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 3 3 12 52
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 3 3 5 6 22 38
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 1 6 7 7 19 39 49
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 1 2 6 221 7 29 79 739
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 2 8 22 73
Common Drivers of Commodity Futures? 0 0 0 18 1 4 9 26
Common Drivers of Commodity Futures? 0 0 1 1 2 5 14 18
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 5 6 19 31
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 3 5 14 159
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 1 2 5 7 18 30
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 1 74 4 5 15 165
Forecasting Realized Volatility of Agricultural Commodities 0 0 1 26 18 21 32 60
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 9 13 25 34
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 1 35 2 4 17 190
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 1 43 0 5 13 162
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 27 2 5 23 168
Nonstandard errors 0 0 1 12 3 10 35 79
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 5 12 26 110
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 1 1 9 18 22 25
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 1 4 16 50
Relative Investor Sentiment Measurement 0 0 0 1 2 4 10 19
Relative Investor Sentiment Measurement 0 0 0 6 2 3 11 19
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 3 4 9 10
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 4 5 12 52
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 2 2 5 19
Total Working Papers 1 3 23 699 111 217 557 2,853
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 3 7 18 151 20 51 127 704
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 0 5 3 6 22 40
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 1 2 8 122
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 1 3 17 4 7 26 86
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 1 3 12 21
Empirical analysis of the illiquidity premia of German real estate securities 0 0 1 3 1 4 15 36
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 0 3 34 3 4 16 145
Expected shortfall in the presence of asymmetry and long memory 0 0 0 3 2 4 6 22
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 5 7 16 55
Forecasting realized volatility of agricultural commodities 0 0 0 4 5 10 29 43
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 0 2 9 13 23 28
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 2 7 4 6 15 35
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 1 2 4 4 16 24
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 4 6 16 50
Nonstandard Errors 0 2 8 44 4 15 58 176
Oil price volatility forecast with mixture memory GARCH 0 1 2 23 3 9 26 145
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 2 6 9 85
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 3 3 10 13
True or spurious long memory in European non-EMU currencies 0 0 0 10 5 7 12 62
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 1 1 2 14 2 6 12 84
Total Journal Articles 4 12 41 372 85 173 474 1,976


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 1 3 10 17
Total Chapters 0 0 0 0 1 3 10 17


Statistics updated 2026-05-06