Roengchai Tansuchat : Citation Profile

Are you Roengchai Tansuchat?

Chiang Mai University

8

H index

8

i10 index

627

Citations

RESEARCH PRODUCTION:

5

Articles

39

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 104
   Journals where Roengchai Tansuchat has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 16 (2.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta326
   Updated: 2024-01-16    RAS profile: 2019-04-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Roengchai Tansuchat.

Is cited by:

Chang, Chia-Lin (57)

Nguyen, Duc Khuong (22)

Filis, George (18)

Chkili, Walid (16)

Hammoudeh, Shawkat (15)

Wang, Yudong (15)

HALKOS, GEORGE (12)

Degiannakis, Stavros (10)

Baruník, Jozef (10)

Zhang, Zhaoyong (9)

Tiwari, Aviral (9)

Cites to:

Caporin, Massimiliano (23)

Chan, Felix (22)

Bollerslev, Tim (21)

Chang, Chia-Lin (15)

Hammoudeh, Shawkat (14)

Hoti, Suhejla (13)

Ling, Shiqing (12)

Engle, Robert (11)

Ratti, Ronald (7)

Bauwens, Luc (6)

Laurent, Sébastien (6)

Main data

Where Roengchai Tansuchat has published?

Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute9
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo9
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo7
KIER Working Papers / Kyoto University, Institute of Economic Research6
Proceedings of International Academic Conferences / International Institute of Social and Economic Sciences2

Recent works citing Roengchai Tansuchat (2024 and 2023)

YearTitle of citing document
2023Quantifying Long-Term Volatility for Developed Stock Markets: An Empirical Case Study Using PGARCH Model on Toronto Stock Exchange (TSX). (2023). Manohar, Singh ; Abhishek, Anand ; Simion, Mircea Laurentiu ; Birau, Ramona ; Bharat, Meher Kumar ; Santosh, Kumar. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:61-68.

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2023On the Time-varying Correlations and Hedging Effectiveness: An Analysis of Crude Oil, Gold, and Stock Market. (2023). Santhosh, P K ; Sahadudheen, I. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-37.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Linear and nonlinear asymmetric relationship in crude oil, gold, stock market and exchange rates: An evidence from the UAE. (2023). Ray, Subhajyoti. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003446.

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2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

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2023Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Luo, Keyu ; Peng, Lijuan ; Wang, LU ; Zhang, LI. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1289-1300.

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2023A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50.

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2023Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets. (2023). Abedin, Mohammad Zoynul ; Dhingra, Deepika ; Ashok, Shruti ; Sharif, Taimur ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000740.

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2023Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Nappo, Fabio ; Riad, S M. In: Technovation. RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2023.

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2023Global Financial Market Integration: A Literature Survey. (2023). Haddad, Sama. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:12:p:495-:d:1288478.

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2023.

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2023Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Chini, Emilio Zanetti ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318.

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2023Stock market reaction to macroeconomic variables: An assessment with dynamic autoregressive distributed lag simulations. (2023). Khan, Muhammad Fayaz ; Teng, Jianzhou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2436-2448.

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2023Oil price volatility and stock returns: Evidence from three oil?price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Imtiaz Hussain. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3162-3182.

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2023The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Teo, Jiajun ; Go, Youhow ; Chan, Kam Fong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575.

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2023Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791.

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Works by Roengchai Tansuchat:

YearTitleTypeCited
2015The Spillover of Capital Inflows and The Role of United States Quantitative Easing on Thailand, Brazil, and India Countries’ Macroeconomic In: Applied Economics Journal.
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2010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH In: Working Papers in Economics.
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2011Crude oil hedging strategies using dynamic multivariate GARCH.(2011) In: Energy Economics.
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2010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.(2010) In: Econometric Institute Research Papers.
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2010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.(2010) In: KIER Working Papers.
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2010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.(2010) In: CIRJE F-Series.
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2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns In: Working Papers in Economics.
[Full Text][Citation analysis]		paper160
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: CARF F-Series.
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2013Conditional correlations and volatility spillovers between crude oil and stock index returns.(2013) In: The North American Journal of Economics and Finance.
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2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: Econometric Institute Research Papers.
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2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: KIER Working Papers.
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2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: CIRJE F-Series.
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2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets In: Working Papers in Economics.
[Full Text][Citation analysis]		paper91
2010Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets.(2010) In: Energy Economics.
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This paper has nother version. Agregated cites: 91		article
2010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations In: Working Papers in Economics.
[Full Text][Citation analysis]		paper21
2009Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations.(2009) In: CARF F-Series.
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2009Interdependence of international tourism demand and volatility in leading ASEAN destinations.(2009) In: Econometric Institute Research Papers.
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2010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations.(2010) In: KIER Working Papers.
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2009Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations.(2009) In: CIRJE F-Series.
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This paper has nother version. Agregated cites: 21		paper
2010Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns In: Working Papers in Economics.
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2009Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2009) In: CARF F-Series.
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2011Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.(2011) In: Mathematics and Computers in Simulation (MATCOM).
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2009Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.(2009) In: Econometric Institute Research Papers.
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2010Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2010) In: KIER Working Papers.
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2009Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2009) In: CIRJE F-Series.
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2012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns In: Working Papers in Economics.
[Full Text][Citation analysis]		paper33
2009Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2009) In: CARF F-Series.
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2009Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2009) In: Econometric Institute Research Papers.
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2012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2012) In: Econometric Institute Research Papers.
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2012Modelling Long Memory Volatility in Agricultural Commodity Futures Return.(2012) In: KIER Working Papers.
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2009Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2009) In: CIRJE F-Series.
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2009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return In: CARF F-Series.
[Full Text][Citation analysis]		paper18
2009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return.(2009) In: CIRJE F-Series.
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2009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets In: CARF F-Series.
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2009Modelling conditional correlations for risk diversification in crude oil markets.(2009) In: Econometric Institute Research Papers.
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2009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets.(2009) In: CIRJE F-Series.
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2009Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets In: CARF F-Series.
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2009Forecasting volatility and spillovers in crude oil spot, forward and future markets.(2009) In: Econometric Institute Research Papers.
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2009Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets.(2009) In: CIRJE F-Series.
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2010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper78
2010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets.(2010) In: KIER Working Papers.
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2010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets.(2010) In: CIRJE F-Series.
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This paper has nother version. Agregated cites: 78		paper
2015Game Theory of Green and Non-green Oriented Productions: Dried Longan Enterprises In: Proceedings of International Academic Conferences.
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2015Portfolio Optimization of Global REITs Returns: High-Dimensional Copula-Based Approach In: Proceedings of International Academic Conferences.
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