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Publications

by members of

Faculty of Economics
Chiang Mai University
Chiang Mai, Thailand

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2022

  1. Chaowana Phetcharat & Warattaya Chinnakum, 2022. "Differences in Household Food Demand by Income Category As Evidenced in Rural Thailand," PIER Discussion Papers 181, Puey Ungphakorn Institute for Economic Research.
  2. Woraphon Yamaka & Paravee Maneejuk, 2022. "Does the US Contagion Risk Affect Foreign Direct Investment Inflows in Emerging Economies?," PIER Discussion Papers 192, Puey Ungphakorn Institute for Economic Research.

2021

  1. Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2021. "Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model," Working Papers 202108, University of Pretoria, Department of Economics.

2020

  1. David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020. "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Working Papers 202084, University of Pretoria, Department of Economics.

2017

  1. Marcus Keogh-Brown & Henning Tarp Jensen & Bhavani Shankar & Sanjay Basu & Soledad Cuevas & Alan Dangour & Shabbir H. Gheewala & Rosemary Green & Edward Joy & Nalitra Thaiprasert & Richard Smith, 2017. "An integrated macroeconomic, demographic and health modelling framework for palm oil policies in Thailand," EcoMod2017 10569, EcoMod.

2016

  1. Sudtasan, Tatcha & Mitomo, Hitoshi, 2016. "Effects of OTT services on consumer's willingness to pay for optical fiber broadband connection in Thailand," 27th European Regional ITS Conference, Cambridge (UK) 2016 148709, International Telecommunications Society (ITS).

2015

  1. Chanita Panmanee & Roengchai Tansuchat & Aree Cheamuangphan & Kasem Kunasri & Nisachon Leerattanakorn, 2015. "Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises," Proceedings of International Academic Conferences 2704735, International Institute of Social and Economic Sciences.
  2. Roengchai Tansuchat, 2015. "Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach," Proceedings of International Academic Conferences 2704838, International Institute of Social and Economic Sciences.
  3. Sudtasan, Tatcha, 2015. "Economic determinants of optical fiber share in total broadband connections in OECD countries," 26th European Regional ITS Conference, Madrid 2015 127179, International Telecommunications Society (ITS).
  4. Pacharaporn Arkornsakul & Woraphon Yamaka & Sombat Singkharat, 2015. "Consumer?s Willingness to Pay for Gasohol E100 in Chiang Mai Province and Nakhon Ratchasima Province," Proceedings of International Academic Conferences 2704676, International Institute of Social and Economic Sciences.

2014

  1. Suriya, Komsan & Sudtasan, Tatcha, 2014. "How to estimate the model of sustainable profit and corporate social responsibility," MPRA Paper 53092, University Library of Munich, Germany.
  2. Sudtasan, Tatcha & Suriya, Komsan, 2014. "CGE modeling of the impact of skilled labor movements in ASEAN Economic Community focusing on telecommunication industry," MPRA Paper 54057, University Library of Munich, Germany.

2010

  1. Dagney Faulk & Nalitra Thaiprasert & Michael Hicks, 2010. "The Economic Effects of Replacing the Property Tax with a Sales or Income Tax:A Computable General Equilibrium Approach," Working Papers 201008, Ball State University, Department of Economics, revised Jun 2010.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Shikha Jha & David Roland-Holst & Songsak Sriboonchitta, 2010. "Regional Trade Opportunities for Asian Agriculture," ADB Economics Working Paper Series 191, Asian Development Bank.

2009

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.

2006

  1. Thaiprasert, Nalitra, 2006. "Rethinking the Role of Agriculture and Agro-Industry in the Economic Development of Thailand: Input-Output and CGE Analyses (Ph.D. Dissertation)," MPRA Paper 1089, University Library of Munich, Germany.
  2. Wiboonpongse, Aree & Sriboonchitta, Songsak & Chaovanapoonphol, Yaovarate, 2006. "The Demand for Loans for Major Rice in the Upper North of Thailand," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25303, International Association of Agricultural Economists.

