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 6 11 48
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 3 3 3 5 14 29
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 1 2 4 5 4 9 16 24
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 4 8 12 61
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 2 7 219 15 28 53 703
Common Drivers of Commodity Futures? 0 1 1 1 2 4 5 9
Common Drivers of Commodity Futures? 0 0 0 18 1 3 3 20
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 1 3 10 20
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 2 6 11 153
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 2 2 2 5 10 19
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 1 3 74 0 2 8 154
Forecasting Realized Volatility of Agricultural Commodities 0 0 1 26 2 5 8 36
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 4 4 9 16
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 2 35 3 7 14 184
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 2 43 1 3 8 154
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 1 27 4 7 27 161
Nonstandard errors 0 0 1 12 3 7 28 63
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 5 7 9 93
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 0 1 3 3 6
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 2 4 9 39
Relative Investor Sentiment Measurement 0 0 0 6 3 6 6 14
Relative Investor Sentiment Measurement 0 0 0 1 1 5 6 15
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 0 1 4 4
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 1 2 2 16
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 2 3 6 44
Total Working Papers 1 6 29 694 75 155 327 2,543
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 0 5 13 143 16 31 71 634
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 0 5 9 10 13 30
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 0 3 6 118
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 2 4 16 1 10 19 75
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 5 7 8 17
Empirical analysis of the illiquidity premia of German real estate securities 0 0 1 3 2 4 9 27
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 1 1 4 34 1 4 15 141
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 2 5 6 45
Forecasting realized volatility of agricultural commodities 0 0 0 4 2 12 14 28
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 2 2 3 6 11 13
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 1 3 7 1 4 8 26
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 1 2 1 3 11 16
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 0 2 8 40
Nonstandard Errors 1 3 16 42 5 18 65 156
Oil price volatility forecast with mixture memory GARCH 0 0 1 22 3 6 18 134
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 0 1 3 78
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 1 4 6
True or spurious long memory in European non-EMU currencies 0 0 0 10 1 4 5 54
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 1 13 0 1 4 74
Total Journal Articles 2 12 47 359 52 132 303 1,728


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 4 7 8 14
Total Chapters 0 0 0 0 4 7 8 14


Statistics updated 2026-01-09