Bayesian extreme value analysis was used to forecast the optimal point in agricultural commodity futures prices in the United States for cocoa, coffee, corn, soybeans and wheat. Data were collected daily between 2000 and 2020. The estimation of extreme value can be empirically interpreted as...

This study aims to accomplish three main tasks. Firstly, it seeks to determine the more appropriate choice between classical and Bayesian methods in estimating a pooled panel kink regression model under the condition of a known but bounded policy variable choice that serves as a kink point....

This study empirically explores the dynamic effect of MP and FP on the economic growth of Thailand from Q1:2003 to Q2:2024. In this study, data analysis was conducted using an advanced sequence of the econometric modeling approach to guarantee that the estimated results were more consistent and...

Purpose - The primary purpose of this study is to explore the effects of demographic transition toward aging populations on the performance of stock market indices across various economic developments. The research aims to provide valuable insights into the life-cycle hypothesis on savings...

Purpose - The primary objective of this study is to investigate whether the inclusion of convertible bond prices as important inputs into artificial neural networks can lead to improved accuracy in predicting Chinese stock prices. This novel approach aims to uncover the latent potential inherent...

Micro and small enterprises (MSEs) are important to the local economy and are the most crucial source of employment in Thailand. Using the three-round survey data, we assess the impact of COVID-19 on the survival probability of MSEs in the tourism and manufacturing sectors. Enterprise...