2004

  1. Thaiprasert, Nalitra, 2004. "Rethinking the Role of the Agricultural Sector in the Thai Economy and Its Income Distribution: A SAM Analysis," MPRA Paper 1055, University Library of Munich, Germany.

Journal articles

2025

  1. Maneejuk, Paravee & Huang, Wucaihong & Yamaka, Woraphon, 2025. "Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis," Energy Economics, Elsevier, vol. 145(C).
  2. Sundusit Saekow & Phisanu Chiawkhun & Woraphon Yamaka & Nawapon Nakharutai & Parkpoom Phetpradap, 2025. "Global Market Shocks and Tail Risk Spillovers: Evidence from a Copula-Based Contagion Framework," JRFM, MDPI, vol. 18(9), pages 1-24, September.
  3. Zhixiong Liu & Yuheng Wei & Ruofan Liao & Woraphon Yamaka & Jianxu Liu, 2025. "Synergistic Effects of Dual Low-Carbon Pilot Policies on Urban Green Land Use Efficiency: Mechanisms and Spatial Spillovers Through Difference-in-Differences and Spatial Econometric Analysis," Land, MDPI, vol. 14(4), pages 1-37, April.
  4. Sukrit Thongkairat & Woraphon Yamaka, 2025. "A Combined Algorithm Approach for Optimizing Portfolio Performance in Automated Trading: A Study of SET50 Stocks," Mathematics, MDPI, vol. 13(3), pages 1-25, January.
  5. Warunya Chaitarin & Paravee Maneejuk & Songsak Sriboonchitta & Woraphon Yamaka, 2025. "When Does Air Transport Infrastructure and Trade Flows Matter? Threshold Effects on Economic Growth in ASEAN Countries," Sustainability, MDPI, vol. 17(16), pages 1-19, August.

2024

  1. Min Thura Mon & Roengchai Tansuchat & Woraphon Yamaka, 2024. "CCUS Technology and Carbon Emissions: Evidence from the United States," Energies, MDPI, vol. 17(7), pages 1-18, April.
  2. Maneejuk, Paravee & Kaewtathip, Nuttaphong & Yamaka, Woraphon, 2024. "The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles," Energy Economics, Elsevier, vol. 129(C).
  3. Kansuda Pankwaen & Woraphon Yamaka & Paravee Maneejuk, 2024. "An analysis of the effects of aging society on global stock markets," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, vol. 8(3), pages 430-444, November.
  4. Woraphon Yamaka, 2024. "Analyzing shifts in structural dependence between oil prices and exchange rates in oil-importing economies," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, vol. 9(1), pages 48-63, December.
  5. Xiuju Feng & Yunchen Zheng & Woraphon Yamaka & Jianxu Liu, 2024. "How Does Agricultural Green Transformation Improve Residents’ Health? Empirical Evidence from China," Agriculture, MDPI, vol. 14(7), pages 1-15, July.
  6. Shuangming Yin & Yansong Li & Xiaojuan Chen & Woraphon Yamaka & Jianxu Liu, 2024. "Collaborative Digital Governance for Sustainable Rural Development in China: An Evolutionary Game Approach," Agriculture, MDPI, vol. 14(9), pages 1-23, September.
  7. Sundusit Saekow & Phisanu Chiawkhun & Woraphon Yamaka & Nawapon Nakharutai & Parkpoom Phetpradap, 2024. "Estimation of Contagion: Bayesian Model Averaging on Tail Dependence of Mixture Copula," Mathematics, MDPI, vol. 12(21), pages 1-23, October.
  8. Paravee Maneejuk & Panuwat Sukinta & Jiraphat Chinkarn & Woraphon Yamaka, 2024. "Does the resumption of international tourism heighten COVID-19 transmission?," PLOS ONE, Public Library of Science, vol. 19(2), pages 1-25, February.

