Modelling conditional correlations in the volatility of Asian rubber spot and futures returns. - Chia-Lin Chang; Thanchanok Khamkaew; Michael McAleer; Roengchai Tansuchat (Math. Comput. Simul., 2011)

Volatility Hedging Model for Precious Metal Futures Returns. - Roengchai Tansuchat; Paravee Maneejuk; Songsak Sriboonchitta (IUKM, 2016)

Price Transmission Mechanism in the Thai Rice Market. - Roengchai Tansuchat; Paravee Maneejuk; Aree Wiboonpongse; Songsak Sriboonchitta (Causal Inference in Econometrics, 2016)

Analyzing the Contribution of ASEAN Stock Markets to Systemic Risk. - Roengchai Tansuchat; Woraphon Yamaka; Kritsana Khemawanit; Songsak Sriboonchitta (Robustness in Econometrics, 2017)

Time-Varying Beta Estimation in CAPM Under the Regime-Switching Model. - Roengchai Tansuchat; Sukrit Thongkairat; Woraphon Yamaka; Songsak Sriboonchitta (ECONVN, 2018)

Investigating Dynamic Correlation in the International Implied Volatility Indexes. - Panida Fanpaeng; Woraphon Yamaka; Roengchai Tansuchat (IUKM, 2018)

Modeling Dependence with Copulas: Are Real Estates and Tourism Associated? - Roengchai Tansuchat; Paravee Maneejuk (IUKM, 2018)

Markov-Switching ARDL Modeling of Parboiled Rice Import Demand from Thailand. - Roengchai Tansuchat; Woraphon Yamaka (IUKM, 2018)

European Real Estate Risk and Spillovers: Regime Switching Approach. - Nisara Wongutai; Woraphon Yamaka; Roengchai Tansuchat (IUKM, 2018)

Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model. - Rungrapee Phadkantha; Woraphon Yamaka; Roengchai Tansuchat (Predictive Econometrics and Big Data, 2018)

Risk Valuation of Precious Metal Returns by Histogram Valued Time Series. - Pichayakone Rakpho; Woraphon Yamaka; Roengchai Tansuchat (Predictive Econometrics and Big Data, 2018)

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 (Predictive Econometrics and Big Data, 2018)

The Analysis of the Effect of Monetary Policy on Consumption and Investment in Thailand. - Jirawan Suwannajak; Woraphon Yamaka; Songsak Sriboonchitta; Roengchai Tansuchat (Predictive Econometrics and Big Data, 2018)

Nonlinear Dependence Structure in Emerging and Advanced Stock Markets. - Roengchai Tansuchat; Woraphon Yamaka (IUKM, 2019)

Trading Signal Analysis with Pairs Trading Strategy in the Stock Exchange of Thailand. - Natnarong Namwong; Woraphon Yamaka; Roengchai Tansuchat (Structural Changes and their Econometric Modeling, 2019)

An Analysis of Stock Market Cycle with Markov Switching and Kink Model. - Konnika Palason; Roengchai Tansuchat (Structural Changes and their Econometric Modeling, 2019)

Hamming distance of repeated-root constacyclic codes of length 2ps over ${ mathbb {F}}_{p^m}+u{ mathbb {F}}_{p^m}$. - Hai Q. Dinh 001; Atul Gaur; Indivar Gupta; Abhay Kumar Singh; Manoj Kumar Singh; Roengchai Tansuchat (Appl. Algebra Eng. Commun. Comput., 2020)

Incorporating Active Learning into Machine Learning Techniques for Sensory Evaluation of Food. - Nhat-Vinh Lu; Roengchai Tansuchat; Takaya Yuizono; Van-Nam Huynh (Int. J. Comput. Intell. Syst., 2020)

A class of skew cyclic codes and application in quantum codes construction. - Hai Q. Dinh 001; Tushar Bag; Ashish Kumar Upadhyay; Ramakrishna Bandi; Roengchai Tansuchat (Discret. Math., 2021)

Quantum MDS and synchronizable codes from cyclic and negacyclic codes of length 4ps over ${ mathbb {F}}_{p^m}$. - Hai Q. Dinh 001; Ha T. Le; Bac Trong Nguyen; Roengchai Tansuchat (Quantum Inf. Process., 2021)

On soft computing with random fuzzy sets in econometrics and machine learning. - Roengchai Tansuchat; Uyen Hoang Pham; Chon Van Le (Soft Comput., 2021)

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 (IUKM, 2022)

Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH. - Roengchai Tansuchat; Pichayakone Rakpho (IUKM, 2022)

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, 2022)

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, 2022)

Variable Selection Methods-Based Analysis of Macroeconomic Factors for an Enhanced GDP Forecasting: A Case Study of Thailand. - Roengchai Tansuchat; Pichayakone Rakpho; Chaiwat Klinlampu (IUKM (1), 2023)

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)

A Customer-Driven Evaluation Method for Service Innovation in Banking. - Nu Dieu Khue Ngo; Roengchai Tansuchat; Cu Pham-Van; Toan Nguyen Mau; Youji Kohda; Van-Nam Huynh (IEEE Access, 2023)

On Symbol-Pair Distance of a Class of Constacyclic Codes of Length 3ps over Fpm+uFpm. - Hai Q. Dinh 001; Hiep L. Thi; Roengchai Tansuchat (Axioms, 2023)

Quantum MDS and synchronizable codes from cyclic codes of length 5ps over 픽pm. - Hai Q. Dinh 001; Bac Trong Nguyen; Roengchai Tansuchat (Appl. Algebra Eng. Commun. Comput., 2023)

γ-Dual Codes over Finite Commutative Chain Rings. - Hai Q. Dinh 001; Hiep L. Thi; Roengchai Tansuchat (Axioms, 2024)

Evaluating Innovation Capability in Banking Under Uncertainty. - Nu Dieu Khue Ngo; Thanh Quynh Le; Roengchai Tansuchat; Toan Nguyen Mau; Van-Nam Huynh (IEEE Trans. Engineering Management, 2024)

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 (IUKM (2), 2025)