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)

Analysis of Herding Behavior Using Bayesian Quantile Regression. - Rungrapee Phadkantha; Woraphon Yamaka; Songsak Sriboonchitta (ECONVN, 2019)

Modeling the Dependence Dynamics and Risk Spillovers for G7 Stock Markets. - Noppasit Chakpitak; Rungrapee Phadkantha; Woraphon Yamaka (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 (Structural Changes and their Econometric Modeling, 2019)

Forecasting Exchange Rate with Linear and Non-linear Vector Autoregressive. - Rungrapee Phadkantha; Woraphon Yamaka; Songsak Sriboonchitta (Structural Changes and their Econometric Modeling, 2019)

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)

A convex combination approach for Markov switching CAPM of interval data. - Woraphon Yamaka; Rungrapee Phadkantha (Soft Comput., 2021)

Predicting Energy Price Volatility Using Hybrid Artificial Neural Networks with GARCH-Type Models. - Pichayakone Rakpho; Woraphon Yamaka; Rungrapee Phadkantha (IUKM, 2022)

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)

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)