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Kunlapath (Joy) Sukcharoen
Kunlapath (Joy) Sukcharoen
在 chi.frb.org 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
2052014
Hedging downside risk of oil refineries: A vine copula approach
K Sukcharoen, DJ Leatham
Energy Economics 66, 493-507, 2017
612017
Dependence and extreme correlation among US industry sectors
K Sukcharoen, DJ Leatham
Studies in Economics and Finance 33 (1), 26-49, 2016
282016
Optimal gasoline hedging strategies using futures contracts and exchange-traded funds
K Sukcharoen, H Choi, DJ Leatham
Applied Economics 47 (32), 3482-3498, 2015
192015
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
182020
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
122016
Geographical diversification in wheat farming: a copula-based CVaR framework
R Larsen, D Leatham, K Sukcharoen
Agricultural Finance Review 75 (3), 368-384, 2015
122015
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
102020
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
102015
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
72019
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
52018
Applications of Vine Copulas in Commodity Risk Management and Price Analysis
K Sukcharoen
2017
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