Publications and Their SDG Footprint

Heterogeneous effects of air cargo and air transport infrastructure on economic growth in ASEAN

Warunya Chaitarin, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Research in Transportation Business and Management

Promoting green economic growth: The role of renewable energy, energy efficiency, environmental regulation, and governance in the G7 countries

Roengchai Tansuchat, Siraprapa Yosthongngam

Energy Reports

A Copula-Based Efficiency Effects Stochastic Frontier Model with Application to Government Programs in Thai Rice Farming

Woraphon Yamaka, Nuttaphong Kaewtathip, Wiranya Puntoon, Roengchai Tansuchat, Paravee Maneejuk

Agriculture Switzerland

Analysis of the Impact of Fiscal Revenue and Expenditure on China’s Grain Production Using Panel Double-Kink Regression Model

Yueyi Chen, Xin Chen, Paravee Maneejuk, Woraphon Yamaka

Agriculture Switzerland

Green complexity and its dual threshold effects: balancing environmental impact and economic growth

Paravee Maneejuk, Woraphon Yamaka

Environmental Economics and Policy Studies

Application of copula-based Markov Switching Unrelated Regression to tourism demand modeling

Woraphon Yamaka, Vicente Ramos

Tourism Management

Interpretable Deep Learning for China’s Urban–Rural Income Gap: Forecasting and Scenario Analysis

Mingyang Li, Woraphon Yamaka, Xiangqing Lu, Paravee Maneejuk

Proceedings of 2025 2nd International Conference on Economic Data Analytics and Artificial Intelligence Edai 2025

Are consumers willing to pay a premium for local Thai distilled spirit?

Rungrapee Phadkantha, Woraphon Yamaka, Wiranya Puntoon, Chonrada Nunti

International Journal of Gastronomy and Food Science

Changing Wage Effects of Educational Mismatch in China: Evidence from Threshold IV–Selection Models

Lulu Jiang, Woraphon Yamaka, Paravee Maneejuk

Mathematics

How the Digital Economy Reduces Agricultural Carbon Emissions: Mechanisms, Threshold Effects, and Policy Implications

Huaijin Li, Kexin Li, Paravee Maneejuk, Jianxu Liu

Agriculture Switzerland

Institutional Thresholds and the Distributional Effects of Foreign Direct Investment in ASEAN-5

Tin Maw Maw Tun, Paravee Maneejuk, Songsak Sriboonchitta

Economies

Career success and motivation for lifelong learning: a disaggregated analysis of motivational factors

Rossarin Osathanunkul, Nuttee Suree, Kampol Woradit, Nootchanat Pirabun, Woraphon Yamaka, Pradthana Jaipong

Frontiers in Education

Market Structure and Green Innovation Response to Carbon Pricing: Evidence from the EU Electricity Market

Hao Wang, Woraphon Yamaka, Tin Maw Maw Tun

Sustainability Switzerland

A machine learning approach to income inequality from environmental and demographic transitions

Xiangqing Lu, M. Li, Roengchai Tansuchat, Woraphon Yamaka

Decision Analytics Journal

Fractional Probit with Cross-Sectional Volatility: Bridging Heteroskedastic Probit and Fractional Response Models

Songsak Sriboonchitta, Aree Wiboonpongse, Jittaporn Sriboonjit, Woraphon Yamaka

Econometrics

Nonlinear and Spatial Effects of Housing Prices on Urban–Rural Income Inequality: Evidence from Dynamic Spatial Threshold Models in Mainland China

Mingyang Li, Woraphon Yamaka, Paravee Maneejuk

Mathematics

Parental Education and Children’s Income in China: Causal Evidence on Transmission Channels and the Differentiated Roles of Fathers and Mothers

Jiang L.

Sage Open

Towards a circular economy: Identifying key driving factors for waste-to-energy across EESG dimensions

Siraprapa Yosthongngam, Sittichok Plaiphum, Roengchai Tansuchat

Resources Conservation and Recycling Advances

Global Market Shocks and Tail Risk Spillovers: Evidence from a Copula-Based Contagion Framework

Sundusit Saekow, Phisanu Chiawkhun, Woraphon Yamaka, Nawapon Nakharutai, Parkpoom Phetpradap

Journal of Risk and Financial Management

CMU TARA: Teaching and research assistant in statistics and econometrics with generative AI integration

Woraphon Yamaka, Somsak Chanaim, Namchok Chimprang, Nootchanat Pirabun, Paravee Maneejuk, Tatcha Sudtasan, Chinnapat Buachart

Softwarex

Self-Awareness in Business Acumen as a Cognitive Bridge Between Accounting Proficiency and Financial Performance in Thai Community Enterprises

Kirana Yeesoonsam, Roengchai Tansuchat, Namchok Chimprang

Journal of Risk and Financial Management

When Does Air Transport Infrastructure and Trade Flows Matter? Threshold Effects on Economic Growth in ASEAN Countries

Warunya Chaitarin, Paravee Maneejuk, Songsak Sriboonchitta, Woraphon Yamaka

Sustainability Switzerland

IS IT INVERTED U? TESTING RELATIONSHIPS BETWEEN DEBT AND GROWTH: NEW EVIDENCE FROM SMOOTH TRANSITION KINK REGRESSION

Yamaka W.

Technological and Economic Development of Economy

Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis

Paravee Maneejuk, W. Huang, Woraphon Yamaka

Energy Economics

Synergistic Effects of Dual Low-Carbon Pilot Policies on Urban Green Land Use Efficiency: Mechanisms and Spatial Spillovers Through Difference-in-Differences and Spatial Econometric Analysis

Zhixiong Liu, Yuheng Wei, Ruofan Liao, Woraphon Yamaka, Jianxu Liu

Land

Asymmetric impacts of the World Uncertainty Index and exchange rates on tourism using non-linear Autoregressive Distributed Lag models

Xuefeng Zhang, Yueyi Chen, Xiangqing Lu, Woraphon Yamaka

Decision Analytics Journal

A Combined Algorithm Approach for Optimizing Portfolio Performance in Automated Trading: A Study of SET50 Stocks

Sukrit Thongkairat, Woraphon Yamaka

Mathematics

Asymmetric causality relationship between global energy market and ASEAN stock markets

Jianxu Liu, Yansong Li, Xuefei Kang, Jiande Cui, Woraphon Yamaka

Energy Economics Finance and Management in Developing and Emerging Economies

A Family of Almost MDS Symbol-Pair Codes of Length 8p

Dinh H.Q.

IEEE Access

Maritime connectivity, infrastructure quality, shipping trade, and economic growth: a panel threshold ARDL for ASEAN countries

Jianxu Liu, Warunya Chaitarin, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Applied Economics

Assessing the Financial Impact of Natural Disasters on Global Stock Markets: Evidence from the Five Large Economies

Paravee Maneejuk, Yanagorn Panyagad, Pichayakone Rakpho

Lecture Notes in Computer Science

The Differential Impacts of Climate Change and Renewable Energy on Income Inequality: A Panel Lasso Analysis of High-Income and Middle-Income Countries

Roengchai Tansuchat, Wiranya Puntoon, Rungrapee Phadkantha

Lecture Notes in Computer Science

Quantum AMDS negacyclic codes of length 2ps over Fpm

Dinh H.Q.

IEEE Access

A Non-Linear Exploration of the Digital Economy’s Impact on Agricultural Carbon Emission Efficiency in China

Zhu S.

Agriculture Switzerland

Estimation of Contagion: Bayesian Model Averaging on Tail Dependence of Mixture Copula

Sundusit Saekow, Phisanu Chiawkhun, Woraphon Yamaka, Nawapon Nakharutai, Parkpoom Phetpradap

Mathematics

Analysis of Factors Affecting the Spatial Association Network of Food Security Level in China

Chuansong Zhao, Chunxia Li, Jianxu Liu, Haixia Lian, Woraphon Yamaka

Agriculture Switzerland

Digital Economy and Industrial Structure Transformation: Mechanisms for High-Quality Development in China’s Agriculture and Rural Areas

Jingru Liu, Xiujun Feng, Jianxu Liu, Woraphon Yamaka

Agriculture Switzerland

Carbon capture, utilization, and storage in Indonesia: An update on storage capacity, current status, economic viability, and policy

Romal Ramadhan, Min Thura Mon, Suparit Tangparitkul, Roengchai Tansuchat, Dita Audina Agustin

Energy Geoscience

Collaborative Digital Governance for Sustainable Rural Development in China: An Evolutionary Game Approach

Shuangming Yin, Yansong Li, Xiaojuan Chen, Woraphon Yamaka, Jianxu Liu

Agriculture Switzerland

Z4Z4Z4-additive cyclic codes are asymptotically good

Dinh H.Q.

