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Browsing by Author Payap Tarkhamtham

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Showing results 1 to 9 of 9
Issue DateTitleAuthor(s)
1-Jan-2021Forecasting Volatility of Oil Prices via Google Trend: LASSO ApproachPayap Tarkhamtham; Woraphon Yamaka; Paravee Maneejuk
26-Jul-2018The generalize maximum Tsallis entropy estimator in kink regression modelPayap Tarkhamtham; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2022A Generalized Maximum Renyi Entropy Approach in Kink Regression ModelPayap Tarkhamtham; Woraphon Yamaka
1-Jan-2019High-order generalized maximum entropy estimator in kink regression modelPayap Tarkhamtham; Woraphon Yamaka
1-Sep-2021Linear and nonlinear causal relationships between waste-to-energy and energy consumption in GermanyWachirawit Puttachai; Payap Tarkhamtham; Woraphon Yamaka; Paravee Maneejuk
1-Jan-2019Modeling the dependence among crude oil, stock and exchange rate: A bayesian smooth transition vector autoregressionPayap Tarkhamtham; Woraphon Yamaka; Songsak Sriboonchitta
1-Jan-2017Portfolio optimization of energy commodity futures returns with minimum information copulaPayap Tarkhamtham; Jirakom Sirisrisakulchai; Roengchai Tansuchat
1-Jan-2017Portfolio optimization of energy commodity futures returns: Vine copula approachPayap Tarkhamtham; Songsak Sriboonchitta; Roengchai Tansuchat
1-Jan-2021Portfolios optimization under regime switching model: Evidences in the american bonds and other financial assetsBing Yang; Payap Tarkhamtham; Pongsutti Phuensan; Kongliang Zhu
Showing results 1 to 9 of 9