2023

  1. Pairach Piboonrungroj & Satawat Wannapan & Chukiat Chaiboonsri, 2023. "The Impact of Gastronomic Tourism on Thailand Economy: Under the Situation of COVID-19 Pandemic," SAGE Open, , vol. 13(1), pages 21582440231, February.
  2. Yamaka, Woraphon & Zhang, Xuefeng & Maneejuk, Paravee & Ramos, Vicente, 2023. "Asymmetric effects of third-country exchange rate risk: A Markov switching approach," Annals of Tourism Research, Elsevier, vol. 103(C).
  3. Osathanunkul, Rossarin & Dumrong, Pasinee & Yamaka, Woraphon & Maneejuk, Paravee, 2023. "The nonlinear impacts of aging labor and government health expenditures on productivity in ASEAN+3 economies," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 450-470.
  4. Paravee Maneejuk & Binxiong Zou & Woraphon Yamaka, 2023. "Predicting Chinese stock prices using convertible bond: an evidence-based neural network approach," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, vol. 7(3), pages 294-309, September.
  5. Woraphon Yamaka & Paravee Maneejuk & Rungrapee Phadkantha & Wiranya Puntoon & Payap Tarkhamtham & Tatcha Sudtasan, 2023. "Survival and Duration Analysis of MSMEs in Chiang Mai, Thailand: Evidence from the Post-COVID-19 Recovery," Mathematics, MDPI, vol. 11(4), pages 1-21, February.
  6. Minghua Chen & Qinru Chu & Tengwen Zhang & Qian Li & Jianxu Liu & Woraphon Yamaka, 2023. "The Structural Causes and Trend Evolution of Imbalance and Insufficiency of Development of Digital Inclusive Finance in China," Sustainability, MDPI, vol. 15(13), pages 1-22, June.
  7. Wang Jian & Wenjuan Huang & Woraphon Yamaka & Jianxu Liu, 2023. "Internet Development and Green Total Factor Productivity: New Evidence of Mediation and Threshold Effects," Sustainability, MDPI, vol. 15(16), pages 1-23, August.
  8. Supareuk Tarapituxwong & Namchok Chimprang & Woraphon Yamaka & Piangtawan Polard, 2023. "A Lasso and Ridge-Cox Proportional Hazard Model Analysis of Thai Tourism Businesses’ Resilience and Survival in the COVID-19 Crisis," Sustainability, MDPI, vol. 15(18), pages 1-22, September.
  9. Chuansong Zhao & Ran Geng & Jianxu Liu & Liuying Peng & Woraphon Yamaka, 2023. "Spatiotemporal Evolution and Driving Factors of Land Development: Evidence from Shandong Province, China," Sustainability, MDPI, vol. 15(20), pages 1-21, October.
  10. Woraphon Yamaka & Rui Shi & Paravee Maneejuk & Chihyi Chi, 2023. "Spatial Spillover Effects of Internet Development on Foreign Trade in China," Sustainability, MDPI, vol. 15(5), pages 1-16, February.
  11. Supanika Leurcharusmee & Woraphon Yamaka & Paravee Maneejuk & Nalitra Thaiprasert & Nathapong Tuntichiranon, 2023. "Economic survival duration of Thai workers during COVID-19," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(2), pages 2106506-210, July.
  12. Woraphon Yamaka & Rangan Gupta & Sukrit Thongkairat & Paravee Maneejuk, 2023. "Structural and predictive analyses with a mixed copula‐based vector autoregression model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 223-239, March.