Applicable Algebra in Engineering Communications and Computing

How Does Agricultural Green Transformation Improve Residents’ Health? Empirical Evidence from China

Xiuju Feng, Yunchen Zheng, Woraphon Yamaka, Jianxu Liu

Agriculture Switzerland

δ-dual codes over finite commutative semi-simple rings

Hai Q. Dinh, Ha T. Le, Bac T. Nguyen, Paravee Maneejuk

Applicable Algebra in Engineering Communications and Computing

CCUS Technology and Carbon Emissions: Evidence from the United States

Min Thura Mon, Roengchai Tansuchat, Woraphon Yamaka

Energies

Priority Needs for Facilities of Office Buildings in Thailand: A Copula-Based Ordinal Regression Model with Machine Learning Approach

Jittaporn Sriboonjit, Jittima Singvejsakul, Woraphon Yamaka, Sukrit Thongkairat, Songsak Sriboonchitta, Jianxu Liu

Buildings

Does the resumption of international tourism heighten COVID-19 transmission?

Paravee Maneejuk, Panuwat Sukinta, Jiraphat Chinkarn, Woraphon Yamaka

Plos One

Contagion Effects Among Selected Asian Stock Markets During the COVID-19 Pandemic: A Dynamic Conditional Correlation Approach

Worrawat Saijai, Todsapn Panya, Paravee Maneejuk

Studies in Systems Decision and Control

The double-edged sword effect of agricultural technological progress on agricultural carbon emissions: empirical evidence from China

Shiying Zhu, Yansong Li, Siqi Wang, Jianxu Liu, Jiande Cui, Woraphon Yamaka

Frontiers in Sustainable Food Systems

How to Deal with Tail Dependence of Mixture Copula with an Extreme Weight

Sundusit Saekow, Phisanu Chiawkhun, Woraphon Yamaka, Nawapon Nakharutai, Parkpoom Phetpradap

Studies in Systems Decision and Control

Quantile Prediction in the Capital Asset Pricing Model Using Histogram-Valued Data

Wilawan Srichaikul, Somsak Chanaim, Worrawat Saijai, Woraphon Yamaka

Studies in Systems Decision and Control

Enhancing Time Series Forecasting in Foreign Exchange Markets with a Hybrid Model Based on Histogram-Valued Data

Wilawan Srichaikul, Somsak Chanaim, Worrawat Saijai, Woraphon Yamaka

Studies in Systems Decision and Control

Preface

Anatoly A. Kilbas, H. M. Srivastava, Juan J. Trujillo

Studies in Systems Decision and Control

Spatial Regression Analysis of FDI and Economic Development: The World Perspective

Rossarin Osathanunkul, Jirapa Inthisang Trochim, Woraphon Yamaka

Studies in Systems Decision and Control

Prediction of Financial Contagion and Spillover Effects of the US Financial Crisis Using Google Index

Woraphon Yamaka, Natthanon Panyawai

Studies in Systems Decision and Control

The Role of Socio-Demographics and Aging Society on the Change of Agricultural Labor in ASEAN

Woraphon Yamaka, Chaiwat Klinlampu

Studies in Systems Decision and Control

Understanding the Nexus Between Emerging Stock Market Volatility and Gold Price Shocks

Woraphon Yamaka

Studies in Systems Decision and Control

Maximum Entropy Learning with Neural Networks

Yamaka W.

Studies in Systems Decision and Control

Application of Neural Network with Extreme Learning Machine

Yamaka W.

Studies in Systems Decision and Control

Evaluating Innovation Capability in Banking Under Uncertainty

Nu Dieu Khue Ngo, Song Thanh Quynh Le, Roengchai Tansuchat, Toan Nguyen Mau, Van‐Nam Huynh

IEEE Transactions on Engineering Management

Why Quantile Regression Works Well in Economics: A Partial Explanation

Olga Kosheleva, Vassilis G. Kaburlasos, Владик Крейнович, Roengchai Tansuchat

Studies in Systems Decision and Control

Analysis of Factors Affecting China’s Demographic Fertility Transition: A Random Forest Algorithm Approach

Lu X.Q.

Studies in Systems Decision and Control

Impacts of Global Pandemics, Financial Crises, and Oil Price Shocks on Japanese Stock Market

Rongchai Tansuchat, Chaiwat Klinlampu

Studies in Systems Decision and Control

Can Monetary Policy Uncertainty Predict Exchange Rate Volatility? New Evidence from Hybrid Neural Network−GARCH Model

Parevee Maneejuk, Terdthiti Chitkasame, Chaiwat Klinlampu, Pichayakone Rakpho

Studies in Systems Decision and Control

COVID-19 and Short-Run Survival in the Service Sector: Evidence from the Tourism Economy

Surapot Baiya, Pithoon Thanabordeekij, Paravee Maneejuk

Studies in Systems Decision and Control

Efficiency of the ASEAN-5 Stock Markets: A Markov-Switching Model Estimation Using Adjusted Market Inefficiency Magnitude

Paravee Maneejuk, Somsak Chanaim, Wilawan Srichaikul

Studies in Systems Decision and Control

Analyzing the Survival Probability of Community Enterprise Under the Situation of the COVID-19 Pandemic in Northern Thailand

Parevee Maneejuk, Pichayakone Rakpho

Studies in Systems Decision and Control

The Spatial Spillover Effects of Transportation Infrastructure on Economic Development in China

Paravee Maneejuk, Ran Jiao

Studies in Systems Decision and Control

An Analysis of the Dynamic Impact of Oil Price Fluctuations on China's Economy

Ruiting Xu, Paravee Maneejuk

Studies in Systems Decision and Control

Online Media Use and Risk of Cyberbullying Among Undergraduate Students of Chiang Mai Rajabhat University: Structural Equation Model

Supatatt Dangkrueng, Rungrapee Phadkantha, Wiranya Puntoon

Studies in Systems Decision and Control

The Effects of Oil Shocks on Inflation in Leading Crude Oil Importing Countries: Non-linear Autoregressive Distributed Lag

Wiranya Puntoon, Payap Tarkhamtham, Woraphon Yamaka

Studies in Systems Decision and Control

A Quantile Regression for Computer Crimes Act in Thailand

Suphanit Chansong, Rungrapee Phadkantha, Puntoon Wiranya

Studies in Systems Decision and Control

Implications of Aging Population and Health Spending for Thai Economic Growth

Phachongchit Tibprasorn, Rungrapee Phadkantha

Studies in Systems Decision and Control

Soft Skills and Work Efficiency Across Different Generations: Evidence from Thailand

Pradthana Jaipong, Rossarin Osathanunkul, Nootchanat Pirabun, Suchanya Waewa, Pimpilai Utiem, Prasoet Chaiwong, Prassanee Sinpimolboon, Todsapol Srinuch, Kampol Woradit, Nuttee Suree

Studies in Systems Decision and Control

The Factors Influencing Consumers’ Decisions to Purchase OTOP Products Through E-Marketplaces in Chiang Mai

Walaiphon Suphan, Nootchanat Pirabun

Studies in Systems Decision and Control

Preface

Anatoly A. Kilbas, H. M. Srivastava, Juan J. Trujillo

Studies in Systems Decision and Control

Analysis of Agricultural Production in China and Measurement of Technical Efficiency Using Copula-Based Stochastic Frontier Model

Yueyi Chen, Paravee Maneejuk, Woraphon Yamaka

Studies in Systems Decision and Control

The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles

Paravee Maneejuk, Nuttaphong Kaewtathip, Woraphon Yamaka

Energy Economics

Determinants of Fertility Intention and Behavior Under Economic, Health and Policy Constraints in China

Shiqi Zhou, Supanika Leurcharusmee, Piyaluk Buddhawongsa, Paravee Maneejuk

Studies in Systems Decision and Control

Tourism Business Adaption to Survive the Coronavirus Disease-2019 Pandemic in Thailand

Supareuk Tarapituxwong, Piangtawan Polard, Namchok Chimprang

Studies in Systems Decision and Control

On Hamming distance distributions of repeated-root constacyclic codes of length 3ps over Fpm+uFpm

Dinh H.Q.

Discrete Mathematics

Why Markov Switching Models Work Well: An Explanation

Woraphon Yamaka, Laxman Bokati

International Journal of Uncertainty Fuzziness and Knowledge Based Systems

The nonlinear impacts of aging labor and government health expenditures on productivity in ASEAN+3 economies

Rossarin Osathanunkul, Pasinee Dumrong, Woraphon Yamaka, Paravee Maneejuk

Economic Analysis and Policy

Nonlinear Effects in the Asymmetric Copula-Based Stochastic Frontier Model

Woraphon Yamaka, Paravee Maneejuk, Namchok Chimprang

International Journal of Uncertainty Fuzziness and Knowledge Based Systems

Quantum MDS and synchronizable codes from cyclic codes of length 5 ps over Fpm

Dinh H.Q.

