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 2 9 24
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 1 2 6 43
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 1 2 4 4 4 6 12 19
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 6 217 7 16 36 682
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 1 19 0 1 5 53
Common Drivers of Commodity Futures? 0 0 0 0 1 2 2 6
Common Drivers of Commodity Futures? 0 0 0 18 1 1 2 18
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 0 2 7 17
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 1 3 9 148
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 2 2 0 0 5 14
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 2 73 1 3 7 153
Forecasting Realized Volatility of Agricultural Commodities 0 1 1 26 1 4 4 32
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 0 2 5 12
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 1 3 35 1 3 11 178
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 1 2 43 1 3 7 152
Non-Standard Errors 0 0 2 44 0 6 31 446
Non-Standard Errors 0 0 1 27 1 4 29 155
Nonstandard errors 0 1 2 12 1 6 28 57
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 1 2 3 87
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 0 1 1 2 4
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 1 2 6 36
Relative Investor Sentiment Measurement 0 0 0 1 3 4 4 13
Relative Investor Sentiment Measurement 0 0 0 6 1 1 1 9
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 0 1 3 3
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 1 1 1 15
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 2 23 0 0 5 41
Total Working Papers 1 6 31 689 29 78 240 2,417
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 4 12 140 7 17 51 610
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 2 5 0 0 7 20
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 1 1 4 116
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 1 1 4 15 4 6 15 69
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 0 1 1 10
Empirical analysis of the illiquidity premia of German real estate securities 0 1 1 3 2 4 7 25
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 3 33 1 4 12 138
Expected shortfall in the presence of asymmetry and long memory 0 0 1 3 0 0 6 16
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 2 2 4 42
Forecasting realized volatility of agricultural commodities 0 0 0 4 2 4 4 18
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 2 2 0 1 6 7
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 1 2 6 2 3 6 24
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 1 2 0 0 8 13
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 1 4 8 39
Nonstandard Errors 2 3 20 41 10 16 76 148
Oil price volatility forecast with mixture memory GARCH 0 0 1 22 1 3 13 129
Reviewing the oil price–GDP growth relationship: A replication study 0 0 1 15 0 1 3 77
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 2 3 5
True or spurious long memory in European non-EMU currencies 0 0 0 10 1 1 2 51
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 1 13 1 1 4 74
Total Journal Articles 5 11 52 352 35 71 240 1,631


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 2 3 9
Total Chapters 0 0 0 0 2 2 3 9


Statistics updated 2025-11-08