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 3 3 0 6 17 32
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 0 4 11 49
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 1 3 6 7 6 16 27 36
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 5 13 20 70
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 1 1 7 220 14 36 70 724
Common Drivers of Commodity Futures? 0 0 0 18 2 5 7 24
Common Drivers of Commodity Futures? 0 0 1 1 2 8 11 15
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 1 7 14 26
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 2 5 12 156
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 1 2 1 7 14 24
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 3 74 0 6 14 160
Forecasting Realized Volatility of Agricultural Commodities 0 0 1 26 3 8 14 42
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 1 10 13 22
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 2 35 1 6 16 187
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 2 43 4 8 14 161
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 27 0 6 20 163
Nonstandard errors 0 0 1 12 2 11 28 71
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 1 11 15 99
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 1 1 1 2 4 6 9
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 2 11 14 48
Relative Investor Sentiment Measurement 0 0 0 1 1 2 7 16
Relative Investor Sentiment Measurement 0 0 0 6 0 5 8 16
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 0 2 5 6
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 2 3 17
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 0 5 9 47
Total Working Papers 2 5 30 698 54 222 427 2,690
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 2 3 16 146 10 45 96 663
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 0 5 2 15 18 36
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 0 2 7 120
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 1 1 4 17 1 6 23 80
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 2 8 11 20
Empirical analysis of the illiquidity premia of German real estate securities 0 0 1 3 2 9 14 34
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 4 34 1 2 16 142
Expected shortfall in the presence of asymmetry and long memory 0 0 0 3 2 4 7 20
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 1 6 10 49
Forecasting realized volatility of agricultural commodities 0 0 0 4 1 8 20 34
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 2 2 2 7 15 17
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 2 7 1 5 10 30
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 1 2 0 5 13 20
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 1 5 12 45
Nonstandard Errors 0 1 11 42 6 16 61 167
Oil price volatility forecast with mixture memory GARCH 1 1 2 23 3 8 22 139
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 1 2 4 80
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 4 7 10
True or spurious long memory in European non-EMU currencies 0 0 0 10 1 3 7 56
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 1 13 2 6 8 80
Total Journal Articles 4 7 45 364 39 166 381 1,842


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 2 6 9 16
Total Chapters 0 0 0 0 2 6 9 16


Statistics updated 2026-03-04