Follow
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
3912011
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
3232013
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
1952010
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
672011
A Panel Threshold Model of Tourism Specialization and Economic Development.
CL Chang, T Khamkaew, M McAleer, R Tansuchat
International Journal of Intelligent Technologies & Applied Statistics 3 (2), 2010
512010
Modelling long memory volatility in agricultural commodity futures returns
CL Chang, M McAleer, R Tansuchat
Annals of Financial Economics 7 (02), 1250010, 2012
452012
Modeling conditional correlations for risk diversification in crude oil markets
CL Chang, M McAleer, R Tansuchat
Available at SSRN 1401331, 2009
432009
Volatility spillovers between returns on crude oil futures and oil company stocks
CL Chang, M McAleer, R Tansuchat
Available at SSRN 1406983, 2009
282009
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
272011
Modelling long memory volatility in agricultural commodity futures returns
R Tansuchat, CL Chang, M McAleer
Available at SSRN 1491890, 2009
232009
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
202014
Value chain analysis for orchid cut flower business in Chiang Mai
A Cheamuangphan, C Panmanee, R Tansuchat
Business and information, 7-9, 2013
182013
A multi-criteria collaborative filtering approach using deep learning and dempster-shafer theory for hotel recommendations
QH Le, TN Mau, R Tansuchat, VN Huynh
IEEE Access 10, 37281-37293, 2022
172022
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
172009
The impacts of economic growth, industrial production, and energy consumption on CO2 emissions: A case study of leading CO2 emitting countries
W Puntoon, P Tarkhamtham, R Tansuchat
Energy Reports 8, 414-419, 2022
162022
Exploring opportunities and threats in logistics and supply chain management of Thai fruits to India
R Tansuchat, P Piboonrungroj, S Nimsai
International journal of supply chain management 5 (2), 150-157, 2016
152016
Volatility spillovers between crude oil futures returns and oil company stock returns
R Tansuchat, M McAleer, C Chang
18th World IMACS/MODSIM Congress 7, 13-17, 2009
152009
Impacts of COVID-19 on sustainable agriculture value chain development in Thailand and ASEAN
R Tansuchat, S Suriyankietkaew, P Petison, K Punjaisri, S Nimsai
Sustainability 14 (20), 12985, 2022
132022
A class of skew cyclic codes and application in quantum codes construction
HQ Dinh, T Bag, AK Upadhyay, R Bandi, R Tansuchat
Discrete Mathematics 344 (2), 112189, 2021
132021
Price transmission mechanism in the Thai rice market
R Tansuchat, P Maneejuk, A Wiboonpongse, S Sriboonchitta
Causal Inference in Econometrics, 451-461, 2016
132016
The system can't perform the operation now. Try again later.
Articles 1–20