Browsing Conference Papers by Author "Sunchai Werawatthana"
The Impact of the Macroeconomic Factors and Their Unexpected Values on the Energy Sector Return Volatility: A Case study of Stock Exchange of Thailand during the Period of 2005 to 2015 Sunchai Werawatthana; Witsaroot Pariyaprasert (2016-06)
The purpose of this paper is to examine the effect of the macroeconomic factors and their unexpected values on the Energy sector return volatility in the Stock Exchange of Thailand during period 2005 to 2015. The method is separated in two cases. The first case is to study the impact of macroeconomic variables on the Energy sector return volatility which the macroeconomic factors consist of; agriculture producer price index, consumer price index, current account, employment, exchange rate, industrial production index, interest rate, money ...