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Tanattrin Bunnag

Observed name: Bunnag, Tanattrin
ORCID: 0000-0002-3395-5597
Observed ORCID: 0000-0002-3395-5597
OpenAlex ID: A5029756595
Analyzing Short-run and Long-run Causality Relationship among CO2 Emission, Energy Consumption, GDP, Square of GDP, and Foreign Direct Investment in Environmental Kuznets Curve for Thailand
2023 · Tanattrin Bunnag · International Journal of Energy Economics and Policy · 32
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The Importance of Gold’s Effect on Investment and Predicting the World Gold Price Using the ARIMA and ARIMA-GARCH Model
2024 · Tanattrin Bunnag · Ekonomikalia Journal of Economics · 28
The Causal Relationship Among Co2 Emission, Oil Consumption and Economic Growth in Thailand: Ardl Bound Testing Approach
2021 · Tanattrin Bunnag · International Journal of Energy Economics and Policy · 8
Hedging Petroleum Futures with Multivariate GARCH Models
2014 · Tanattrin Bunnag · International Journal of Energy Economics and Policy · 8
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Forecasting PM10 Caused by Bangkok’s Leading Greenhouse Gas Emission Using the SARIMA and SARIMA-GARCH Model
2024 · Tanattrin Bunnag · International Journal of Energy Economics and Policy · 7
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Volatility Transmission in Oil Futures Markets and Carbon Emissions Futures
2015 · Tanattrin Bunnag · International Journal of Energy Economics and Policy · 6
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The Precious Metals Volatility Comovements and Spillovers, Hedging Strategies in Comex Market
2015 · Tanattrin Bunnag · Journal of Applied Economic Sciences (JAES) · 4
Volatility Analysis of International Tourist Arrival Growth Rates to Thailand using Garch and GJR Model
2014 · Tanattrin Bunnag · Journal of Environmental Management and Tourism · 4
Dynamic Connectedness of Geopolitical Risk, Brent Crude Oil Price Changes, Gold Returns, the U.S. Dollar Index Returns, and the Thai Stock Market Returns: Evidence from a Bayesian TVC-VAR Approach
2026 · Tanattrin Bunnag · Journal of risk and financial management · 3
Guidelines for Econometrics and Application. Emphasis in Tourism and Financial Economics
2023 · Tanattrin Bunnag · 3
Causality Relationship Between Electricity Consumption and Economic Growth in Indonesia and Thailand
2020 · Tanattrin Bunnag · International Journal of Energy Economics and Policy · 3
Can Geopolitical Risk Improve the Forecasting of Thai Stock-Market Returns? Evidence from Econometrics and Machine-Learning Models
2026 · Tanattrin Bunnag · Forecasting · 2
Environmental Kuznets Curve Model for the United States: A Consideration of Foreign Direct Investment Variable
2023 · Tanattrin Bunnag · International Journal of Energy Economics and Policy · 2
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Volatility Transmission in Crude Oil, Gold, S&P 500 and US Dollar Index Futures Using VAR-MGARCH Model
2016 · Tanattrin Bunnag · International Journal of Energy Economics and Policy · 2
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PART I Introductory and Advanced Econometrics
2023 · Tanattrin Bunnag · 1
The Causal Relationship between Electric Power Consumption and Economic Growth in Malaysia and Thailand: ARDL Bound Testing Approach
2021 · Tanattrin Bunnag · Journal of Hunan University · 1
International Tourist Arrivals Volatility Comovements and Spillovers. The Case of Thailand
2016 · Tanattrin Bunnag · Journal of Environmental Management and Tourism · 1
SLIM-LQVAR: Post-LASSO Shrinkage for Quantile Connectedness and Tail-Risk Transmission in Cryptocurrency Markets
2026 · Tanattrin Bunnag · Preprints.org
A State-Dependent BART VAR Connectedness Operator for Agricultural Commodity Markets: A Finite-Difference Construction
2026 · Tanattrin Bunnag · Preprints.org
Beyond the Safe Haven: State- and Frequency-Dependent Connectedness of Gold, Oil, the U.S. Dollar, and the Thai Equity Market
2026 · Tanattrin Bunnag · Risks
Stress-Contingent Risk Transmission in the AI–Energy Nexus: Evidence from TVP-VAR Connectedness and Nonlinear Predictive Models
2026 · Tanattrin Bunnag · Energies
Tail-Dependent Connectedness Across Carbon, Water, Clean-Energy, Green-Bond, and ESG Markets
2026 · Tanattrin Bunnag · Sustainability
Nonlinear State‐Dependent Transmission of Climate, Energy, and Fertilizer Shocks to Global Grain Markets: A BART–TVP‐VAR Connectedness and Food‐Price Early‐Warning Framework
2026 · Tanattrin Bunnag · Preprints.org
Dynamic Energy-Financial Return Connectedness Between WTI Crude Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a TVP-VAR with Stochastic-Volatility Paths
2026 · Tanattrin Bunnag · Preprints.org
Dynamic Volatility Transmission Across Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a Bayesian TVP-VAR with Stochastic Volatility
2026 · Tanattrin Bunnag · Preprints.org
Works count: 35
Citation count: 115
H-index: 6
I10-index: 2
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