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 2 3 3 2 5 9 24
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 1 2 7 42
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 1 2 2 1 4 9 14
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 1 7 217 3 7 27 669
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 1 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 2 3 8 17
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 2 2 9 147
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 1 2 2 0 2 6 14
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 3 73 1 1 7 151
Forecasting Realized Volatility of Agricultural Commodities 0 0 0 25 1 1 1 29
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 1 1 4 11
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 2 34 0 1 9 175
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 1 27 1 5 29 152
Non-Standard Errors 0 0 3 44 4 6 36 444
Nonstandard errors 0 0 3 11 1 7 31 52
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 1 2 2 86
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 1 1 6 35
Relative Investor Sentiment Measurement 0 0 0 6 0 0 2 8
Relative Investor Sentiment Measurement 0 0 0 1 0 0 0 9
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 0 1 2 2
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
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 2 23 0 1 5 41
Total Working Papers 0 5 30 683 22 53 222 2,361
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 4 12 137 6 17 49 599
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 2 5 0 2 7 20
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 0 0 4 115
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 14 0 1 9 63
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 1 1 2 10
Empirical analysis of the illiquidity premia of German real estate securities 0 0 0 2 1 1 5 22
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 2 32 2 7 13 136
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 0 2 40
Forecasting realized volatility of agricultural commodities 0 0 0 4 2 2 2 16
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 2 2 1 1 7 7
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 1 1 3 6 1 1 6 22
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 1 2 0 2 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 1 22 38 2 11 94 134
Oil price volatility forecast with mixture memory GARCH 0 1 1 22 2 9 14 128
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 0 1 1 13 0 1 3 73
Total Journal Articles 2 10 52 343 18 57 241 1,578


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 2025-09-05