2022

  1. Maneejuk, Paravee & Kaewtathip, Nuttaphong & Jaipong, Peemmawat & Yamaka, Woraphon, 2022. "The transition of the global financial markets' connectedness during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  2. Woraphon Yamaka & Siritaya Lomwanawong & Darin Magel & Paravee Maneejuk, 2022. "Analysis of the Lockdown Effects on the Economy, Environment, and COVID-19 Spread: Lesson Learnt from a Global Pandemic in 2020," IJERPH, MDPI, vol. 19(19), pages 1-21, October.
  3. Peng Yao & Qi Jia & Jianxu Liu & Woraphon Yamaka, 2022. "Reform of Collective Land for Construction and Rental Housing and the Growth of Farmers’ Property Income: Evidence from China," Land, MDPI, vol. 12(1), pages 1-19, December.
  4. Hai Q. Dinh & Jamal Laaouine & Brahim Boudine & Woraphon Yamaka, 2022. "Symbol-Triple Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths over F q + u F q + u 2 F q," Mathematics, MDPI, vol. 10(14), pages 1-14, July.
  5. Paravee Maneejuk & Woraphon Yamaka & Wilawan Srichaikul, 2022. "Tourism Development and Economic Growth in Southeast Asian Countries under the Presence of Structural Break: Panel Kink with GME Estimator," Mathematics, MDPI, vol. 10(5), pages 1-17, February.
  6. Linlin Yao & Paravee Maneejuk & Woraphon Yamaka & Jianxu Liu, 2022. "Quantifying the Competitiveness of Cultural Industry and Its Impacts on Chinese Economic Growth," Sustainability, MDPI, vol. 15(1), pages 1-19, December.

2021

  1. Chanamart Intapan & Chukiat Chaiboonsri & Pairach Piboonrungroj, 2021. "Forecasting for the Optimal Numbers of COVID-19 Infection to Maintain Economic Circular Flows of Thailand," Economies, MDPI, vol. 9(4), pages 1-22, October.
  2. Paravee Maneejuk & Woraphon Yamaka, 2021. "The Role of Economic Contagion in the Inward Investment of Emerging Economies: The Dynamic Conditional Copula Approach," Mathematics, MDPI, vol. 9(20), pages 1-23, October.
  3. Mohammed E. Charkani & Hai Q. Dinh & Jamal Laaouine & Woraphon Yamaka, 2021. "Symbol-Pair Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths over \({{\mathbb{F}_{p^m}[u]}/{\langle u^3\rangle}}\)," Mathematics, MDPI, vol. 9(20), pages 1-15, October.
  4. Paravee Maneejuk & Nootchanat Pirabun & Suphawit Singjai & Woraphon Yamaka, 2021. "Currency Hedging Strategies Using Histogram-Valued Data: Bivariate Markov Switching GARCH Models," Mathematics, MDPI, vol. 9(21), pages 1-20, November.
  5. Woraphon Yamaka & Xuefeng Zhang & Paravee Maneejuk, 2021. "Analyzing the Influence of Transportations on Chinese Inbound Tourism: Markov Switching Penalized Regression Approaches," Mathematics, MDPI, vol. 9(5), pages 1-23, March.
  6. Paravee Maneejuk & Woraphon Yamaka, 2021. "The Impact of Higher Education on Economic Growth in ASEAN-5 Countries," Sustainability, MDPI, vol. 13(2), pages 1-28, January.
  7. Paravee Maneejuk & Sopanid Teerachai & Atinuch Ratchakit & Woraphon Yamaka, 2021. "Analysis of Difference in Household Debt across Regions of Thailand," Sustainability, MDPI, vol. 13(21), pages 1-24, November.
  8. Paravee Maneejuk & Chalerm Jaitang & Woraphon Yamaka, 2021. "A multivariate copula-based SUR probit model: application to insolvency probability of enterprises," International Journal of Data Mining, Modelling and Management, Inderscience Enterprises Ltd, vol. 13(3), pages 268-282.
  9. Woraphon Yamaka & Pichayakone Rakpho & Paravee Maneejuk, 2021. "Hedging agriculture commodities futures with histogram data: a Markov switching volatility and correlation model," International Journal of Data Mining, Modelling and Management, Inderscience Enterprises Ltd, vol. 13(3), pages 299-315.
  10. Paravee Maneejuk & Woraphon Yamaka & Songsak Sriboonchitta, 2021. "Does the Kuznets curve exist in Thailand? A two decades’ perspective (1993–2015)," Annals of Operations Research, Springer, vol. 300(2), pages 545-576, May.
  11. David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021. "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 155(3), pages 771-788, June.
  12. Paravee Maneejuk & Woraphon Yamaka, 2021. "Significance test for linear regression: how to test without P-values?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(5), pages 827-845, April.
  13. Pichayakone Rakpho & Woraphon Yamaka & Wachirawit Puttachai & Paravee Maneejuk, 2021. "Role Of Financial Development For Solving The Energy Insecurity In Asia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 66(02), pages 413-434, March.

