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 16 2 5 14 54
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 2 3 1 7 20 39
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 6 7 1 14 40 50
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 1 5 221 9 24 86 748
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 3 6 25 76
Common Drivers of Commodity Futures? 0 0 1 1 0 3 14 18
Common Drivers of Commodity Futures? 0 0 0 18 1 3 10 27
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 0 5 17 31
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 3 14 159
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 1 2 5 11 23 35
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 1 1 2 75 3 8 18 168
Forecasting Realized Volatility of Agricultural Commodities 0 0 1 26 1 19 33 61
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 1 13 25 35
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 1 35 1 4 17 191
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 1 43 1 2 14 163
Non-Standard Errors 0 0 0 44 5 11 43 481
Non-Standard Errors 0 0 0 27 0 5 21 168
Nonstandard errors 0 0 1 12 0 8 34 79
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 1 1 2 18 24 27
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 2 13 28 112
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 0 2 16 50
Relative Investor Sentiment Measurement 0 0 0 6 0 3 11 19
Relative Investor Sentiment Measurement 0 0 0 1 1 4 11 20
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 1 5 10 11
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 2 5 19
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 0 5 12 52
Total Working Papers 1 2 22 700 40 203 585 2,893
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 5 18 151 12 53 134 716
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 1 1 1 6 4 8 26 44
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 1 3 8 123
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 17 4 10 28 90
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 4 5 16 25
Empirical analysis of the illiquidity premia of German real estate securities 0 0 1 3 0 2 15 36
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 1 1 4 35 2 5 18 147
Expected shortfall in the presence of asymmetry and long memory 0 0 0 3 0 2 6 22
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 2 8 17 57
Forecasting realized volatility of agricultural commodities 1 1 1 5 1 10 30 44
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 0 2 1 12 23 29
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 2 7 1 6 15 36
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 0 2 0 4 13 24
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 0 5 16 50
Nonstandard Errors 0 2 7 44 0 9 53 176
Oil price volatility forecast with mixture memory GARCH 0 0 2 23 0 6 26 145
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 4 9 13 89
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 3 10 13
True or spurious long memory in European non-EMU currencies 0 0 0 10 0 6 12 62
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 1 2 14 0 4 12 84
Total Journal Articles 3 11 42 375 36 170 491 2,012


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 10 17
Total Chapters 0 0 0 0 0 1 10 17


Statistics updated 2026-06-04