Interdependence of oil prices and stock market indices: A copula approach K Sukcharoen, T Zohrabyan, D Leatham, X Wu Energy Economics 44, 331-339, 2014 | 205 | 2014 |
Hedging downside risk of oil refineries: A vine copula approach K Sukcharoen, DJ Leatham Energy Economics 66, 493-507, 2017 | 61 | 2017 |
Dependence and extreme correlation among US industry sectors K Sukcharoen, DJ Leatham Studies in Economics and Finance 33 (1), 26-49, 2016 | 28 | 2016 |
Optimal gasoline hedging strategies using futures contracts and exchange-traded funds K Sukcharoen, H Choi, DJ Leatham Applied Economics 47 (32), 3482-3498, 2015 | 19 | 2015 |
Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds P Arunanondchai, K Sukcharoen, DJ Leatham Journal of Commodity Markets 20, 100112, 2020 | 18 | 2020 |
Mean-variance versus mean–expected shortfall models: An application to wheat variety selection K Sukcharoen, D Leatham Journal of Agricultural and Applied Economics 48 (2), 148-172, 2016 | 12 | 2016 |
Geographical diversification in wheat farming: a copula-based CVaR framework R Larsen, D Leatham, K Sukcharoen Agricultural Finance Review 75 (3), 368-384, 2015 | 12 | 2015 |
Do crop price expectations matter? An analysis of groundwater pumping decisions in Western Kansas K Sukcharoen, B Golden, M Vestal, B Guerrero Agricultural Water Management 231, 106021, 2020 | 10 | 2020 |
Oil price forecasting using crack spread futures and oil exchange traded funds H Choi, DJ Leatham, K Sukcharoen Contemporary Economics 9 (1), 29-44, 2015 | 10 | 2015 |
Assessing economic changes due to an expanding dairy industry in the Texas High Plains B Guerrero, R Owens, S Amosson, K Sukcharoen, J Richeson, L Almas JAWRA Journal of the American Water Resources Association 55 (3), 670-679, 2019 | 7 | 2019 |
Analyzing extreme comovements in agricultural and energy commodity markets using a regular vine copula method K Sukcharoen, DJ Leatham International Journal of Energy Economics and Policy 8 (5), 193-201, 2018 | 5 | 2018 |
Applications of Vine Copulas in Commodity Risk Management and Price Analysis K Sukcharoen | | 2017 |