Details about Kunlapath Sukcharoen

Access statistics for papers by Kunlapath Sukcharoen.

Last updated 2017-10-29. Update your information in the RePEc Author Service.

Short-id: psu444

Journal Articles

2017

1. Hedging downside risk of oil refineries: A vine copula approach
   Energy Economics, 2017, 66, (C), 493-507 View citations (25)

2016

2. Dependence and extreme correlation among US industry sectors
   Studies in Economics and Finance, 2016, 33, (1), 26-49 View citations (2)
3. MEAN-VARIANCE VERSUS MEAN–EXPECTED SHORTFALL MODELS: AN APPLICATION TO WHEAT VARIETY SELECTION
   Journal of Agricultural and Applied Economics, 2016, 48, (2), 148-172 View citations (1)

2015

4. Geographical diversification in wheat farming: a copula-based CVaR framework
   Agricultural Finance Review, 2015, 75, (3), 368-384
5. Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds
   Contemporary Economics, 2015, 9, (1) View citations (2)
6. Optimal gasoline hedging strategies using futures contracts and exchange-traded funds
   Applied Economics, 2015, 47, (32), 3482-3498 View citations (5)

2014

7. Interdependence of oil prices and stock market indices: A copula approach
   Energy Economics, 2014, 44, (C), 331-339 View citations (104)