Access Statistics for Roengchai Tansuchat

Author contact details at EconPapers.

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 58 1 8 12 189
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 46 1 3 10 221
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 38 0 3 8 157
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 1 8 16 365
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 113 0 8 14 425
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 0 2 5 344
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 41 2 6 9 248
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 3 7 17 250
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 57 0 3 7 252
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 81 1 5 6 344
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 0 3 10 357
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 287 2 3 21 971
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 112 1 7 9 320
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 3 123 9 20 28 472
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 6 10 193
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 25 0 3 6 184
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 0 4 6 267
Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises 0 0 0 46 0 3 8 153
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 1 2 119 0 3 7 699
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 0 3 3 188
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 0 1 3 118
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 3 47 1 10 20 297
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 1 1 58 1 4 5 211
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 64 0 3 7 200
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 23 0 3 5 163
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 1 3 6 133
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 2 5 151
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 34 1 4 10 163
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 1 6 14 122
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 57 0 5 8 220
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 0 4 9 171
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 22 2 6 10 107
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 20 1 4 7 127
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 0 3 5 227
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 0 4 12 260
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 17 2 22 33 163
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 95 1 9 13 261
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 51 0 5 8 152
Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach 0 0 0 52 0 8 11 110
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 1 1 90 0 8 13 336
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 1 1 84 0 7 16 423
Total Working Papers 0 4 15 2,749 32 229 432 10,714


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 2 9 17 294
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 1 2 78 1 11 40 372
Crude oil hedging strategies using dynamic multivariate GARCH 0 0 2 129 1 12 25 496
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 6 0 7 12 68
The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic 0 0 1 23 0 2 6 77
Total Journal Articles 0 1 6 289 4 41 100 1,307


Statistics updated 2026-04-09