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 1 16 0 1 6 38
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 0 0 0 0 15
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 1 1 1 0 2 5 9
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 1 2 7 213 3 7 28 654
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 4 19 0 1 8 50
Common Drivers of Commodity Futures? 0 0 0 18 0 0 5 17
Common Drivers of Commodity Futures? 0 0 0 0 0 0 1 4
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 2 2 3 12
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 2 3 8 144
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 1 1 1 0 1 4 10
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 1 71 0 0 4 146
Forecasting Realized Volatility of Agricultural Commodities 0 0 0 25 0 0 1 28
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 2 2 1 2 4 9
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 1 1 33 0 2 8 171
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 0 41 1 1 5 147
Non-Standard Errors 0 1 4 27 4 16 81 143
Non-Standard Errors 0 0 1 42 6 12 56 432
Nonstandard errors 0 1 11 11 4 11 43 43
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 0 0 0 3 3
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 0 0 2 84
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 1 26 3 4 6 34
Relative Investor Sentiment Measurement 0 0 0 1 0 0 2 9
Relative Investor Sentiment Measurement 0 0 0 6 0 0 2 8
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 1 1 1 1
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 1 4 0 0 4 14
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 1 2 23 0 1 5 38
Total Working Papers 1 8 38 668 27 67 295 2,263
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 0 1 10 130 1 5 56 567
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 2 2 5 0 4 5 18
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 1 1 2 113
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 1 3 13 0 2 7 57
Economic drivers of volatility and correlation in precious metal markets 0 0 2 2 0 0 4 9
Empirical analysis of the illiquidity premia of German real estate securities 0 0 0 2 0 2 6 20
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 0 1 30 0 0 7 126
Expected shortfall in the presence of asymmetry and long memory 0 0 3 3 1 2 5 13
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 0 0 0 0 1 2 2
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 1 2 5 1 2 5 20
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 0 1 1 2 4 7
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 0 4 1 1 3 33
Nonstandard Errors 2 7 31 31 8 24 106 106
Oil price volatility forecast with mixture memory GARCH 0 0 1 21 0 1 5 117
Reviewing the oil price–GDP growth relationship: A replication study 0 0 1 15 0 1 4 76
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 1 1 3 3
True or spurious long memory in European non-EMU currencies 0 0 0 10 0 0 0 49
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 0 12 2 2 2 72
Total Journal Articles 2 12 58 319 17 51 229 1,461


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 1 1 1 7
Total Chapters 0 0 0 0 1 1 1 7


Statistics updated 2025-03-03