Browsing by Author Roengchai Tansuchat

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Issue DateTitleAuthor(s)
1-Jan-2019An analysis of contagion effect on ASEAN stock market using multivariate markov switching DCC GARCHTerdthiti Chitkasame; Roengchai Tansuchat
1-Jan-2018Analysis of risk, rate of return and dependency of REITs in ASIA with capital asset pricing modelRungrapee Phadkantha; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2018The analysis of the effect of monetary policy on consumption and investment in ThailandJirawan Suwannajak; Woraphon Yamaka; Songsak Sriboonchitta; Roengchai Tansuchat
1-Jan-2016The analysis of Value at Risk for precious metal returns by applying extreme value theory, copula model and GARCH modelKritsana Khemawanit; Roengchai Tansuchat
1-Feb-2017Analyzing the contribution of ASEAN stock markets to systemic riskRoengchai Tansuchat; Woraphon Yamaka; Kritsana Khemawani; Songsak Sriboonchitta
1-Jan-2022An Application of Quantum Optimization with Fuzzy Inference System for Stock Index Futures ForecastingNamchok Chimprang; Roengchai Tansuchat
1-Jan-2017Applying a Value Stream Mapping (VSM) to improve supply chain performance of agricultural products: A case of Thai exported canned lycheeRoengchai Tansuchat; Nachatchapong Kaewsompong; Chanita Panmanee; Suthep Nimsai; Tanapol; Rattanasamakarn; Pairach Piboonrungroj
21-Jun-2018Capital asset pricing model using copula based sur for interval-valued energy indexRoengchai Tansuchat
2021China’s exchange rate volatility and repression: the contradictory development of RMB InternationalizationRoengchai Tansuchat; Charuk Singhapreecha; Jirakom Sirisrisakulchai; Lu, Xiangqing
1-Feb-2021A class of skew cyclic codes and application in quantum codes constructionHai Q. Dinh; Tushar Bag; Ashish K. Upadhyay; Ramakrishna Bandi; Roengchai Tansuchat
Nov-2022Comparing the hedge performance of financial assets for reducing the chinses stock market riskRoengchai Tansuchat; Woraphon Yamaka; Nachatpong Kaewsompong; Liu, Yanyao
1-Jan-2017A comparison of the physicochemical properties of parboiled rice exported from Thailand and five consumer countriesWassanai Wattanutchariya; Roengchai Tansuchat; Jidapah Ruennareenard; Tonapha Pusadee; Chanakan Prom-u-thai
2017A Comparison of the Physicochemical Properties of Parboiled Rice Exported from Thailand and Five Consumer CountriesWassanai Wattanutchariya; Roengchai Tansuchat; Jidapah Ruennareenard; Tonapha Pusadee; Chanakan Prom-u-thai
26-Jul-2018Copulas based seemingly unrelated quantile regressionRoengchai Tansuchat; Paravee Maneejuk; Woraphon Yamaka; Songsak Sriboonchitta
26-Jul-2018Could Bitcoin enhance the portfolio performance?Bundit Pinudom; Worathan Tungpisansampun; Roengchai Tansuchat; Paravee Maneejuk
1-Jan-2018European Real Estate Risk and Spillovers: Regime Switching ApproachNisara Wongutai; Woraphon Yamaka; Roengchai Tansuchat
1-Jan-2016Exploring opportunities and threats in logistics and supply chain management of thai fruits to IndiaRoengchai Tansuchat; Pairach Piboonrungroj; Suthep Nimsai
14-Oct-2019The extreme risk spillovers between the US and China's agricultural commodity futures marketsQiujing Zhu; Roengchai Tansuchat
25-May-2018Forecasting of Thailand and Myanmar border trade value for strategic planningKasem Kunasri; Chanita Panmanee; Sombat Singkharat; Roengchai Tansuchat
2561Green Efficiency Analysis of Longan Supply Chains: A Two-Stage DEA ApproachChanita Panmanee; Roengchai Tansuchat; Pacharaporn Arkornsakul