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 2 18 40
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 1 3 14 55
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 5 7 1 7 43 56
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 1 4 25 77
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 1 5 222 1 23 96 762
Common Drivers of Commodity Futures? 0 0 0 18 0 3 12 29
Common Drivers of Commodity Futures? 0 0 1 1 0 1 15 19
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 0 0 16 31
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 0 14 159
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 0 2 0 6 22 36
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 1 2 75 0 6 21 171
Forecasting Realized Volatility of Agricultural Commodities 0 0 1 26 0 2 34 62
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 0 1 25 35
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 1 35 0 1 16 191
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 1 43 1 3 16 165
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 0 44 1 8 44 484
Nonstandard errors 0 0 1 12 1 3 31 82
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 1 1 0 3 25 28
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 1 3 28 113
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 3 4 20 54
Relative Investor Sentiment Measurement 0 0 0 1 0 1 11 20
Relative Investor Sentiment Measurement 0 0 0 6 0 0 11 19
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 0 5 13 15
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 0 2 13 54
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 1 1 6 20
Total Working Papers 0 2 18 701 12 95 609 2,948
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 19 155 7 38 149 742
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 1 1 6 8 16 36 56
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 1 2 9 124
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 17 2 9 32 95
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 2 7 19 28
Empirical analysis of the illiquidity premia of German real estate securities 0 0 1 3 0 1 16 37
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 3 35 3 8 19 153
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 2 17 57
Forecasting realized volatility of agricultural commodities 1 2 2 6 2 3 32 46
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 0 2 2 5 27 33
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 2 7 0 1 15 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 1 1 6 0 1 16 51
Nonstandard Errors 1 2 8 46 5 9 53 185
Oil price volatility forecast with mixture memory GARCH 0 0 1 23 0 0 19 145
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 0 5 14 90
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 0 10 13
True or spurious long memory in European non-EMU currencies 0 0 0 10 0 1 13 63
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 1 14 0 0 11 84
Total Journal Articles 3 11 42 383 32 108 524 2,084


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 5 15 22
Total Chapters 0 0 0 0 0 5 15 22


Statistics updated 2026-08-07