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 3 0 0 16 40
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 0 2 14 56
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 4 7 0 3 43 58
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 1 6 223 5 11 97 772
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 0 1 24 77
Common Drivers of Commodity Futures? 0 0 0 18 1 1 13 30
Common Drivers of Commodity Futures? 0 0 1 1 1 1 15 20
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 1 2 16 33
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 0 12 159
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 0 2 0 0 22 36
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 2 75 0 0 19 171
Forecasting Realized Volatility of Agricultural Commodities 0 0 0 26 0 16 47 78
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 2 3 26 38
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 0 35 1 1 15 192
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 0 43 0 2 15 166
Non-Standard Errors 0 1 1 28 0 2 19 173
Non-Standard Errors 0 1 1 45 0 2 39 485
Nonstandard errors 0 1 1 13 0 3 28 84
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 1 1 0 1 26 29
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 0 1 27 113
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 1 1 1 27 2 7 23 58
Relative Investor Sentiment Measurement 0 0 0 1 0 0 10 20
Relative Investor Sentiment Measurement 0 0 0 6 1 2 13 21
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 0 0 12 15
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 1 6 20
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 0 1 14 55
Total Working Papers 1 5 18 706 14 63 611 2,999
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 2 18 156 3 15 147 750
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 1 6 0 10 38 58
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 0 3 11 126
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 17 0 3 31 96
Economic drivers of volatility and correlation in precious metal markets 0 1 1 3 2 6 22 32
Empirical analysis of the illiquidity premia of German real estate securities 0 0 0 3 0 1 15 38
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 0 2 35 0 5 18 155
Expected shortfall in the presence of asymmetry and long memory 0 0 0 3 0 0 6 22
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 0 0 17 57
Forecasting realized volatility of agricultural commodities 0 1 2 6 2 6 34 50
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 0 2 0 4 28 35
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 1 7 0 0 14 36
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 0 2 0 0 11 24
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 6 2 5 18 56
Nonstandard Errors 0 1 7 46 5 16 58 196
Oil price volatility forecast with mixture memory GARCH 0 0 1 23 0 0 17 145
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 0 0 13 90
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 1 9 14
True or spurious long memory in European non-EMU currencies 0 0 0 10 0 1 14 64
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 1 14 1 1 12 85
Total Journal Articles 0 5 38 385 15 77 533 2,129


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 15 22
Total Chapters 0 0 0 0 0 0 15 22


Statistics updated 2026-10-11