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Details about Roengchai Tansuchat

E-mail:
Postal address:Faculty of Economics, Chiang Mai University 239 Huay Kaew Road, Muang District, Chiang Mai, Thailand, 50200
Workplace:Faculty of Economics, Chiang Mai University, (more information at EDIRC)

Access statistics for papers by Roengchai Tansuchat.

Last updated 2019-04-06. Update your information in the RePEc Author Service.

Short-id: pta326


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Working Papers

2015

  1. Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads
  2. Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads

2012

  1. Modelling Long Memory Volatility in Agricultural Commodity Futures Return
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (29)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (6)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (7)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (5)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads View citations (21)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads View citations (20)

2011

  1. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010) Downloads View citations (38)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (14)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (14)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads View citations (31)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (16)

    See also Journal Article Conditional correlations and volatility spillovers between crude oil and stock index returns, The North American Journal of Economics and Finance, Elsevier (2013) Downloads View citations (132) (2013)

2010

  1. Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (81)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (33)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (28)
  2. Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (95)
    See also Journal Article Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets, Energy Economics, Elsevier (2010) Downloads View citations (95) (2010)
  3. Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (5)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (13)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (5)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads View citations (5)

    See also Journal Article Crude oil hedging strategies using dynamic multivariate GARCH, Energy Economics, Elsevier (2011) Downloads View citations (213) (2011)
  4. Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (11)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (7)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (7)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (10)
  5. Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (7)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (8)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads

    See also Journal Article Modelling conditional correlations in the volatility of Asian rubber spot and futures returns, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) Downloads View citations (8) (2011)

2009

  1. Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (4)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads
  2. Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (20)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (15)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (23)
  3. Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (25)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (25)

Journal Articles

2015

  1. The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic
    Applied Economics Journal, 2015, 22, (2), 102-134 Downloads

2013

  1. Conditional correlations and volatility spillovers between crude oil and stock index returns
    The North American Journal of Economics and Finance, 2013, 25, (C), 116-138 Downloads View citations (132)
    See also Working Paper Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns, Documentos de Trabajo del ICAE (2011) Downloads (2011)

2011

  1. Crude oil hedging strategies using dynamic multivariate GARCH
    Energy Economics, 2011, 33, (5), 912-923 Downloads View citations (213)
    See also Working Paper Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH, Econometric Institute Research Papers (2010) Downloads View citations (5) (2010)
  2. Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1482-1490 Downloads View citations (8)
    See also Working Paper Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns, KIER Working Papers (2010) Downloads View citations (7) (2010)

2010

  1. Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
    Energy Economics, 2010, 32, (6), 1445-1455 Downloads View citations (95)
    See also Working Paper Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets, Working Papers in Economics (2010) Downloads View citations (95) (2010)
 
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