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 46 1 3 9 220
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 58 4 9 11 188
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 38 0 5 8 157
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 5 7 16 364
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 0 4 5 344
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 81 1 4 6 343
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 2 8 14 247
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 113 1 10 14 425
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 41 1 5 7 246
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 57 0 4 8 252
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 112 5 7 8 319
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 3 123 3 13 19 463
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 2 4 10 357
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 287 1 7 20 969
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 2 7 10 193
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 25 1 5 6 184
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 2 5 6 267
Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises 0 0 0 46 0 6 8 153
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 1 1 4 118
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 3 47 1 11 19 296
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 1 2 119 0 4 7 699
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 1 1 58 1 3 4 210
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 23 0 4 6 163
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 64 0 5 7 200
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 1 2 5 132
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 1 2 5 151
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 34 0 6 9 162
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 1 6 13 121
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 57 1 7 8 220
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 20 1 4 6 126
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 0 7 9 171
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 22 2 5 9 105
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 0 7 12 260
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 17 11 22 31 161
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 95 0 10 12 260
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 51 2 5 8 152
Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach 0 0 0 52 2 8 12 110
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 1 1 84 4 10 16 423
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 1 1 90 0 10 13 336
Total Working Papers 0 4 16 2,749 60 258 408 10,682


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 3 8 15 292
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 1 2 78 4 14 39 371
Crude oil hedging strategies using dynamic multivariate GARCH 0 0 2 129 3 12 25 495
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 6 2 10 12 68
The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic 0 1 1 23 0 5 6 77
Total Journal Articles 0 2 6 289 12 49 97 1,303


Statistics updated 2026-03-04