Publications

Wanyok Atisattapong, Pasin Marupanthorn (2026). Policy-state gated regime dynamics in European emission allowance futures. Discov. Sustain..
Journal quality Scopus 2026 Q2 · 64th percentile SCImago 2026 Q1
PDF DOI Open Access
Nassamon Bootwisas, Pasin Marupanthorn (2026). State Conditional Boosting for Prospective Early Warning of CFPB Reported Relief Workload. Oper. Res. Forum.
Journal quality Scopus 2026 Q2 · 73rd percentile SCImago 2026 Q2
PDF DOI Preprint not available
Pasin Marupanthorn (2026). Theory of European Option Underwriting Portfolios. SSRN.
Journal quality Scopus Undefined SCImago Undefined
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Nassamon Bootwisas, Pasin Marupanthorn (2026). Stress-Responsive Lambda Value at Risk with a VIX-Driven Smooth Sigmoid Distortion. SSRN.
Journal quality Scopus Undefined SCImago Undefined
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Nassamon Bootwisas, Uparittha Intarasat, Pasin Marupanthorn (2025). Asymptotic Confidence Ellipse for Lognormal Distribution with Applications in Actuarial Pricing. Suranaree J. Sci. Technol..
Journal quality Scopus 2025 Q4 · 8th percentile SCImago 2025 Q4
PDF Code DOI Open Access
Nassamon Bootwisas, Pasin Marupanthorn (2025). A Stochastic Evolutionary Game Reformulation of the Lux--Marchesi Financial Market Model. SSRN.
Journal quality Scopus Undefined SCImago Undefined
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Meysam Sojoudi, Gareth Peters, Pasin Marupanthorn, Emese Lazar, Vu Tran (2025). Structural Change Detection in Panel-MIDAS-ARDL Time Series Regression Models: An Application to Firm Values and ESG Scores. SSRN, 2025.
Journal quality Scopus Undefined SCImago Undefined
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Pasin Marupanthorn, Christina S Nikitopoulos, Eric D Ofosu-Hene, Gareth W Peters, Kylie-Anne Richards (2024). Mechanisms for Implementing Fossil Fuel Divestment in Portfolio Management with Impact on Risk, Return and Carbon Reduction. Energy Econ..
Journal quality Scopus 2024 Q1 · 99th percentile SCImago 2024 Q1
PDF Cite Code DOI Open Access
Pasin Marupanthorn, Gareth W Peters, Eric D Ofosu-Hene, Christina S Nikitopoulos, Kylie-Anne Richards (2024). DivFolio: a Shiny Application for Portfolio Divestment in Green Finance Wealth Management. Annals of Actuarial Science, 18(2), 379-422, 2024.
Journal quality Scopus 2024 Q1 · 79th percentile SCImago 2024 Q1
PDF Cite Code DOI Open Access
Rachanai Kaikeaw, Pasin Marupanthorn (2024). Forward Jump Random Walk on a Cycle Graph and Its Hitting Time. Science & Technology Asia, 29(1), 29-46, 2024.
Journal quality Scopus 2024 Q3 · 28th percentile SCImago 2024 Q3
PDF Cite Code DOI Open Access