Applicable Algebra in Engineering Communications and Computing

Assessing Food and Livelihood Security in Sea Salt Community: A GIAHS Study in Ban Laem, Phetchaburi, Thailand

Roengchai Tansuchat, Sittichok Plaiphum

Sustainability Switzerland

Dynamic impacts of energy efficiency, economic growth, and renewable energy consumption on carbon emissions: Evidence from Markov Switching model

Rungrapee Phadkantha, Roengchai Tansuchat

Energy Reports

Asymmetric effects of third-country exchange rate risk: A Markov switching approach

Woraphon Yamaka, Xuefeng Zhang, Paravee Maneejuk, Vicente Ramos

Annals of Tourism Research

Spatiotemporal Evolution and Driving Factors of Land Development: Evidence from Shandong Province, China

Chuansong Zhao, Ran Geng, Jianxu Liu, Liuying Peng, Woraphon Yamaka

Sustainability Switzerland

North–South Differences and Formation Mechanisms of Green Finance in Chinese Cities

Haiyan Shang, Susu Wang, Shuwen Chen, Roengchai Tansuchat, Jianxu Liu

Sustainability Switzerland

Analyzing Food Loss in the Fresh Longan Supply Chain: Evidence from Field Survey Measurements

Roengchai Tansuchat, Tanachai Pankasemsuk, Chanita Panmanee, Tanapol Rattanasamakarn, Konnika Palason

Agriculture Switzerland

The sufficient level of growth in renewable energy generation for coal demand reduction

Chaiwat Klinlampu, Namchok Chimprang, Jirakom Sirisrisakulchai

Energy Reports

A Lasso and Ridge-Cox Proportional Hazard Model Analysis of Thai Tourism Businesses’ Resilience and Survival in the COVID-19 Crisis

Supareuk Tarapituxwong, Namchok Chimprang, Woraphon Yamaka, Piangtawan Polard

Sustainability Switzerland

Internet Development and Green Total Factor Productivity: New Evidence of Mediation and Threshold Effects

Jian Wang, Wenjuan Huang, Woraphon Yamaka, Jianxu Liu

Sustainability Switzerland

Convergence Analysis of Inclusive Green Growth in China Based on the Spatial Correlation Network

Minghua Chen, Tengwen Zhang, Qinru Chu, Linxiao Xie, Jianxu Liu, Roengchai Tansuchat, You Geng

Sustainability Switzerland

China’s Digital Economy and Enterprise Labor Demand: The Mediating Effects of Green Technology Innovation

Sun Z.

Sustainability Switzerland

Cultural Capital of Sea Salt Farming in Ban Laem District of Phetchaburi Province as per the Globally Important Agricultural Heritage Systems (GIAHS)

Sittichok Plaiphum, Roengchai Tansuchat

Sustainability Switzerland

The Structural Causes and Trend Evolution of Imbalance and Insufficiency of Development of Digital Inclusive Finance in China

Minghua Chen, Qinru Chu, Tengwen Zhang, Qian Li, Jianxu Liu, Woraphon Yamaka

Sustainability Switzerland

The Impact of the Digital Economy on the Health Industry from the Perspective of Threshold and Intermediary Effects: Evidence from China

Yuqing Jin, Zhidan Shen, Jianxu Liu, Roengchai Tansuchat

Sustainability Switzerland

A Copula-Based Meta-Stochastic Frontier Analysis for Comparing Traditional and HDPE Geomembranes Technology in Sea Salt Farming among Farmers in Phetchaburi, Thailand

Roengchai Tansuchat

Agriculture Switzerland

On Symbol-Pair Distance of a Class of Constacyclic Codes of Length 3ps over FPm + uFpm

Dinh H.Q.

Axioms

Spatial Spillover Effects of Internet Development on Foreign Trade in China

Woraphon Yamaka, Rui Shi, Paravee Maneejuk, Chihyi Chi

Sustainability Switzerland

Structural and predictive analyses with a mixed copula-based vector autoregression model

Woraphon Yamaka, Rangan Gupta, Sukrit Thongkairat, Paravee Maneejuk

Journal of Forecasting

F2[u] F2[u] -additive cyclic codes are asymptotically good

Dinh H.Q.

Journal of Applied Mathematics and Computing

MDS symbol-pair repeated-root constacylic codes of prime power lengths over Fq+ uFq+ u2Fq

Laaouine J.

Journal of Applied Mathematics and Computing

Survival and Duration Analysis of MSMEs in Chiang Mai, Thailand: Evidence from the Post-COVID-19 Recovery

Woraphon Yamaka, Paravee Maneejuk, Rungrapee Phadkantha, Wiranya Puntoon, Payap Tarkhamtham, Tatcha Sudtasan

Mathematics

Self-Dual Double Circulant, Self-Dual Double Negacirculant and LCD Double Negacirculant Codes over the Ring Fq[u,v]/<u2 - U, v2-v, uv-vu>

Dinh H.Q.

IEEE Access

On Symbol-Triple Distance of a Class of Constacyclic Codes of Length 3psOver Fpm+ uFpm

Dinh H.Q.

IEEE Access

Reform of Collective Land for Construction and Rental Housing and the Growth of Farmers’ Property Income: Evidence from China

Peng Yao, Qi Jia, Jianxu Liu, Woraphon Yamaka

Land

Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning

Sukrit Thongkairat, Donlapark Ponnoprat, Phimphaka Taninpong, Woraphon Yamaka

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

A Customer-Driven Evaluation Method for Service Innovation in Banking

Nu Dieu Khue Ngo, Roengchai Tansuchat, Pham-Van Cu, Toan Nguyen Mau, Youji Kohda, Van‐Nam Huynh

IEEE Access

Cyclic codes of length 5ps over Fpm + uFpm and their duals

Hai Q. Dinh, Bac T. Nguyen, Roengchai Tansuchat, Hiep L. Thi

Filomat

Variable Selection Methods-Based Analysis of Macroeconomic Factors for an Enhanced GDP Forecasting: A Case Study of Thailand

Roengchai Tansuchat, Pichayakone Rakpho, Chaiwat Klinlampu

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

On the symbol-pair distance of some classes of repeated-root constacyclic codes over Galois ring

Hai Q. Dinh, Narendra Kumar, Abhay Kumar Singh, Manoj Kumar Singh, Indivar Gupta, Paravee Maneejuk

Applicable Algebra in Engineering Communications and Computing

Economic survival duration of Thai workers during COVID-19

Supanika Leurcharusmee, Woraphon Yamaka, Paravee Maneejuk, Nalitra Thaiprasert, Nathapong Tuntichiranon

Economic Research Ekonomska Istrazivanja

Quantifying the Competitiveness of Cultural Industry and Its Impacts on Chinese Economic Growth

Linlin Yao, Paravee Maneejuk, Woraphon Yamaka, Jianxu Liu

Sustainability Switzerland

Lasso and Ridge for GARCH-X Models

Woraphon Yamaka, Paravee Maneejuk, Sukrit Thongkairat

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Forecasting Precious Metals Prices Volatility with the Global Economic Policy Uncertainty Index: The GARCH-MIDAS Technique for Different Frequency Data Sets

Roengchai Tansuchat, Payap Tarkhamtham, Wiranya Puntoon, Rungrapee Phadkantha

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Dynamics of Investor Behavior and Market Interactions in the Thai Stock Market: A Regime-switching Analysis

Panisara Phochanachan, Supanika Leurcharusmee, Nootchanat Pirabun

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Examining the Risk Contribution of Major Stock Markets to the Global Equity Market During the COVID-19 Pandemic

Namchok Chimprang, Woraphon Yamaka, Nattakit Intawong

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Constacyclic codes over Fq2[u]/⟨u2-w2⟩ and their application in quantum code construction

Bag T.

Journal of Applied Mathematics and Computing

The impacts of economic growth, industrial production, and energy consumption on CO2 emissions: A case study of leading CO2 emitting countries

Wiranya Puntoon, Payap Tarkhamtham, Roengchai Tansuchat

Energy Reports

The threshold effects of ESG performance on the energy transitions: A country-level data

Wachirawit Puttachai, Rungrapee Phadkantha, Woraphon Yamaka

Energy Reports

Revisiting the Environmental Kuznets Curve hypothesis in OECD during 1970–2016: Panel smooth transition regression

Paravee Maneejuk, Woraphon Yamaka

Energy Reports

The network relations among waste-to-energy, socio-economic, and environmental dimensions. Will WTE be the factor that determines the transformation of all dimensions?

