Roengchai Tansuchat
Roengchai Tansuchat
Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand
Verified email at cmu.ac.th
Title
Cited by
Cited by
Year
Crude oil hedging strategies using dynamic multivariate GARCH
CL Chang, M McAleer, R Tansuchat
Energy Economics 33 (5), 912-923, 2011
2772011
Conditional correlations and volatility spillovers between crude oil and stock index returns
CL Chang, M McAleer, R Tansuchat
The North American Journal of Economics and Finance 25, 116-138, 2013
2392013
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
CL Chang, M McAleer, R Tansuchat
Energy Economics 32 (6), 1445-1455, 2010
1532010
A panel threshold model of tourism specialization and economic development
CL Chang, T Khamkaew, M McAleer, R Tansuchat
International Journal of Intelligent Technologies and Applied Statistics 3 …, 2010
452010
Interdependence of international tourism demand and volatility in leading ASEAN destinations
CL Chang, T Khamkaew, R Tansuchat, M McAleer
Tourism Economics 17 (3), 481-507, 2011
442011
Modeling conditional correlations for risk diversification in crude oil markets
CL Chang, M McAleer, R Tansuchat
Available at SSRN 1401331, 2009
442009
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
CL Chang, T Khamkaew, M McAleer, R Tansuchat
Mathematics and Computers in Simulation 81 (7), 1482-1490, 2011
242011
Modelling long memory volatility in agricultural commodity futures returns
CL Chang, M McAleer, R Tansuchat
Annals of Financial Economics 7 (02), 1250010, 2012
212012
Modelling long memory volatility in agricultural commodity futures returns
R Tansuchat, CL Chang, M McAleer
Available at SSRN 1491890, 2009
202009
Volatility spillovers between returns on crude oil futures and oil company stocks
CL Chang, M McAleer, R Tansuchat
Available at SSRN 1406983, 2009
202009
Volatility spillovers between crude oil futures returns and oil company stock returns
CL Chang, M McAleer, R Tansuchat
CIRJE-F-639, CIRJE, Faculty of Economics, University of Tokyo, 2009
142009
Volatility spillovers between crude oil futures returns and oil company stock returns
R Tansuchat, M McAleer, C Chang
18th World IMACS/MODSIM Congress, 13-17, 2009
132009
Optimal size of government spending: Empirical evidence from eight countries in Southeast Asia
L Hok, P Jariyapan, P Buddhawongsa, R Tansuchat
The Empirical Econometrics and Quantitative Economics Letters 3 (4), 31-44, 2014
122014
Exploring opportunities and threats in logistics and supply chain management of Thai fruits to India
R Tansuchat, P Piboonrungroj, S Nimsai
International J. Sup. Chain Manag 5, 150-157, 2016
102016
Value chain analysis for orchid cut flower business in Chiang Mai
A Cheamuangphan, C Panmanee, R Tansuchat
Business and information, 7-9, 2013
102013
Supply chain management of Thai parboiled rice for export
W Wattanutchariya, R Tansuchat, J Ruennareenard
International Conference on Industrial Engineering and Operations Management …, 2016
82016
Price transmission mechanism in the Thai rice market
R Tansuchat, P Maneejuk, A Wiboonpongse, S Sriboonchitta
Causal Inference in Econometrics, 451-461, 2016
72016
Crude oil hedging strategies using dynamic multivariate GARCH
R Tansuchat, CL Chang, M McAleer
Available at SSRN 1531187, 2010
72010
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
CL Chang, M McAleer, R Tansuchat
Forward and Futures Markets (May 10, 2009), 2009
52009
Modeling Dependence with Copulas: Are Real Estates and Tourism Associated?
R Tansuchat, P Maneejuk
International Symposium on Integrated Uncertainty in Knowledge Modelling and …, 2018
42018
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Articles 1–20