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 46 3 3 4 215
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 38 2 2 2 151
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 1 58 0 0 2 178
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 1 2 9 355
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 81 1 1 2 339
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 0 0 2 339
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 0 0 3 234
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 41 0 0 2 241
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 1 1 1 113 2 2 2 413
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 57 1 1 4 247
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 4 5 6 352
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 1 2 4 123 2 4 9 450
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 287 1 2 8 957
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 112 0 0 3 311
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 1 25 0 0 2 179
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 2 4 185
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 1 1 2 262
Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises 0 0 0 46 0 2 3 147
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 0 0 2 185
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 1 118 1 2 4 695
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 0 0 4 117
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 4 46 0 1 7 280
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 0 57 0 0 0 206
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 1 64 1 1 3 195
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 1 23 0 0 2 158
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 1 2 148
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 1 3 4 130
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 0 0 1 109
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 34 2 3 3 156
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 57 0 0 0 212
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 1 1 1 163
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 20 0 0 1 120
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 2 3 6 253
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 0 0 0 222
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 1 1 17 4 7 7 137
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 22 0 1 5 99
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 95 0 0 0 248
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 51 1 1 2 146
Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach 0 0 0 52 0 2 4 101
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 2 83 1 3 9 412
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 0 89 1 1 2 324
Total Working Papers 2 4 23 2,744 33 57 138 10,371


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 1 53 1 3 6 282
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 1 2 77 4 17 28 356
Crude oil hedging strategies using dynamic multivariate GARCH 1 1 3 128 5 6 15 480
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 6 1 1 2 57
The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic 0 0 0 22 1 1 1 72
Total Journal Articles 1 2 6 286 12 28 52 1,247


Statistics updated 2025-11-08