2020

  1. Nalitra Thaiprasert & Supanika Leurcharusmee & Peerapat Jatukannyaprateep & Jirakom Sirisrisakulchai, 2020. "Determinants of Labor Force Participation and Wages in Thailand: What is the Role of the Informal Sector?," Asian Economic Journal, East Asian Economic Association, vol. 34(3), pages 301-326, September.
  2. Maneejuk, Paravee & Yamaka, Woraphon, 2020. "An analysis of the impacts of telecommunications technology and innovation on economic growth," Telecommunications Policy, Elsevier, vol. 44(10).
  3. Woraphon Yamaka & Paravee Maneejuk, 2020. "Analyzing the Causality and Dependence between Gold Shocks and Asian Emerging Stock Markets: A Smooth Transition Copula Approach," Mathematics, MDPI, vol. 8(1), pages 1-27, January.
  4. Hai Q. Dinh & Sachin Pathak & Ashish Kumar Upadhyay & Woraphon Yamaka, 2020. "New DNA Codes from Cyclic Codes over Mixed Alphabets," Mathematics, MDPI, vol. 8(11), pages 1-24, November.
  5. Nutnaree Maneejuk & Sutthipat Ratchakom & Paravee Maneejuk & Woraphon Yamaka, 2020. "Does the Environmental Kuznets Curve Exist? An International Study," Sustainability, MDPI, vol. 12(21), pages 1-22, November.
  6. Woraphon Yamaka & Songsak Sriboonchitta, 2020. "Forecasting Using Information and Entropy Based on Belief Functions," Complexity, Hindawi, vol. 2020, pages 1-16, September.
  7. Nachatchapong Kaewsompong & Paravee Maneejuk & Woraphon Yamaka, 2020. "Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models," Complexity, Hindawi, vol. 2020, pages 1-15, July.

2019

  1. Jensen, Henning Tarp & Keogh-Brown, Marcus R. & Shankar, Bhavani & Aekplakorn, Wichai & Basu, Sanjay & Cuevas, Soledad & Dangour, Alan D. & Gheewala, Shabbir H. & Green, Rosemary & Joy, Edward J.M. & , 2019. "Palm oil and dietary change: Application of an integrated macroeconomic, environmental, demographic, and health modelling framework for Thailand," Food Policy, Elsevier, vol. 83(C), pages 92-103.
  2. Paravee Maneejuk & Woraphon Yamaka, 2019. "Predicting Contagion from the US Financial Crisis to International Stock Markets Using Dynamic Copula with Google Trends," Mathematics, MDPI, vol. 7(11), pages 1-29, November.

2017

  1. Chen, Ying-Hsiu & Lai, Po-Lin & Piboonrungroj, Pairach, 2017. "The relationship between airport performance and privatisation policy: A nonparametric metafrontier approach," Journal of Transport Geography, Elsevier, vol. 62(C), pages 229-235.

2015

  1. Sarawut Meepornsawan & Roengchai Tansuchat, 2015. "The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 22(2), pages 102-134, December.

