Access Statistics for Thomas Walther

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 0 1 1 1 16
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 1 2 6 40
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 1 1 0 1 6 10
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 1 19 0 1 5 51
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 3 7 215 4 9 28 660
Common Drivers of Commodity Futures? 0 0 0 0 0 0 1 4
Common Drivers of Commodity Futures? 0 0 0 18 0 0 5 17
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 0 2 3 12
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 3 8 145
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 1 1 1 2 4 12
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 2 3 73 2 4 7 150
Forecasting Realized Volatility of Agricultural Commodities 0 0 0 25 0 0 0 28
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 1 2 0 1 3 9
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 1 1 2 34 1 2 10 173
Modeling and forecasting commodity market volatility with long-term economic and financial variables 1 1 1 42 2 3 5 149
Non-Standard Errors 0 0 4 27 0 6 76 145
Non-Standard Errors 2 2 3 44 5 12 52 438
Nonstandard errors 0 0 11 11 0 5 44 44
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 0 0 2 84
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 0 0 0 3 3
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 1 26 0 3 6 34
Relative Investor Sentiment Measurement 0 0 0 6 0 0 2 8
Relative Investor Sentiment Measurement 0 0 0 1 0 0 1 9
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 0 1 1 1
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 2 23 1 2 7 40
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 0 3 14
Total Working Papers 4 9 38 676 18 60 289 2,296
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance 2 3 11 133 6 11 54 577
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 2 5 0 0 5 18
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 0 2 3 114
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 1 1 3 14 1 3 9 60
Economic drivers of volatility and correlation in precious metal markets 0 0 1 2 0 0 2 9
Empirical analysis of the illiquidity premia of German real estate securities 0 0 0 2 1 1 7 21
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 1 31 2 3 7 129
Expected shortfall in the presence of asymmetry and long memory 0 0 2 3 2 4 7 16
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 0 0 1 39
Forecasting realized volatility of agricultural commodities 0 0 2 4 0 0 2 14
Forecasting realized volatility of crude oil futures prices based on machine learning 0 2 2 2 0 3 5 5
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 2 5 0 1 5 20
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 0 1 0 2 4 8
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 0 4 1 2 4 34
Nonstandard Errors 5 7 36 36 8 20 118 118
Oil price volatility forecast with mixture memory GARCH 0 0 1 21 2 2 7 119
Reviewing the oil price–GDP growth relationship: A replication study 0 0 1 15 0 0 3 76
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 1 3 3
True or spurious long memory in European non-EMU currencies 0 0 0 10 0 1 1 50
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 0 12 0 2 2 72
Total Journal Articles 8 14 64 331 23 58 249 1,502


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach 0 0 0 0 0 1 1 7
Total Chapters 0 0 0 0 0 1 1 7


Statistics updated 2025-05-12