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 1 3 3 152
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 1 58 1 1 3 179
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 46 2 5 6 217
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 2 4 10 357
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 5 5 8 239
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 57 1 2 5 248
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 1 1 3 340
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 81 0 1 2 339
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 1 1 113 2 4 4 415
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 41 0 0 2 241
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 112 1 1 4 312
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 1 5 7 353
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 287 5 7 13 962
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 1 4 123 0 3 7 450
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 1 1 5 186
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 future markets 0 0 0 116 0 1 2 262
Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises 0 0 0 46 0 1 3 147
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 1 1 5 47 5 5 12 285
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 1 118 0 1 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 0 47 0 0 2 185
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 0 57 1 1 1 207
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 1 64 0 1 3 195
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 1 23 1 1 3 159
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 6 6 7 115
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 1 1 3 149
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 0 2 4 130
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 34 0 3 3 156
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 57 1 1 1 213
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 1 1 17 2 8 9 139
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 2 2 2 224
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 22 1 1 6 100
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 0 3 6 253
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 20 2 2 3 122
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 1 2 2 164
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 95 2 2 2 250
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 51 1 2 3 147
Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach 0 0 0 52 1 2 5 102
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 0 89 2 3 4 326
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 1 83 1 3 8 413
Total Working Papers 1 4 23 2,745 53 97 186 10,424


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 3 8 284
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 0 2 77 1 8 27 357
Crude oil hedging strategies using dynamic multivariate GARCH 1 2 4 129 3 8 18 483
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 6 1 2 3 58
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 1 1 72
Total Journal Articles 1 2 7 287 7 22 57 1,254


Statistics updated 2025-12-06