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 57 0 6 12 122
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 1 45 2 7 21 188
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 37 0 4 11 120
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 96 2 6 23 293
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 54 1 1 17 232
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 2 3 15 329
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 77 2 6 21 319
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 56 0 0 12 216
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 109 1 2 17 401
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 39 0 1 27 222
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 88 0 0 9 335
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 1 7 107 0 1 15 288
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 1 3 103 0 3 25 363
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 1 7 283 2 7 42 923
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 22 0 3 9 167
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 2 11 171
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 1 115 1 4 13 236
Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises 1 1 1 43 3 6 24 124
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 2 113 6 10 50 620
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 38 1 1 7 257
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 46 1 1 5 175
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 8 1 1 7 107
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 1 55 0 0 6 201
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 63 0 0 6 185
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 21 1 3 24 141
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 30 1 2 9 138
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 1 5 119
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 0 0 9 99
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 0 6 132
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 54 0 0 5 190
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 57 0 0 5 154
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 20 1 1 7 87
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 15 0 1 6 107
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 46 1 1 4 216
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 2 122 0 0 6 240
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 19 0 1 8 110
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 87 0 2 11 224
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 2 49 0 2 13 136
Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach 0 0 2 47 0 0 8 81
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 1 3 14 70 3 13 69 346
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 1 88 0 0 15 312
Total Working Papers 2 7 48 2,619 32 102 615 9,426


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 47 0 4 20 172
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 0 5 58 1 5 40 246
Crude oil hedging strategies using dynamic multivariate GARCH 0 0 10 96 0 3 33 372
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 4 0 0 3 42
The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic 0 0 2 17 2 2 6 56
Total Journal Articles 0 0 18 222 3 14 102 888


Statistics updated 2020-09-04