[go: up one dir, main page]

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 1 38 0 0 1 149
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 1 46 0 0 2 211
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 57 0 0 2 176
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 1 2 19 347
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 81 0 0 2 337
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 56 0 0 4 243
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 2 112 0 0 2 411
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 0 0 0 337
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 0 0 1 231
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 40 0 1 5 239
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 112 0 0 5 308
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 119 2 2 8 443
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 0 0 0 346
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 286 0 0 1 949
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 2 24 0 0 2 177
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 0 0 181
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 0 0 0 260
Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises 0 1 1 46 0 1 2 144
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 3 42 0 1 7 273
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 0 1 1 183
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 0 1 1 113
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 1 117 0 0 2 691
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 1 57 0 0 1 206
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 63 0 0 1 192
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 22 0 0 2 156
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 1 34 0 0 5 153
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 0 0 0 126
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 0 0 0 108
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 0 1 146
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 1 57 0 1 2 212
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 16 0 0 5 130
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 19 0 0 2 119
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 21 0 0 1 94
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 0 0 1 222
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 0 0 2 162
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 0 0 2 247
Modelling conditional correlations for risk diversification in crude oil markets 0 0 1 95 0 0 2 248
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 50 0 0 0 144
Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach 0 0 2 52 0 1 3 97
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 1 1 2 82 2 2 7 405
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 1 89 0 0 2 322
Total Working Papers 1 2 25 2,722 5 13 106 10,238


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 52 0 2 4 276
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 2 4 75 2 15 35 330
Crude oil hedging strategies using dynamic multivariate GARCH 0 2 3 125 0 4 18 465
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 6 0 0 2 55
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 0 0 71
Total Journal Articles 0 4 9 280 2 21 59 1,197


Statistics updated 2024-12-04