Chaiwat Klinlampu, Namchok Chimprang, Roengchai Tansuchat

Energy Reports

SURVIVAL ANALYSIS OF THAI MICRO AND SMALL ENTERPRISES DURING THE COVID-19 PANDEMIC

Supanika Leurcharusmee, Paravee Maneejuk, Woraphon Yamaka, Nalitra Thaiprasert, Nathapong Tuntichiranon

Journal of Business Economics and Management

Volatility spillovers between ethanol and corn prices: A Bayesian analysis

Siraprapa Yosthongngam, Roengchai Tansuchat, Woraphon Yamaka

Energy Reports

Latent carbon emission pricing model for Thailand: A nonlinear autoregressive distributed lag model

Roengchai Tansuchat, Chia‐Lin Chang

Energy Reports

The transition of the global financial markets' connectedness during the COVID-19 pandemic

Paravee Maneejuk, Nuttaphong Kaewtathip, Peemmawat Jaipong, Woraphon Yamaka

North American Journal of Economics and Finance

Nexus between energy price shocks and the G7 financial development

Paravee Maneejuk, Woraphon Yamaka

Energy Reports

Impacts of COVID-19 on Sustainable Agriculture Value Chain Development in Thailand and ASEAN

Roengchai Tansuchat, Suparak Suriyankietkaew, Phallapa Petison, Khanyapuss Punjaisri, Suthep Nimsai

Sustainability Switzerland

Improving the Accuracy of Forecasting Models Using the Modified Model of Single-Valued Neutrosophic Hesitant Fuzzy Time Series

Kittikun Pantachang, Roengchai Tansuchat, Woraphon Yamaka

Axioms

Analysis of the Lockdown Effects on the Economy, Environment, and COVID-19 Spread: Lesson Learnt from a Global Pandemic in 2020

Woraphon Yamaka, Siritaya Lomwanawong, Darin Magel, Paravee Maneejuk

International Journal of Environmental Research and Public Health

The nonlinear impact of electricity consumption on economic growth: Evidence from Thailand

Rungrapee Phadkantha, Woraphon Yamaka

Energy Reports

CONSTACYCLIC CODES OF LENGTH 8ps OVER Fpm + uFpm

Dinh H.Q.

Advances in Mathematics of Communications

The dynamic linkages among environment, sustainable growth, and energy from waste in the circular economy of EU countries

Woraphon Yamaka, Namchok Chimprang, Chaiwat Klinlumpu

Energy Reports

Symbol-Triple Distance of Repeated-Root Constacyclic Codes of Prime Power Lengths over Fq +uFq+u2Fq

Dinh H.Q.

Mathematics

Do Bitcoin and Traditional Financial Assets Act as an Inflation Hedge during Stable and Turbulent Markets? Evidence from High Cryptocurrency Adoption Countries

Panisara Phochanachan, Nootchanat Pirabun, Supanika Leurcharusmee, Woraphon Yamaka

Axioms

Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches

Woraphon Yamaka, Jianxu Liu, Mingyang Li, Paravee Maneejuk, Hai Q. Dinh

Axioms

Tourism Development and Economic Growth in Southeast Asian Countries under the Presence of Structural Break: Panel Kink with GME Estimator

Paravee Maneejuk, Woraphon Yamaka, Wilawan Srichaikul

Mathematics

Self-dual constacyclic codes of length 2 s over the ring F2m[u,v]/⟨u2,v2,uv-vu⟩

Dinh H.Q.

Journal of Applied Mathematics and Computing

How the Exchange Rate Reacts to Google Trends During the COVID-19 Pandemic

Chaiwat Klinlampu, Pichayakone Rakpho, Supareuk Tarapituxwong, Woraphon Yamaka

Studies in Systems Decision and Control

Why LASSO, Ridge Regression, and EN: Explanation Based on Soft Computing

Woraphon Yamaka, Hamza Alkhatib, Ingo Neumann, Владик Крейнович

Studies in Computational Intelligence

On Hamming Distance Distributions of Repeated-Root Cyclic Codes of Length 5psOver Fpm+ uFpm

Dinh H.Q.

IEEE Access

Preface

Anatoly A. Kilbas, H. M. Srivastava, Juan J. Trujillo

Studies in Systems Decision and Control

Testing CAPM Using Markov Switching Models: Application to ASEAN-6 Stock Markets

Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Systems Decision and Control

Developed and Emerging Stock Markets Volatility During the Global Pandemic of Coronavirus Disease 2019 (COVID-19): Dynamic Correlation Approach

Pichayakone Rakpho, Woraphon Yamaka, Terdthiti Chitkasame

Studies in Computational Intelligence

The Impact of Oil Shock on Exchange Rates in BRICS Countries: A Markov Switching Model

Jirawan Suwannajak, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

A Generalized Maximum Renyi Entropy Approach in Kink Regression Model

Payap Tarkhamtham, Woraphon Yamaka

Studies in Systems Decision and Control

Interdependence of Macroeconomic Factors and Economic Growth in OECD Countries: Evidence Based on a Bayesian Panel VAR Model

Wilawan Srichaikul, Woraphon Yamaka

Studies in Systems Decision and Control

Efficiency Effects in a Copula Based Stochastic Frontier Model

Woraphon Yamaka

Studies in Computational Intelligence

A Multi-Criteria Collaborative Filtering Approach Using Deep Learning and Dempster-Shafer Theory for Hotel Recommendations

Quang-Hung Le, Toan Nguyen Mau, Roengchai Tansuchat, Van‐Nam Huynh

IEEE Access

Impacts of COVID-19 Pandemic on Thai Fruit: A Case Study of Longan Supply Chain

Roengchai Tansuchat, Tanachai Pankasemsuk, Chanita Panmanee

Revitalising Asean Economies in A Post Covid 19 World Socioeconomic Issues in the New Normal

Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH

Roengchai Tansuchat, Pichayakone Rakpho

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models

Pichayakone Rakpho, Woraphon Yamaka, Rungrapee Phadkantha

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

How to Train A-to-B and B-to-A Neural Networks So That the Resulting Transformations Are (Almost) Exact Inverses

Paravee Maneejuk, Torben Peters, Claus Brenner, Владик Крейнович

Studies in Systems Decision and Control

Entropy inference in smooth transition kink regression

Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Communications in Statistics Simulation and Computation

Application of Machine Learning Concept to Tourism Demand Forecast

Nachatpong Kaewsompong, Sukrit Thongkairat, Paravee Maneejuk

Studies in Computational Intelligence

The Asymmetric Effect of Trade, Financial, and Political Globalization on Economic Development in ASEAN+3

Wilawan Srichaikul, Paravee Maneejuk, Woraphon Yamaka

Studies in Systems Decision and Control

Comparison of Entropy Measures in Panel Quantile Regression and Applications to Economic Growth Analysis

Woraphon Yamaka, Wilawan Srichaikul, Paravee Maneejuk

Studies in Systems Decision and Control

Contagion Effects Among Stock Markets, Treasury Bill, Petroleum, Gold, and Cryptocurrency During the COVID-19 Pandemic: A Dynamic Conditional Correlation Approach

Worrawat Saijai, Paravee Maneejuk, Songsak Sriboonchitta

Studies in Computational Intelligence

Value at Risk Analysis and Investment Portfolio Optimization of Asian Stocks

Nuntawut Habkhonglek, Paravee Maneejuk

Studies in Systems Decision and Control

Investigating the Predictive Power of Google Trend and Real Price Indexes in Forecasting the Inflation Volatility

Kittawit Autchariyapanitkul, Terdthiti Chitkasame, Namchok Chimprang, Chaiwat Klinlampu

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

The Nonlinear Connectedness Among Cryptocurrencies Using Markov-Switching VAR Model

Namchok Chimprang, Rungrapee Phadkantha, Woraphon Yamaka

Studies in Systems Decision and Control

Revisiting the Determinants of Thai Economic Growth: A Mixed Frequency Approach

Rungrapee Phadkantha, Wiranya Puntoon, Kongliang Zhu

Studies in Systems Decision and Control

A Bayesian Approach to Quantile Regression for Interval-Valued Data: Application to CAPM

Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Systems Decision and Control

Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula

Konnika Palason, Tanapol Rattanasamakarn, Roengchai Tansuchat

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

An Application of Quantum Optimization with Fuzzy Inference System for Stock Index Futures Forecasting

Namchok Chimprang, Roengchai Tansuchat

Studies in Systems Decision and Control

Symbol-pair distances of repeated-root negacyclic codes of length 2sover Galois rings

Dinh H.Q.

