Now showing items 1-7 of 7

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    The effectiveness of confirming indicators: a case study of Stocks in Thailand 

    Shivathep Srichawla; Suppanunta Romprasert (Assumption University Press, 2017)

    This paper developed a model that tested trading signals (including double and triple indicators) on the security traded in the Stock Exchange of Thailand (SET). One indicator from each of the six groups of technical indicators, including MACD, Parabolic SAR (PSAR), RSI, Twiggs Money Flow, Volume Oscillator, and Bollinger Bands, were tested in order to determine whether their use could generate excess returns for investors. PSAR was the most profitable indicator as it alone or when used in combined with other indicators could generate excess ...
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    Electric Rate Policy Scenario in Thailand 

    Suppanunta Romprasert (2012-12)

    Paper demonstrates an empirical exploration into the welfare impacts of introduction on how possible for the electric rate policy set can be used to present the distribution of electric users’ utility in Thailand through the two scenario analysis comparing. In this case, it is assumed that the electric fee in each province equals to marginal capacity cost in that province. Key benefit contributes to promoted economic and social development. Moreover, paper concludes social welfare under first scenario is made maximize social benefit.
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    Export Value on Pineapple Juice of Thailand and Forecasting 

    Suppanunta Romprasert (2013-05-31)
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    Forecasting of Rubber in Futures Market 

    Suppanunta Romprasert (2012)
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    Gold futures contracts on comparing ordinary least squares and bivariate vector autoregression on hedging effectiveness 

    Suppanunta Romprasert (2014)

    Gold futures contracts are effective to be used as a hedging instrument in Thailand commodity futures exchange especially by bivariate vector autoregression model. The results indicate that constant hedge ratio after controlling for basis risk outperform the time-varying hedge ratio. Comparisons of the in-sample and out-of-sample hedging performance of each model imply that the BVAR model performs the better over OLS model. It is important for gold futures market participants to have an understanding of how effective the commodities futures ...
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    Malaysia-Singapore-Thailand Capital Accumulation Growth (MST-CAG) 

    Suppanunta Romprasert (2015)

    Paper has presented ideal of capital accumulation growth by using Solow Growth Model for Malaysia, Singapore, and Thailand case. Based on past 10 years by those three countries, the economies have expanded. The investment on infrastructure also shows as a part of country’s sustained economic growth such as telecommunications, electricity and ports. In the same time countries are experiencing a growing in shortage of skilled technical personnel. Then, paper’s objective is to examine whether growth of countries is due to countries’ capital ...
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    Market timing Diebold-Mariano test and leading indicators for prediction model 

    Suppanunta Romprasert (Assumption University, 2009)