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Roengchai Tansuchat

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.

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First Name:Roengchai
Middle Name:
Last Name:Tansuchat
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RePEc Short-ID:pta326
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  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. 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. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  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.
  2. 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.
  3. CHIA-LIN CHANG & MICHAEL McALEER & ROENGCHAI TANSUCHAT, 2012. "Modelling Long Memory Volatility In Agricultural Commodity Futures Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1250010-1-1.
  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. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (17) 2009-07-03 2009-07-03 2009-08-22 2009-08-22 2009-08-22 2010-01-23 2010-01-23 2010-02-20 2010-02-20 2010-03-13 2010-03-20 2010-05-15 2010-08-28 2010-09-03 2010-09-18 2010-12-11 2011-11-28. Author is listed
  2. NEP-SEA: South East Asia (13) 2009-08-22 2009-10-24 2009-12-11 2010-05-29 2010-06-18 2010-09-03 2010-09-11 2010-10-02 2011-11-28 2012-05-08 2012-05-15 2015-09-26 2015-09-26. Author is listed
  3. NEP-RMG: Risk Management (10) 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 2015-09-26. Author is listed
  4. NEP-FOR: Forecasting (6) 2009-07-03 2009-08-22 2010-03-13 2010-03-20 2010-05-15 2010-09-03. Author is listed
  5. NEP-AGR: Agricultural Economics (5) 2009-11-27 2010-09-18 2012-05-08 2012-05-15 2012-05-15. Author is listed
  6. NEP-FMK: Financial Markets (4) 2009-08-22 2009-11-27 2010-09-18 2011-11-28
  7. NEP-TUR: Tourism Economics (4) 2009-11-27 2009-12-11 2010-05-29 2010-09-11
  8. NEP-BEC: Business Economics (2) 2010-02-20 2010-08-28
  9. NEP-CWA: Central & Western Asia (1) 2010-12-11
  10. NEP-ENV: Environmental Economics (1) 2015-09-26
  11. NEP-ETS: Econometric Time Series (1) 2010-09-18
  12. NEP-GTH: Game Theory (1) 2015-09-26
  13. NEP-MST: Market Microstructure (1) 2009-08-22

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