Algebra Colloquium

Quantum MDS and synchronizable codes from cyclic and negacyclic codes of length 4 ps over Fpm

Dinh H.Q.

Quantum Information Processing

Currency hedging strategies using histogram-valued data: Bivariate markov switching garch models

Paravee Maneejuk, Nootchanat Pirabun, Suphawit Singjai, Woraphon Yamaka

Mathematics

Analysis of difference in household debt across regions of Thailand

Paravee Maneejuk, Sopanid Teerachai, Atinuch Ratchakit, Woraphon Yamaka

Sustainability Switzerland

Symbol-pair distance of repeated-root constacyclic codes of prime power lengths over fpm[u]/〈u3〉

Charkani M.E.

Mathematics

The role of economic contagion in the inward investment of emerging economies: The dynamic conditional copula approach

Paravee Maneejuk, Woraphon Yamaka

Mathematics

Challenges to the green marine economy in China: Case study of Qianhe environmental terminal’s Bankruptcy

Lin Q.

Environmentasia

The forecasting power of economic policy uncertainty for energy demand and supply

Pichayakone Rakpho, Woraphon Yamaka

Energy Reports

Economic and energy impacts on greenhouse gas emissions: A case study of China and the USA

Woraphon Yamaka, Rungrapee Phadkantha, Pichayakone Rakpho

Energy Reports

Linear and nonlinear causal relationships between waste-to-energy and energy consumption in Germany

Wachirawit Puttachai, Payap Tarkhamtham, Woraphon Yamaka, Paravee Maneejuk

Energy Reports

Time-varying co-movement analysis between COVID-19 shocks and the energy markets using the Markov Switching Dynamic Copula approach

Paravee Maneejuk, Sukrit Thongkairat, Wilawan Srichaikul

Energy Reports

Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom

David Gabauer, Rangan Gupta, Jacobus Nel, Woraphon Yamaka

Social Indicators Research

Sparse estimations in kink regression model

Woraphon Yamaka

Soft Computing

On soft computing with random fuzzy sets in econometrics and machine learning

Roengchai Tansuchat, Uyen Pham, Chon Van Le

Soft Computing

A convex combination approach for Markov switching CAPM of interval data

Woraphon Yamaka, Rungrapee Phadkantha

Soft Computing

Forecasting foreign exchange markets: further evidence using machine learning models

Paravee Maneejuk, Wilawan Srichaikul

Soft Computing

On regularization of generalized maximum entropy for linear models

Paravee Maneejuk

Soft Computing

On F2RS-cyclic codes and their applications in constructing optimal codes

Dinh H.Q.

Discrete Mathematics

Does the Kuznets curve exist in Thailand? A two decades’ perspective (1993–2015)

Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Annals of Operations Research

A convex combination approach for artificial neural network of interval data

Woraphon Yamaka, Rungrapee Phadkantha, Paravee Maneejuk

Applied Sciences Switzerland

Constacyclic codes over mixed alphabets and their applications in constructing new quantum codes

Hai Q. Dinh, Sachin Pathak, Tushar Bag, A. Upadhyay, Woraphon Yamaka

Quantum Information Processing

Role of financial development for solving the energy insecurity in asia

Pichayakone Rakpho, Woraphon Yamaka, Wachirawit Puttachai, Paravee Maneejuk

Singapore Economic Review

Analyzing the influence of transportations on chinese inbound tourism: Markov switching penalized regression approaches

Woraphon Yamaka, Xuefeng Zhang, Paravee Maneejuk

Mathematics

Hamming distances of constacyclic codes of length 3ps and optimal codes with respect to the Griesmer and Singleton bounds

Dinh H.Q.

Finite Fields and their Applications

A class of skew cyclic codes and application in quantum codes construction

Hai Q. Dinh, Tushar Bag, A. Upadhyay, Ramakrishna Bandi, Roengchai Tansuchat

Discrete Mathematics

The impact of higher education on economic growth in asean-5 countries

Paravee Maneejuk, Woraphon Yamaka

Sustainability Switzerland

MDS Constacyclic Codes and MDS Symbol-Pair Constacyclic Codes

Hai Q. Dinh, Bac T. Nguyen, Abhay Kumar Singh, Woraphon Yamaka

IEEE Access

High-frequency forecasting from mobile devices’ bigdata: an application to tourism destinations’ crowdedness

Vicente Ramos, Woraphon Yamaka, B. Alorda, Songsak Sriboonchitta

International Journal of Contemporary Hospitality Management

Preface

Anatoly A. Kilbas, H. M. Srivastava, Juan J. Trujillo

Studies in Computational Intelligence

Artificial neural network with histogram data time series forecasting: A least squares approach based on wasserstein distance

Pichayakone Rakpho, Woraphon Yamaka, Kongliang Zhu

Studies in Computational Intelligence

Markov Switching Quantile Regression with Unknown Quantile Using a Generalized Class of Skewed Distributions: Evidence from the U.S. Technology Stock Market

Yamaka W.

Studies in Computational Intelligence

Risk, Return, and Portfolio Optimization for Various Industries Based on Mixed Copula Approach

Sukrit Thongkairat, Woraphon Yamaka

Studies in Computational Intelligence

Variable Selection and Estimation in Kink Regression Model

Woraphon Yamaka

Studies in Computational Intelligence

Impact of economic policy uncertainty on the stock exchange of thailand: Evidence from the industry-level stock returns in thailand

Siriluk Punwong, Nachatchapong Kaewsompong, Roengchai Tansuchat

Studies in Computational Intelligence

The Conflicting Developments of RMB Internationalization: Contagion Effect and Dynamic Conditional Correlation †

Xiangqing Lu, Roengchai Tansuchat

Engineering Proceedings

Some Classes of New Quantum MDS and Synchronizable Codes Constructed from Repeated-Root Cyclic Codes of Length 6ps

Dinh H.Q.

IEEE Access

Impact of economic policy uncertainty on thailand macroeconomic variables

Kanwara Ponlaem, Nachatchapong Kaewsompong, Paravee Maneejuk, Jirakom Sirisrisakulchai

Studies in Computational Intelligence

Measuring Dependence in China-United States Trade War: A Dynamic Copula Approach for BRICV and US Stock Markets

Worrawat Saijai, Woraphon Yamaka, Paravee Maneejuk

Studies in Computational Intelligence

Hedging agriculture commodities futures with histogram data: A Markov switching volatility and correlation model

Woraphon Yamaka, Pichayakone Rakpho, Paravee Maneejuk

International Journal of Data Mining Modelling and Management

Analyzing the relationship among aging society, investment in artificial intelligence and economic growth

Kantika Khanthawithoon, Paravee Maneejuk, Woraphon Yamaka

Studies in Computational Intelligence

Support Vector Machine-Based GARCH-type Models: Evidence from ASEAN-5 Stock Markets

Woraphon Yamaka, Wilawan Srichaikul, Paravee Maneejuk

Studies in Computational Intelligence

A multivariate copula-based sur probit model: Application to insolvency probability of enterprises

Woraphon Yamaka, Chalerm Jaitang, Paravee Maneejuk

International Journal of Data Mining Modelling and Management

Forecasting Volatility of Oil Prices via Google Trend: LASSO Approach

Payap Tarkhamtham, Woraphon Yamaka, Paravee Maneejuk

Studies in Computational Intelligence

Sustainable entrepreneurship on thailand’s smes

Jaitang C.

Studies in Computational Intelligence

Copula-Based Stochastic Frontier Quantile Model with Unknown Quantile

Paravee Maneejuk, Woraphon Yamaka

Studies in Computational Intelligence

Significance test for linear regression: how to test without P-values?

