Chatchai Khiewngamdee

According to our database, Chatchai Khiewngamdee authored at least 10 papers between 2016 and 2023.

Collaborative distances:

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

2023

Does Cryptocurrency Improve Forecasting Performance of Exchange Rate Returns?

Chatchai Khiewngamdee, Somsak Chanaim

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

2019

Impacts of Global Market Volatility and US Dollar on Agricultural Commodity Futures Prices: A Panel Cointegration Approach.

Khunanont Lerkeitthamrong, Chatchai Khiewngamdee, Rossarin Osathanunkul

Proceedings of the Structural Changes and their Econometric Modeling, 2019

2018

The Role of Oil Price in the Forecasts of Agricultural Commodity Prices.

Rossarin Osathanunkul, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Predictive Econometrics and Big Data, 2018

The Role of Agricultural Commodity Prices in a Portfolio.

Chatchai Khiewngamdee, Quanrui Song, Somsak Chanaim

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

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

Benchawanaree Chodchuangnirun, Woraphon Yamaka, Chatchai Khiewngamdee

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

A Convex Combination Method for Quantile Regression with Interval Data.

Somsak Chanaim, Chatchai Khiewngamdee, Songsak Sriboonchitta, Chongkolnee Rungruang

Proceedings of the Econometrics for Financial Applications, 2018

2017

Estimating Efficiency of Stock Return with Interval Data.

Phachongchit Tibprasorn, Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

The Role of Asian Credit Default Swap Index in Portfolio Risk Management.

Jianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models.

Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

2016

Does Asian Credit Default Swap Index Improve Portfolio Performance?

Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016