Roengchai Tansuchat

Economics and Econometrics · 2010

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 47 citations into it; #15,923 of 23,481 by trust here, #7,944 by citations
• Finance — 19 citations into it
• Renewable Energy, Sustainability and the Environment — 16 citations into it

Whom Roengchai Tansuchat trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. Ling
2. Michael Mcaleer
3. Evangelia Papapetrou
4. Perry Sadorsky
5. Farooq Malik
6. Shawkat Hammoudeh
7. S. Basher
8. Jungseok Park
9. I. Henriques
10. M. Nandha

Who trusts Roengchai Tansuchat overall

1. Yue‐Jun Zhang

Papers from Roengchai Tansuchat's perspective

Ordered by how strongly the researchers Roengchai Tansuchat trusts endorse each paper. Same corpus, a different order for every researcher.

1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
2. Oil price risk and emerging stock markets
3. Shock and volatility transmission in the oil, US and Gulf equity markets
4. Oil price shocks, stock market, economic activity and employment in Greece ☆
5. Does oil move equity prices? A global view
6. Oil price shocks and stock markets in the U.S. and 13 European countries
7. Oil prices and the stock prices of alternative energy companies
8. Generalized autoregressive conditional heteroskedasticity
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?

Their papers

• Conditional correlations and volatility spillovers between crude oil and stock index returns (2010) — 238 citations
• Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets (2010) — 151 citations