are to determine: (1) if market signals sent through the grid pricing system indicate an improvement in the grid...

Persistent link: https://www.econbiz.de/10010890762

Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression methods

Wang, Zhiguang; Bidarkota, Prasad - In: Empirical Economics 42 (2012) 1, pp. 21-51

Persistent link: https://www.econbiz.de/10010539310

Expected Utility, Risk, and Marketing Behavior: Theory and Evidence from the Fed Cattle Market

Fausti, Scott W.; Wang, Zhiguang; Lange, Brent - In: Canadian Journal of Agricultural Economics/Revue … 61 (2013) 3, pp. 371-395

Persistent link: https://www.econbiz.de/10010697041