Modeling the Dependence Among Crude Oil, Stock and Exchange Rate: A Bayesian Smooth Transition Vector Autoregression. - Payap Tarkhamtham; Woraphon Yamaka; Songsak Sriboonchitta (ECONVN, 2019)

Structural Breaks Dependence Analysis of Oil, Natural Gas, and Heating Oil: A Vine-Copula Approach. - Nopasit Chakpitak; Payap Tarkhamtham; Woraphon Yamaka; Songsak Sriboonchitta (Structural Changes and their Econometric Modeling, 2019)

A Regime Switching Skew-Distribution Model of Contagion. - Woraphon Yamaka; Payap Tarkhamtham; Paravee Maneejuk; Songsak Sriboonchitta (Structural Changes and their Econometric Modeling, 2019)

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 (IUKM (1), 2023)