Paravee Maneejuk, W. Yamaka

Journal of Applied Statistics

Macroeconomic Determinants of Trade Openness: Empirical Investigation of Low, Middle and High-Income Countries

Wiranya Puntoon, Jirawan Suwannajak, Woraphon Yamaka

Studies in Computational Intelligence

Herding Behavior Existence in MSCI Far East Ex Japan Index: A Markov Switching Approach

Woraphon Yamaka, Rungrapee Phadkantha, Paravee Maneejuk

Studies in Computational Intelligence

Symbol-triple distance of repeated-root constacyclic codes of prime power lengths

Hai Q. Dinh, Sampurna Satpati, Abhay Kumar Singh, Woraphon Yamaka

Journal of Algebra and Its Applications

New DNA codes from cyclic codes over mixed alphabets

Hai Q. Dinh, Sachin Pathak, A. Upadhyay, Woraphon Yamaka

Mathematics

Does the environmental Kuznets curve exist? An international study

Nutnaree Maneejuk, Sutthipat Ratchakom, Paravee Maneejuk, Woraphon Yamaka

Sustainability Switzerland

An analysis of the impacts of telecommunications technology and innovation on economic growth

Paravee Maneejuk, Woraphon Yamaka

Telecommunications Policy

MDS Constacyclic Codes of Prime Power Lengths Over Finite Fields and Construction of Quantum MDS Codes

Hai Q. Dinh, Ramy Taki Eldin, Bac T. Nguyen, Roengchai Tansuchat

International Journal of Theoretical Physics

Comparing the economics welfare on leading rice exports countries based on copula SEM: The case of India, Thailand, and Vietnam

Chonrada Nunti, Woraphon Yamaka, Petchaluck Boonyakunakorn

Journal of Physics Conference Series

A mixed copula-based vector autoregressive model for econometric analysis

Woraphon Yamaka, Sukrit Thongkairat

International Journal of Uncertainty Fuzziness and Knowldege Based Systems

Beyond deep learning: An econometric example

Ruofan Liao, Paravee Maneejuk, Songsak Sriboonchitta

International Journal of Uncertainty Fuzziness and Knowldege Based Systems

How to take both non-linearity and asymmetry (Skewness) into account in binary decision making: Skew-probit and skew-logit in binary kink regression

Paravee Maneejuk

International Journal of Uncertainty Fuzziness and Knowldege Based Systems

Why the use of convex combinations works well for interval data: A theoretical explanation

Rungrapee Phadkantha, Woraphon Yamaka

International Journal of Uncertainty Fuzziness and Knowldege Based Systems

On constacyclic codes of length ps over Fpm [u,v]∕〈u2,v2,uv−vu〉

Dinh H.Q.

Discrete Mathematics

Hamming distance of repeated-root constacyclic codes of length 2 ps over Fpm+uFpm

Dinh H.Q.

Applicable Algebra in Engineering Communications and Computing

On matrix-product structure of repeated-root constacyclic codes over finite fields

Yonglin Cao, Yuan Cao, Hai Q. Dinh, Fang‐Wei Fu, Paravee Maneejuk

Discrete Mathematics

Quantum codes from skew constacyclic codes over the ring Fq[u,v]∕〈u2−1,v2−1,uv−vu〉

Bag T.

Discrete Mathematics

New Non-Binary Quantum Codes from Cyclic Codes over Product Rings

Tushar Bag, Hai Q. Dinh, A. Upadhyay, Woraphon Yamaka

IEEE Communications Letters

B-Symbol Distance of Constacylic Codes of Length ps over Fpm + uFpm

Dinh H.Q.

IEEE Access

Explicit representation and enumeration of repeated-root (δ + αu2)-Constacyclic Codes over F2m[u]/⟨u2?⟩

Cao Y.

IEEE Access

Constacyclic codes of length 3Ps over FP M + UFP M and their application in various distance distributions

Dinh H.Q.

IEEE Access

Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH

Ruofan Liao, Woraphon Yamaka, Songsak Sriboonchitta

IEEE Access

Quantum MDS and Synchronizable Codes from Cyclic and Negacyclic Codes of Length 2 p over F p

Dinh H.Q.

IEEE Access

Forecasting Using Information and Entropy Based on Belief Functions

Woraphon Yamaka, Songsak Sriboonchitta

Complexity

Incorporating active learning into machine learning techniques for sensory evaluation of food

Nhat-Vinh Lu, Roengchai Tansuchat, Takaya Yuizono, Van‐Nam Huynh

International Journal of Computational Intelligence Systems

Multifactor capital asset pricing model in emerging and advanced markets using two error components model

Radamanee Noppasit, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta, Wachirawit Puttachai

International Journal of Applied Decision Sciences

Bayesian Estimation of Archimedean Copula-Based sur Quantile Models

Nachatchapong Kaewsompong, Paravee Maneejuk, Woraphon Yamaka

Complexity

On the Hamming Distance of Repeated-Root Cyclic Codes of Length 6ps

Dinh H.Q.

IEEE Access

Analyzing the causality and dependence between gold shocks and asian emerging stock markets: A smooth transition copula approach

Woraphon Yamaka, Paravee Maneejuk

Mathematics

Predicting contagion from the US financial crisis to international stock markets using dynamic copula with google trends

Paravee Maneejuk, Woraphon Yamaka

Mathematics

Determinants of non-cash payments in Asian countries

Chen Ruixin, Woraphon Yamaka, Rossarin Osathanunkul

Journal of Physics Conference Series

The extreme risk spillovers between the US and China's agricultural commodity futures markets

Zhu Q.

Journal of Physics Conference Series

Volatility spillover and co-movement among Chinese shipping sector stock index, oil futures price, ocean freight charge and exchange rate

Zitong Zhao, Roengchai Tansuchat

Journal of Physics Conference Series

Estimating efficiency effects with a copula-based spatial panel stochastic frontier model: Application in Thai rice production

Nunti C.

ACM International Conference Proceeding Series

Forecasting of Thailand's rice exports price: Based on ridge and Lasso regression

Petchaluck Boonyakunakorn, Chonrada Nunti, Woraphon Yamaka

ACM International Conference Proceeding Series

MDS Symbol-Pair Repeated-Root Constacylic Codes of Prime Power Lengths over 𝔽pm C u𝔽pm

Dinh H.Q.

IEEE Access

Effect of fdi on the economy of host country: Case study of asean and Thailand

Nartrudee Sapsaad, Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Markov switching dynamic correlation: An empirical study of hedging in crude oil and natural gas markets

O. Rossarin, S. Worrawat, A. Kittawit, Y. Woraphon

Thai Journal of Mathematics

Economic policy uncertainty effect on precious metal markets: A markov-switching model with mixture distribution regimes

Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Thai Journal of Mathematics

Markov switching dynamic multivariate garch models for hedging on foreign exchange market

Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Hedging benefit of safe-haven gold in terms of co-skewness and covariance in stock market

Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

The effect of energy consumption on economic growth in brics countries: Evidence from panel quantile bayesian regression

Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Bayesian markov switching quantile regression with unknown quantile τ: Application to stock exchange of Thailand (SET)

Yamaka W.

Thai Journal of Mathematics

Bayesian approach for mixture copula model

Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Modeling the dependence among crude oil, stock and exchange rate: A bayesian smooth transition vector autoregression

Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

High-order generalized maximum entropy estimator in kink regression model

Payap Tarkhamtham, Woraphon Yamaka

Thai Journal of Mathematics

An analysis of contagion effect on ASEAN stock market using multivariate markov switching DCC GARCH

Terdthiti Chitkasame, Roengchai Tansuchat

Thai Journal of Mathematics

Nonlinear dependence structure in emerging and advanced stock markets

Roengchai Tansuchat, Woraphon Yamaka

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Contagion effect analysis of US to East Asia Stock Markets

R Tansuchat, F Allen, D Gale, R Aloui, M Assa, D Nguyen, T Chitkasame, M Billio, M Caporin, T Bollerslev, S Celk, K Chancharoenchai, S Dibooglu, K Chaudhuri, A Kumar, M Chauvet, S Potter, T Chiang, B Jeon, H Li, M Cominetta, G Corsetti, M Pericoli, M Sbra

23rd International Congress on Modelling and Simulation Supporting Evidence Based Decision Making the Role of Modelling and Simulation Modsim 2019

Time-varying spillover effect among oil price and macroeconomic variables

Worrawat Saijai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta

Studies in Computational Intelligence

Analysis of the global economic crisis using the cox proportional hazards model

Wachirawit Puttachai, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta

Studies in Computational Intelligence

Export price and local price relation in longan of Thailand: The bivariate threshold vecm model

Nachatchapong Kaewsompong, Woraphon Yamaka, Paravee Maneejuk

Studies in Computational Intelligence

Bayesian analysis of the logistic kink regression model using metropolis-hastings sampling

Paravee Maneejuk, Woraphon Yamaka, Duentemduang Nachaingmai

Studies in Computational Intelligence

Modeling nonlinear dependence structure using logistic smooth transition copula model

Paravee Maneejuk, Woraphon Yamaka, Pisit Leeahtam

Thai Journal of Mathematics

Markov switching beta-skewed-t EGARCH

Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Bayesian empirical likelihood estimation of smooth kink regression

Woraphon Yamaka, Paravee Maneejuk

Thai Journal of Mathematics

Modeling dependence of agricultural commodity futures through markov switching copula with mixture distribution regimes

Woraphon Yamaka, Rungrapee Phadkantha, Songsak Sriboonchitta

Thai Journal of Mathematics

Analysis of herding behavior using bayesian quantile regression

Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Analysis of Markov switching seemingly unrelated regression model with skewed distributions, and its application to Thai cassava market

Annop Thananchana, Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta

Journal of Physics Conference Series

Which quantile is the most informative? Markov switching quantile model with unknown quantile level

Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta

Journal of Physics Conference Series

Maximum product spacings method for the estimation of parameters of linear regression

Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Journal of Physics Conference Series

The generalize maximum Tsallis entropy estimator in kink regression model

Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta

Journal of Physics Conference Series

Could Bitcoin enhance the portfolio performance?