2013

  1. Peerapeng, Suk-Rutai & Chaitip, Prasert & Chaiboonsri, Chukiat & Kovacs, Sandor & Balogh, Peter, 2013. "Impact Of Economic Globalization On The Human Trafficking In The Greater Mekong Sub-Region Countries," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 6(5), pages 1-8, April.
  2. Sriboonchitta, Songsak & Chaiboonsri, Chukiat & Chaitip, Prasert & Chaitip, Arreyah & Kovacs, Sandor & Balogh, Peter, 2013. "An Investigation On The International Tourists’ Expenditures In Thailand: A Modelling Approach," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 7(01), pages 1-4, July.
  3. Chukiat Chaiboonsri & Prasert Chaitip, 2013. "A boundary analysis of ICT firms on Thailand Stock Market: a maximum entropy bootstrap approach and highest density regions (HDR) approach," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 3(1/2), pages 14-26.
  4. Nalitra Thaiprasert & Dagney Faulk & Michael J. Hicks, 2013. "A Regional Computable General Equilibrium Analysis of Property Tax Rate Caps and a Sales Tax Rate Increase in Indiana," Public Finance Review, , vol. 41(4), pages 446-472, July.
  5. Warunya Somrith & Nalitra Thaiprasert, 2013. "User satisfaction among the three public health insurance schemes in Thailand: A casof Phayao province," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 1-12, September.
  6. Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2013. "Conditional correlations and volatility spillovers between crude oil and stock index returns," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 116-138.
  7. Tatcha Sudtasan & Komsan Suriya, 2013. "Sustainability of profit and corporate social responsibility: Mathematical modelingwith phase diagram," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(4), pages 1-12, December.
  8. Komsan Suriya Author-Email suriyakomsan@gmail.com & Tatcha Sudtasan, 2013. "KS-CGE Model V2012 TypeIII: Mathematical settings and its applications," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(2), pages 53-56, June.
  9. Gong Xue & Songsak Sriboonchitta, 2013. "The optimal margin setting: The application of bivariate EVT method," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 56-74, September.
  10. Jintanee Jintranun & Peter Calkins & Songsak Sriboonchitta, 2013. "Sufficiency Economy Matrix multiplier analysis and optimization: The case of Mukdahan, Thailand," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(2), pages 1-26., June.
  11. Chuangchid, Kantaporn & Sriboonchitta, Songsak & Rahman, Sanzidur & Wiboonpongse, Aree, 2013. "Predicting Malaysian palm oil price using Extreme Value Theory," International Journal of Agricultural Management, Institute of Agricultural Management, vol. 2(2), pages 1-9, January.
  12. Jiachun Xie & Xingxu Li & Songsak Sriboonchitta & Shihti Yu, 2013. "Policy evaluation of rural labor force training program: Evidence from autonomous minority nationality areas in Southwestern frontier region of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 27-36, September.
  13. Aree Cheamuangphan & Aree Wiboonpongse & Yaovarate Chaovanapoonphol & Songsak Sriboonchitta, 2013. "Factors enhancing production efficiency of farmer households who are members of saving groups in Upper Northern Thailand," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(2), pages 71-82, June.
  14. Kasidit Poonkham & Songsak Sriboonchitta, 2013. "Efficiency of convention hotels in Thailand: An analysis using stochastic frontier with copula," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 103-110, September.

