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 0 1 1 58 0 1 1 177
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 2 3 14 351
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 81 0 1 2 338
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 0 1 2 339
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 1 1 3 234
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 2 112 0 0 2 411
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 1 2 57 0 2 3 245
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 112 0 0 5 311
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 0 0 1 347
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 120 0 0 5 444
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 1 1 287 0 1 1 950
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 1 2 25 0 1 2 178
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 1 2 183
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 0 1 1 261
Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises 0 0 1 46 0 1 2 145
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 0 1 3 185
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 2 3 5 117
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 1 1 6 45 1 1 9 278
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 1 117 0 0 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 64 1 2 2 194
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 1 23 0 1 3 158
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 1 34 0 0 1 153
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 0 1 1 127
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 1 1 1 109
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 0 0 146
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 0 0 0 16 0 0 1 130
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 1 1 2 249
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 0 0 0 162
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 1 1 22 0 3 3 97
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 1 1 20 0 1 3 120
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 0 0 1 222
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 0 2 3 99
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 0 89 0 1 1 323
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 1 2 83 1 3 7 408
Total Working Papers 1 9 29 2,735 10 35 103 10,292


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 1 1 1 53 1 2 5 278
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 1 4 76 0 2 22 332
Crude oil hedging strategies using dynamic multivariate GARCH 0 1 5 127 2 6 18 473
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 6 0 0 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 1 3 11 284 3 10 47 1,210


Statistics updated 2025-05-12