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 1 3 3 3 2 6 7 22
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 1 1 7 41
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 1 2 2 1 3 8 13
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 2 7 217 0 6 27 666
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 1 19 0 1 5 52
Common Drivers of Commodity Futures? 0 0 0 18 0 0 3 17
Common Drivers of Commodity Futures? 0 0 0 0 0 0 0 4
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 1 3 6 15
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 0 8 145
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 1 2 2 1 2 6 14
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 3 73 0 0 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 0 2 0 1 3 10
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 2 34 1 2 11 175
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 1 42 0 0 4 149
Non-Standard Errors 0 0 3 44 0 2 37 440
Non-Standard Errors 0 0 1 27 1 6 29 151
Nonstandard errors 0 0 5 11 4 7 33 51
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 1 1 2 85
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 0 0 0 1 3
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 0 0 5 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 1 1 2 2
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 2 23 0 1 6 41
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 0 2 14
Total Working Papers 1 7 32 683 14 43 222 2,339
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 1 3 11 136 2 16 53 593
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 2 5 2 2 7 20
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 0 1 4 115
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 14 0 3 9 63
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 0 0 1 9
Empirical analysis of the illiquidity premia of German real estate securities 0 0 0 2 0 0 4 21
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 2 32 3 5 11 134
Expected shortfall in the presence of asymmetry and long memory 0 0 1 3 0 0 6 16
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 0 1 2 40
Forecasting realized volatility of agricultural commodities 0 0 0 4 0 0 0 14
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 2 2 0 1 6 6
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 2 5 0 1 5 21
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 1 1 2 2 5 9 13
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 1 1 5 0 1 4 35
Nonstandard Errors 0 2 26 38 5 14 102 132
Oil price volatility forecast with mixture memory GARCH 0 1 1 22 1 7 12 126
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 0 1 3
True or spurious long memory in European non-EMU currencies 0 0 0 10 0 0 1 50
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 1 1 1 13 1 1 3 73
Total Journal Articles 2 10 54 341 16 58 243 1,560


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


Statistics updated 2025-08-05