2012

  1. Nachatchapong Kaewsompong & Songsak Sriboonchitta & Prasert Chaitip & Pathairat Pastpipatkul, 2012. "Econometric modeling of the relationship among macroeconomic variables of Thailand: Smooth transition autoregressive regression model," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(4), pages 21-38, December.
  2. Lili Zhou & Kanchana Chokethaworn & Chukiat Chaiboonsri & Prasert Chaitip, 2012. "The appropriate forecasting models and dependence measurement: Real estate sector stock and Shenzhen index in People’s Republic of China," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(3), pages 77-92, September.
  3. Sándor Kovács & Prasert Chaitip & Chukiat Chaiboonsri & Péter Balogh, 2012. "The Long Memory Property of Hungarian Market Pig Prices: A Comparison of Three Different Methods," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(3), pages 123-138.
  4. Ziqiang Li & Kanchana Chokethaworn & Chukiat Chaiboonsri & Prasert Chaitip, 2012. "Analysis of appropriate forecasting models and dependence measures of exchange rates between People’s Republic of China and Thailand," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(3), pages 93-112, September.
  5. Chukiat Chaiboonsri & Prasert Chaitip, 2012. "A Comparative Analysis of ASEAN Currencies Using a Copula Approach and a Dynamic Copula Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(4), pages 39-52.
  6. Michael Hicks & Nalitra Thaiprasert, 2012. "A first look at the 'Cash for Clunkers' program," Economics Bulletin, AccessEcon, vol. 32(1), pages 567-573.
  7. Tatcha Sudtasan & Komsan Suriya, 2012. "Nuclear power plant after Fukushima incident: Lessons from Japan to Thailand for choosing power plant options," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(3), pages 1-8, September.
  8. Jing Dai & Songsak Sriboonchitta & Yunjuan Yang & Cheng Zi, 2012. "Is socio-economic development of areas associate with hypertension prevalence, awareness and treatment? A multilevel approach," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(4), pages 67-88, December.
  9. Aree Cheamuangphan & Aree Wiboonpongse & Songsak Sriboonchitta, 2012. "Factors enhancing efficiency of microfinance performance in agricultural communities of upper Northern Thailand," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(4), pages 1-20, December.
  10. Siwarat Kuson & Songsak Sriboonchitta & Peter Calkins, 2012. "Household determinants of poverty in Savannakhet, Laos: Binary choice model approach," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(3), pages 33-52, September.
  11. Siwarat Kuson & Songsak Sriboonchitta & Peter Calkins, 2012. "The determinants of household expenditures in Savannakhet, Lao PDR: A Seemingly Unrelated Regression analysis," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(4), pages 39-60, December.
  12. Komkrit Wongkhae & Songsak Sriboonchitta & Kanchana Choketaworn & Chukiat Chaiboonsri, 2012. "Does price matter? The FMOLS and DOLS estimation of industrial countries tourists outbound to four ASEAN countries," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(4), pages 107-128, December.
  13. Kittiya Chaithep & Songsak Sriboonchitta & Chukiat Chaiboonsri & Pathairat Pastpipatkul, 2012. "Value at Risk Analysis of Gold Price Returns Using Extreme Value Theory," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 1(4), pages 151-168, December.

2011

  1. Sriboonchitta, Songsak & Chaitip, Prasert & Balogh, Peter & Kovacs, Sandor & Chaiboonsri, Chukiat, 2011. "On Tests For Long Memory Process Behavior Of International Tourism Market: Thailand And India," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 5(3-4), pages 1-6.
  2. Pisit Leeahtam & Chukiat Chaiboonsri & Kanchana Chokethaworn & Prasert Chaitip & Songsak Sriboonchitta, 2011. "The Appropriate Model and Dependence Measures of Thailand’s Exchange Rate and Malaysia’s Exchange Rate: Linear, Nonlinear and Copulas Approach," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 1(6), pages 1-14, October.
  3. Thaiprasert, Nalitra & Hicks, Michael J., 2011. "Industrial Growth in Indiana: Demand Side Decomposition, 2001-2006," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 41(01), pages 1-17.
  4. 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.
  5. Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai, 2011. "Modelling conditional correlations in the volatility of Asian rubber spot and futures returns," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1482-1490.
  6. Jintanee Jintranun & Songsak Sriboonchitta & Peter Calkins & Chukiat Chaiboonsri, 2011. "Thailand's International Tourism Demand: Seasonal Panel Unit Roots and the Related Cointegration Model," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 63-76, June.

