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
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 3 6 29 163 17 42 140 419
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 1 3 39 39 2 9 38 38
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 2 11 54 3 10 35 74
Forecasting Realized Volatility of Agricultural Commodities 0 0 5 23 0 0 9 16
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 1 1 6 21 3 5 27 89
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 1 6 34 1 9 27 82
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 1 27 1 1 12 49
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 1 18 18 18 1 6 7 7
Total Working Papers 6 31 115 379 28 82 295 774


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 4 15 26 9 22 57 112
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 25 0 1 12 99
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 1 2 4 4 5 8 13 13
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 1 0 1 6 27
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 1 1 1 6 6
Oil price volatility forecast with mixture memory GARCH 0 1 1 12 1 3 10 87
Reviewing the oil price–GDP growth relationship: A replication study 0 2 2 2 5 10 16 16
True or spurious long memory in European non-EMU currencies 0 0 1 9 0 0 5 34
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 4 11 1 5 19 66
Total Journal Articles 4 9 28 91 22 51 144 460


Statistics updated 2020-11-03