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Roengchai Tansuchat

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This is information that was supplied by Roengchai Tansuchat in registering through RePEc. If you are Roengchai Tansuchat , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Roengchai
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Last Name: Tansuchat
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RePEc Short-ID: pta326

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Affiliation

Works

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Working papers

  1. Chialin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series CIRJE-F-718, CIRJE, Faculty of Economics, University of Tokyo.
  2. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CARF F-Series CARF-F-202, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  3. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets," Working Papers in Economics 10/19, University of Canterbury, Department of Economics and Finance.
  4. Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2010. "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns," Working Papers in Economics 10/38, University of Canterbury, Department of Economics and Finance.
  5. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH," KIER Working Papers 743, Kyoto University, Institute of Economic Research.
  6. Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009. "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CIRJE F-Series CIRJE-F-680, CIRJE, Faculty of Economics, University of Tokyo.
  7. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return," CIRJE F-Series CIRJE-F-639, CIRJE, Faculty of Economics, University of Tokyo.
  8. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CIRJE F-Series CIRJE-F-641, CIRJE, Faculty of Economics, University of Tokyo.
  9. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CIRJE F-Series CIRJE-F-640, CIRJE, Faculty of Economics, University of Tokyo.
  10. Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat, 2009. "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations," CARF F-Series CARF-F-190, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

Articles

  1. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2011. "Crude oil hedging strategies using dynamic multivariate GARCH," Energy Economics, Elsevier, vol. 33(5), pages 912-923, September.
  2. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2010. "Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets," Energy Economics, Elsevier, vol. 32(6), pages 1445-1455, November.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (5) 2009-11-27 2010-09-18 2012-05-08 2012-05-15 2012-05-15. Author is listed
  2. NEP-BEC: Business Economics (1) 2010-08-28
  3. NEP-CWA: Central & Western Asia (1) 2010-12-11
  4. NEP-ENE: Energy Economics (12) 2009-08-22 2009-08-22 2009-08-22 2010-01-23 2010-01-23 2010-03-13 2010-05-15 2010-08-28 2010-09-03 2010-09-18 2010-12-11 2011-11-28. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2010-09-18
  6. NEP-FMK: Financial Markets (4) 2009-08-22 2009-11-27 2010-09-18 2011-11-28
  7. NEP-FOR: Forecasting (4) 2009-08-22 2010-03-13 2010-05-15 2010-09-03
  8. NEP-MST: Market Microstructure (1) 2009-08-22
  9. NEP-RMG: Risk Management (9) 2009-08-22 2009-08-22 2010-01-23 2010-03-13 2010-05-15 2010-08-28 2010-09-03 2010-09-18 2010-12-11. Author is listed
  10. NEP-SEA: South East Asia (10) 2009-08-22 2009-10-24 2010-05-29 2010-06-18 2010-09-03 2010-09-11 2010-10-02 2011-11-28 2012-05-08 2012-05-15. Author is listed
  11. NEP-TUR: Tourism Economics (3) 2009-11-27 2010-05-29 2010-09-11

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