Rungrapee Phadkantha

According to our database, Rungrapee Phadkantha authored at least 9 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

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

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

2022

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

Pichayakone Rakpho, Woraphon Yamaka, Rungrapee Phadkantha

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2022

2021

A convex combination approach for Markov switching CAPM of interval data.

Woraphon Yamaka, Rungrapee Phadkantha

Soft Comput., 2021

2020

Why the Use of Convex Combinations Works Well for Interval Data: A Theoretical Explanation.

Rungrapee Phadkantha, Woraphon Yamaka

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2020

2019

Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive.

Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Structural Changes and their Econometric Modeling, 2019

A Regime Switching Time-Varying Copula Approach to Oil and Stock Markets Dependence: The Case of G7 Economies.

Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Structural Changes and their Econometric Modeling, 2019

Modeling the Dependence Dynamics and Risk Spillovers for G7 Stock Markets.

Noppasit Chakpitak, Rungrapee Phadkantha, Woraphon Yamaka

Proceedings of the Structural Changes and their Econometric Modeling, 2019

Analysis of Herding Behavior Using Bayesian Quantile Regression.

Rungrapee Phadkantha, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

2018

Analysis of Risk, Rate of Return and Dependency of REITs in ASIA with Capital Asset Pricing Model.

Rungrapee Phadkantha, Woraphon Yamaka, Roengchai Tansuchat

Proceedings of the Predictive Econometrics and Big Data, 2018