2010

  1. Chaitip, Prasert & Chaiboonsri, Chukiat & Kovacs, Sandor & Balogh, Peter, 2010. "A Structural Equation Model: Greece’S Tourism Demand For Tourist Destination," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 4(01-2), pages 1-9.
  2. Prasert Chaitip & Songsak Sriboonchitta & Peter Balogh & Chukiat Chaiboonsri, 2010. "On Tests For Long-Term Dependence: India’s International Tourism Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(3), pages 87-94.
  3. Kanchana Chokethaworn & Thanes Sriwichailamphan & Songsak Sriboonchitta & Chukiat Chaiboonsri & Jittaporn Sriboonjit & Prasert Chaitip, 2010. "International Tourist Arrivals In Thailand: Forecasting With Arfima-Figarch Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(2), pages 75-84.
  4. Kanchana Chokethaworn & Aree Wiboonponse & Songsak Sriboonchitta & Jittaporn Sriboonjit & Chukiat Chaiboonsri & Prasert Chaitip, 2010. "International Tourists’ Expenditures In Thailand: A Modelling Of The Arfima-Figarch Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(2), pages 85-98.
  5. Chukiat Chaiboonsri & Jittaporn Sriboonjit & Thanes Sriwichailamphan & Prasert Chaitip & Songsak Sriboonchitta, 2010. "A Panel Cointegration Analysis: An Application To International Tourism Demand Of Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 10(3), pages 69-86.
  6. 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.

2009

  1. Prasert Chaitip & Chukiat Chaiboonsri & N. Rangaswamy & Siriporn Mcdowall, 2009. "Forecasting with X-12-Arima: International Tourist Arrivals to India," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 107-128.
  2. Balogh, Peter & Kovacs, Sandor & Chaiboonsri, Chukiat & Chaitip, Prasert, 2009. "Forecasting with X-12-ARIMA: International tourist arrivals to India and Thailand," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 3(01-2), pages 1-19.
  3. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "A Panel Cointegration Analysis: Thailand’s International Tourism Demand Model," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 129-142.
  4. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "Thailand’s International Tourism Demand: The ARDL Approach to Cointegration," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 163-184.
  5. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "Forecasting with X-12-ARIMA and ARFIMA: International Tourist Arrivals to India," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 147-162.
  6. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "Down Trend Forecasting Method with ARFIMA: International Tourist Arrivals to Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 143-150.
  7. Chukiat Chaiboonsri & Prasert Chaitip & N. Rangaswamy, 2009. "Modelling International Tourism Demand in Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 125-146.
  8. Chang, Chia-Lin & Sriboonchitta, Songsak & Wiboonpongse, Aree, 2009. "Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1730-1744.
  9. Sanzidur Rahman & Aree Wiboonpongse & Songsak Sriboonchitta & Yaovarate Chaovanapoonphol, 2009. "Production Efficiency of Jasmine Rice Producers in Northern and North‐eastern Thailand," Journal of Agricultural Economics, Wiley Blackwell, vol. 60(2), pages 419-435, June.
  10. Giam Quang Do & Michael Mcaleer & Songsak Sriboonchitta, 2009. "Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets," Economics Bulletin, AccessEcon, vol. 29(2), pages 599-610.
  11. Peter Calkins & Songsak Sriboonchitta & Aree Wiboonpongse, 2009. "Econometric Advances in the Service of Macroeconomic Prediction and Planning: An Overview," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 159-166, July.

2008

  1. Chukiat Chaiboonsri & Prasert Chaitip, 2008. "A Structural Equation Model: Thailand’s International Tourism Demand for Tourist Destination," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 8(1), pages 65-94.
  2. Chukiat Chaiboonsri & Prasert Chaitip & N. Rangaswamy, 2008. "A Panel Unit Root and Panel Cointegration Test of the Modeling International Tourism Demand in India," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 8(1), pages 95-124.
  3. N. Rangaswamy & Chukiat Chaiboonsri & Prasert Chaitip, 2008. "A Structural Equation Model: India’s International Tourism Demand for Tourist Destination," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 8(2), pages 107-134.

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