Access Statistics for Roengchai Tansuchat

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 38 0 0 0 149
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 1 46 0 0 2 211
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 1 1 1 58 1 1 2 177
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 0 1 14 348
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 40 0 0 2 239
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 0 2 3 233
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 2 112 0 0 2 411
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 81 0 0 1 337
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 1 2 2 339
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 1 1 2 57 1 1 3 244
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 1 1 120 0 1 7 444
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 112 0 3 8 311
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 286 0 0 1 949
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 0 1 1 347
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 1 1 2 25 1 1 2 178
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 1 2 2 183
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 1 1 1 261
Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises 0 0 1 46 1 1 2 145
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 0 1 2 114
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 1 2 3 185
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 2 5 44 0 4 8 277
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 1 117 0 1 3 692
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 1 57 0 0 1 206
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 1 1 23 0 1 2 157
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 1 1 1 64 1 1 1 193
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 0 0 146
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 1 34 0 0 2 153
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 1 1 1 127
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 0 0 0 108
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 57 0 0 1 212
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 1 1 1 22 2 2 2 96
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 0 1 1 248
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 0 0 1 162
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 0 0 1 222
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 16 0 0 3 130
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 1 1 1 20 1 1 3 120
Modelling conditional correlations for risk diversification in crude oil markets 0 0 1 95 0 0 2 248
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 50 0 0 0 144
Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach 0 0 0 52 1 1 2 98
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 0 89 1 1 1 323
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 1 1 2 83 2 2 6 407
Total Working Papers 7 11 28 2,733 17 36 101 10,274


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets 0 0 0 52 1 1 4 277
Conditional correlations and volatility spillovers between crude oil and stock index returns 1 1 5 76 2 2 32 332
Crude oil hedging strategies using dynamic multivariate GARCH 1 2 5 127 3 5 19 470
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 6 0 1 2 56
The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic 0 0 0 22 0 0 0 71
Total Journal Articles 2 3 11 283 6 9 57 1,206


Statistics updated 2025-03-03