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 3 8 45
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 3 3 2 2 11 26
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 2 4 4 1 6 13 20
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 4 5 8 57
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 2 2 8 219 6 19 41 688
Common Drivers of Commodity Futures? 0 0 0 18 1 2 2 19
Common Drivers of Commodity Futures? 1 1 1 1 1 3 3 7
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 2 2 9 19
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 3 4 10 151
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 2 2 3 3 8 17
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 1 1 3 74 1 3 8 154
Forecasting Realized Volatility of Agricultural Commodities 0 1 1 26 2 5 6 34
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 0 1 5 12
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 1 3 35 3 6 12 181
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 1 2 43 1 4 7 153
Non-Standard Errors 0 0 2 44 6 8 32 452
Non-Standard Errors 0 0 1 27 2 5 30 157
Nonstandard errors 0 1 2 12 3 8 28 60
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 1 2 4 88
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 0 1 2 2 5
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 1 2 7 37
Relative Investor Sentiment Measurement 0 0 0 1 1 5 5 14
Relative Investor Sentiment Measurement 0 0 0 6 2 3 3 11
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 1 2 4 4
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 1 1 15
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 1 23 1 1 5 42
Total Working Papers 4 10 33 693 51 107 272 2,468
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 6 14 143 8 19 56 618
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 2 5 1 1 7 21
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 2 3 6 118
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 1 2 4 16 5 11 19 74
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 2 2 3 12
Empirical analysis of the illiquidity premia of German real estate securities 0 1 1 3 0 3 7 25
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 3 33 2 4 14 140
Expected shortfall in the presence of asymmetry and long memory 0 0 0 3 0 0 5 16
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 1 3 4 43
Forecasting realized volatility of agricultural commodities 0 0 0 4 8 10 12 26
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 2 2 3 3 9 10
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 1 1 3 7 1 3 7 25
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 1 2 2 2 10 15
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 1 5 8 40
Nonstandard Errors 0 3 17 41 3 17 69 151
Oil price volatility forecast with mixture memory GARCH 0 0 1 22 2 3 15 131
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 1 2 3 78
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 1 3 4 6
True or spurious long memory in European non-EMU currencies 0 0 0 10 2 3 4 53
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 1 13 0 1 4 74
Total Journal Articles 5 14 50 357 45 98 266 1,676


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 4 10
Total Chapters 0 0 0 0 1 3 4 10


Statistics updated 2025-12-06