Teera Kiatmanaroch

According to our database, Teera Kiatmanaroch authored at least 4 papers between 2014 and 2016.

Collaborative distances:

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

2016

Dependence Between Volatility of Stock Price Index Returns and Volatility of Exchange Rate Returns Under QE Programs: Case Studies of Thailand and Singapore.

Ornanong Puarattanaarunkorn, Teera Kiatmanaroch, Songsak Sriboonchitta

Proceedings of the Causal Inference in Econometrics, 2016

2015

Volatility Linkages Between Price Returns of Crude Oil and Crude Palm Oil in the ASEAN Region: A Copula Based GARCH Approach.

Teera Kiatmanaroch, Ornanong Puarattanaarunkorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

2014

Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH Approach.

Teera Kiatmanaroch, Songsak Sriboonchitta

Proceedings of the Modeling Dependence in Econometrics, 2014

Dependence Structure between Crude Oil, Soybeans, and Palm Oil in ASEAN Region: Energy and Food Security Context.

Teera Kiatmanaroch, Songsak Sriboonchitta

Proceedings of the Modeling Dependence in Econometrics, 2014