Bundit Pinudom, Worathan Tungpisansampun, Roengchai Tansuchat, Paravee Maneejuk

Journal of Physics Conference Series

A nonlinear time-varying copula using kink approach

Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta

Journal of Physics Conference Series

An empirical likelihood estimator of stochastic frontier model

Pathairat Pastpipatkul, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta

Journal of Physics Conference Series

Comparison of entropy measures in generalized maximum entropy estimation

Wilawan Srichaikul, Woraphon Yamaka, Paravee Maneejuk, Songsak Sriboonchitta

Journal of Physics Conference Series

Copulas based seemingly unrelated quantile regression

Roengchai Tansuchat, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Journal of Physics Conference Series

Generalized predictive recursion maximum likelihood for robust mixture regression

Pradorn Sureephong, Woraphon Yamaka, Paravee Maneejuk

Journal of Physics Conference Series

Empirical likelihood estimation of the Markov-switching model

Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Journal of Physics Conference Series

Capital asset pricing model using copula based sur for interval-valued energy index

Roengchai Tansuchat

2018 4th International Conference on Information Management Icim 2018

Forecasting of Thailand and Myanmar border trade value for strategic planning

Kasem Kunasri, Chanita Panmanee, Sombat Singkharat, Roengchai Tansuchat

ACM International Conference Proceeding Series

The role of oil price in the forecasts of agricultural commodity prices

Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Determinants of foreign direct investment inflow in asean countries: Panel threshold approach and panel smooth transition regression approach

Noppasit Chakpitak, Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Macroeconomic News Announcement and Thailand Stock Market

Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Volatility Jump Detection in Thailand Stock Market

Saowaluk Duangin, Woraphon Yamaka, Jirakom Sirisrisakulchai, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Investigating relationship between gold price and crude oil price using interval data with copula based GARCH

Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Structural breaks dependence analysis of oil, natural gas, and heating oil: A vine-copula approach

Nopasit Chakpitak, Payap Tarkhamtham, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Generalize weighted in interval data for fitting a vector autoregressive model

Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Asymmetric effect with quantile regression for interval-valued variables

Teerawut Teetranont, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Bayesian empirical likelihood estimation for kink regression with unknown threshold

Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta

Studies in Computational Intelligence

A regime switching vector error correction model of analysis of cointegration in oil, gold, stock markets

Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Interval-valued estimation for the five largest market capitalization stocks in the stock exchange of Thailand by Markov-Switching CAPM

Karn Thamprasert, Pathairat Pastpipatkul, Woraphon Yamaka

Studies in Computational Intelligence

A Regime Switching for Dynamic Conditional Correlation and GARCH: Application to Agricultural Commodity Prices and Market Risks

Benchawanaree Chodchuangnirun, Woraphon Yamaka, Chatchai Khiewngamdee

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Portfolio selection with stock, gold and bond in Thailand under vine copulas functions

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Markov switching quantile model unknown tau energy stocks price index Thailand

Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Pairs Trading via Nonlinear Autoregressive GARCH Models

Benchawanaree Chodchuangnirun, Kongliang Zhu, Woraphon Yamaka

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Comparing linear and nonlinear models in forecasting telephone subscriptions using likelihood based belief functions

Noppasit Chakpitak, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

The impacts of macroeconomic variables on economic growth: Evidence from China, Japan, and South Korea

Wilawan Srichaikul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Portfolio optimization of stock, oil and gold returns: A mixed copula-based approach

Sukrit Thongkairat, Woraphon Yamaka, Nopasit Chakpitak

Studies in Computational Intelligence

Markov switching constant conditional correlation garch models for hedging on gold and crude oil

Noppasit Chakpitak, Pichayakone Rakpho, Woraphon Yamaka

Studies in Computational Intelligence

Time-varying beta estimation in CAPM under the regime-switching Model

Roengchai Tansuchat, Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

The analysis of the effect of monetary policy on consumption and investment in Thailand

Jirawan Suwannajak, Woraphon Yamaka, Songsak Sriboonchitta, Roengchai Tansuchat

Studies in Computational Intelligence

The impacts of macroeconomic variables on financials sector and property and construction sector index returns in stock exchange of Thailand under interdependence scheme

Wilawan Srichaikul, Woraphon Yamaka, Roengchai Tansuchat

Studies in Computational Intelligence

Trading signal analysis with pairs trading strategy in the stock exchange of Thailand

Natnarong Namwong, Woraphon Yamaka, Roengchai Tansuchat

Studies in Computational Intelligence

Risk valuation of precious metal returns by histogram valued time series

Pichayakone Rakpho, Woraphon Yamaka, Roengchai Tansuchat

Studies in Computational Intelligence

European Real Estate Risk and Spillovers: Regime Switching Approach

Nisara Wongutai, Woraphon Yamaka, Roengchai Tansuchat

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Investigating Dynamic Correlation in the International Implied Volatility Indexes

Panida Fanpaeng, Woraphon Yamaka, Roengchai Tansuchat

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand

Roengchai Tansuchat, Woraphon Yamaka

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

An analysis of stock market cycle with markov switching and kink model

Konnika Palason, Roengchai Tansuchat

Studies in Computational Intelligence

Analysis of small and medium-sized enterprises’ insolvency probability by financial statements using probit kink model: Manufacture sector in Songkhla province, Thailand

Chalerm Jaitang, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta

Studies in Computational Intelligence

Price transmission mechanism for natural gas in Thailand

Natnicha Nimmonrat, Pathairat Pastpipatkul, Woraphon Yamaka, Paravee Maneejuk

Studies in Computational Intelligence

Thailand in the era of digital economy: How does digital technology promote economic growth?

Noppasit Chakpitak, Paravee Maneejuk, Somsak Chanaim, Songsak Sriboonchitta

Studies in Computational Intelligence

Expectile kink regression: An application to service sector output

Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Analysis of Thailand’s foreign direct investment in CLMV countries using SUR model with missing data

Jaitang C.

Studies in Computational Intelligence

A regime switching skew-distribution model of contagion

Woraphon Yamaka, Payap Tarkhamtham, Paravee Maneejuk, Songsak Sriboonchitta

Studies in Computational Intelligence

Predictive Recursion Maximum Likelihood for Kink Regression Model

Noppasit Chakpitak, Woraphon Yamaka, Paravee Maneejuk

Studies in Computational Intelligence

Mixed-copulas approach in examining the relationship between oil prices and ASEAN’s stock markets

Maneejuk P.

Studies in Computational Intelligence

Measuring u.S. business cycle using markov-switching model: A comparison between empirical likelihood estimation and parametric estimations

Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

A Markov-Switching Model with Mixture Distribution Regimes

Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Modeling Dependence with Copulas: Are Real Estates and Tourism Associated?

Roengchai Tansuchat, Paravee Maneejuk

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Forecasting exchange rate with linear and non-linear vector autoregressive

Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Analysis of risk, rate of return and dependency of REITs in ASIA with capital asset pricing model

Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat

Studies in Computational Intelligence

Modeling the dependence dynamics and risk spillovers for g7 stock markets

Noppasit Chakpitak, Rungrapee Phadkantha, Woraphon Yamaka

Studies in Computational Intelligence

A regime switching time-varying copula approach to oil and stock markets dependence: The case of g7 economies

Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Frontier quantile model using a generalized class of skewed distributions

Varith Pipitpojanakarn, Woraphon Yamaka, Songsak Sriboonchitta, Paravee Maneejuk

Advanced Science Letters

Expectile and quantile kink regressions with unknown threshold

Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Advanced Science Letters

Markov switching regression with interval data: Application to financial risk via CAPM

Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta

Advanced Science Letters

Estimating efficiency of stock return with interval data

Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Forecasting Asian credit default swap spreads: A comparison of multi-regime models

Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Predictive recursion maximum likelihood of threshold autoregressive model

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Analyzing the contribution of ASEAN stock markets to systemic risk

Roengchai Tansuchat, Woraphon Yamaka, Kritsana Khemawanit, Songsak Sriboonchitta

Studies in Computational Intelligence

A generalized information theoretical approach to non-linear time series model

Songsak Sriboochitta, Woraphon Yamaka, Paravee Maneejuk, Pathairat Pastpipatkul

Studies in Computational Intelligence

Analysis of global competitiveness using copula-based stochastic frontier kink model

Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Testing the validity of economic growth theories using copula-based seemingly unrelated quantile kink regression

Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta

Studies in Computational Intelligence

Threshold regression for modeling symbolic interval data

Phochanachan P.

