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Tansuchat, Roengchai's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,964 |
Total
Citations
8 |
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Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Tansuchat, Roengchai
Maejo University - Faculty of Economics
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1,035
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Volatility spillovers, multivariate GARCH, conditional correlations, crude oil spot prices, spot returns, forward returns, futures returns
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Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Tansuchat, Roengchai
Maejo University - Faculty of Economics
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924
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1
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Multivariate GARCH, Asymmetries, Volatility spillovers, Crude oil futures returns, Oil company stock returns
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Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Tansuchat, Roengchai
Maejo University - Faculty of Economics
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844
(12,267)
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2
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conditional correlations, crude oil spot prices, forward prices, futures prices, risk diversification
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4.
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Tansuchat, Roengchai
Maejo University - Faculty of Economics Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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716
(15,672)
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Multivariate GARCH, conditional correlations, crude oil prices, optimal hedge ratio, optimal portfolio weights, hedging strategies
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5.
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Tansuchat, Roengchai
Maejo University - Faculty of Economics Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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422
(32,194)
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Long memory, agricultural commodity futures, fractional integration, asymmetric, conditional volatility
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6.
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Tansuchat, Roengchai
Maejo University - Faculty of Economics Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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412
(33,242)
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1
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Multivariate GARCH, volatility spillovers, conditional correlations, crude oil prices, spot, forward and futures prices , stock indices
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7.
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Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance Khamkaew, Thanchanok
Chiang Mai University - Faculty of Economics McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Tansuchat, Roengchai
Maejo University - Faculty of Economics
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325
(44,357)
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tourism demand, ASEAN, multivariate GARCH, volatility spillovers, interdependence, economic development
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8.
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Khamkaew, Thanchanok
Chiang Mai University - Faculty of Economics Tansuchat, Roengchai
Maejo University - Faculty of Economics Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
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286
(51,516)
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multivariate GARCH, volatility spillovers, conditional correlations, Asian rubber prices, spot returns, futures returns
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Records 1 -
8
of 8 matches
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