International Journal of Applied Business and Economic Research

Welfare measurement on Thai rubber market

Phochanachan P.

International Journal of Applied Business and Economic Research

The sample selection model: Application on the farmers’ decision of rice acreage

Woraphon Yamaka, Chaowana Phetcharat, Nattamon Teerakul, Thaya Navanugraha

Thai Journal of Mathematics

Has the accumulation of foreign reserves protect the Thai economy from financial crisis?: An approach of Empirical likelihood

Yamaka W.

International Journal of Economic Research

Applying a Value Stream Mapping (VSM) to improve supply chain performance of agricultural products: A case of Thai exported canned lychee

Roengchai Tansuchat, N. Kaewsompong, Chanita Panmanee, Suthep Nimsai, T. Rattanasamakarn, Pairach Piboonrungroj

International Journal of Economic Research

A comparison of the physicochemical properties of parboiled rice exported from Thailand and five consumer countries

Wassanai Wattanutchariya, Roengchai Tansuchat, Jidapah Ruennareenard, Tonapha Pusadee, Chanakan Prom‐u‐thai

Chiang Mai University Journal of Natural Sciences

Portfolio optimization of energy commodity futures returns with minimum information copula

Payap Tarkhamtham, Jirakom Sirisrisakulchai, Roengchai Tansuchat

Thai Journal of Mathematics

Portfolio optimization of energy commodity futures returns: Vine copula approach

Tarkhamtham P.

International Journal of Applied Business and Economic Research

Risk management and portfolio optimization for agricultural commodity futures returns: Multivariate heterogeneous autoregressive realized volatility (MHAR-RV) approach

Rattanasamakarn T.

International Journal of Applied Business and Economic Research

How does economic growth affect the well-being in Asia?

Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

International Journal of Economic Research

Capital asset pricing model through quantile regression: An entropy approach

Woraphon Yamaka, Kittawit Autchariyapanitkul, Paravee Meneejuk, Songsak Sriboonchitta

Thai Journal of Mathematics

Generalized information theoretical approach to panel regression kink model

Phachongchit Tibprasorn, Paravee Maneejuk, Songsak Sriboochitta

Thai Journal of Mathematics

Quantifying the linkages among agricultural, manufacturing and service sectors associated with GDP growth in Thailand

Pipitpojanakarn V.

International Journal of Economic Research

Maximum entropy quantile regression with unknown quantile

Kanchana Chokethaworn, Woraphon Yamaka, Paravee Maneejuk

Thai Journal of Mathematics

Economic growth and business cycle: The case of Thailand

Maneejuk P.

International Journal of Economic Research

An empirical examination of maximum entropy in copula-based simultaneous equations model

Kanchana Choktaworn, Paravee Maneejuk, Woraphon Yamaka

Thai Journal of Mathematics

Seemingly unrelated regression based copula: An application on thai rice market

Pathairat Pastpipatkul, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta

Studies in Computational Intelligence

Factors affecting farmer's choice of cultivating landrace rice: Using a switching regression model

Chaowana Phetcharat, Nattamon Teerakul, Woraphon Yamaka, Songsak Sriboonchitta, T. Janthonk

Thai Journal of Mathematics

Relationships among prices of rubber in ASEAN: Bayesian structural VAR model

Nachatchapong Kaewsompong, Songsak Sriboonchitta, Paravee Maneejuk, Woraphon Yamaka

Thai Journal of Mathematics

Time-varying threshold regression model using the Kalman filter method

Duangthip Sirikanchanarak, Woraphon Yamaka, Chatchai Khiewgamdee, Songsak Sriboonchitta

Thai Journal of Mathematics

A copula-based markov switching seemingly unrelated regression approach for analysis the demand and supply on sugar market

Pathairat Pastpipatkul, Nisit Panthamit, Woraphon Yamaka, Songsak Sriboochitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

On the linkages between exchange rate movements stock, bond and interest rate market in a regime-switching model: Evidence for Asean and East Asia

Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta

Thai Journal of Mathematics

A bayesian change point with regime switching model

Pathairat Pastpipatkul, Songsak Sriboonchitta, Woraphon Yamaka

Thai Journal of Mathematics

Analyzing financial risk and co-movement of gold market, and Indonesian, Philippine, and Thailand stock markets: Dynamic copula with markov-switching

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Pair trading rule with switching regression GARCH model

Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Effect of quantitative easing on ASEAN-5 financial markets

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Multi-asset portfolio returns: A markov switching copula-based approach

Kongliang Zhu, Woraphon Yamaka, Songsak Sriboonchitta

Thai Journal of Mathematics

Does Asian credit default swap index improve portfolio performance?

Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Dependence structure of and co-movement between thai currency and international currencies after introduction of quantitative easing

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Studies in Computational Intelligence

Price transmission mechanism in the thai rice market

Roengchai Tansuchat, Paravee Maneejuk, Aree Wiboonpongse, Songsak Sriboonchitta

Studies in Computational Intelligence

Supply chain management of thai parboiled rice for export

Wattanutchariya W.

Proceedings of the International Conference on Industrial Engineering and Operations Management

Exploring opportunities and threats in logistics and supply chain management of thai fruits to India

Roengchai Tansuchat, Suthep Nimsai, Pairach Piboonrungroj

International Journal of Supply Chain Management

The analysis of Value at Risk for precious metal returns by applying extreme value theory, copula model and GARCH model

Kritsana Khemawanit, Roengchai Tansuchat

International Journal of Applied Business and Economic Research

Analysis of agricultural production in Asia and measurement of technical efficiency using copula-based stochastic frontier quantile model

Varith Pipitpojanakarn, Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

The best copula modeling of dependence structure among gold, oil prices, and U.S. currency

Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitt

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Macroeconomic factors affecting exchange rate fluctuation: Markov switching Bayesian quantile approach

Tanaporn Tungtrakul, Paravee Maneejuk, Songsak Sriboonchitta

Thai Journal of Mathematics

Volatility hedging model for precious metal futures returns

Roengchai Tansuchat, Paravee Maneejuk, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Economic growth and income inequality: Evidence from Thailand

Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Analyzing the effect of time-varying factors for Thai rice export

Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta

Thai Journal of Mathematics

Welfare measurement on Thai rice market: A Markov Switching Bayesian Seemingly Unrelated Regression

Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta

Lecture Notes in Artificial Intelligence Subseries of Lecture Notes in Computer Science

Spillovers of quantitative easing on financial markets of Thailand, Indonesia, and the Philippines

Pathairat Pastpipatkul, Woraphon Yamaka, Aree Wiboonpongse, Songsak Sriboonchitta

Lecture Notes in Artificial Intelligence Subseries of Lecture Notes in Computer Science

Co-movement and dependency between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, oil price, and gold price

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta

Lecture Notes in Artificial Intelligence Subseries of Lecture Notes in Computer Science

Business cycle of international tourism demand in Thailand: A Markov-switching Bayesian Vector Error Correction model

Woraphon Yamaka, Pathairat Pastpipatkul, Songsak Sriboonchitta

Lecture Notes in Artificial Intelligence Subseries of Lecture Notes in Computer Science

Conditional correlations and volatility spillovers between crude oil and stock index returns

Chia‐Lin Chang, Michael McAleer, Roengchai Tansuchat

North American Journal of Economics and Finance

Modelling long memory volatility in agricultural commodity futures returns

Roengchai Tansuchat, Chia‐Lin Chang, Michael McAleer

Annals of Financial Economics

Crude oil hedging strategies using dynamic multivariate GARCH

Chia‐Lin Chang, Michael McAleer, Roengchai Tansuchat

Energy Economics

Interdependence of international tourism demand and volatility in leading ASEAN destinations

McAleer, Michael

Tourism Economics

Modelling conditional correlations in the volatility of Asian rubber spot and futures returns

Chia‐Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat

Mathematics and Computers in Simulation

Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets

Chia‐Lin Chang, Michael McAleer, Roengchai Tansuchat

Energy Economics

Volatility spillovers between crude oil futures returns and oil company stock returns

Roengchai Tansuchat, Michael McAleer, Chia‐Lin Chang

18th World Imacs Congress and Modsim 2009 International Congress on Modelling and Simulation Interfacing Modelling and Simulation with Mathematical and Computational Sciences Proceedings

Modelling conditional correlations in the volatility of Asian rubber spot and futures returns

Chia‐Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat

18th World Imacs Congress and Modsim 2009 International Congress on Modelling and Simulation Interfacing Modelling and Simulation with Mathematical and Computational Sciences Proceedings

-