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 1 2 14 56
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 3 0 1 16 40
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 5 7 2 8 44 58
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 1 2 6 223 5 19 98 767
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 0 1 25 77
Common Drivers of Commodity Futures? 0 0 1 1 0 1 15 19
Common Drivers of Commodity Futures? 0 0 0 18 0 2 12 29
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 1 1 15 32
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 0 12 159
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 0 2 0 1 22 36
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 2 75 0 3 20 171
Forecasting Realized Volatility of Agricultural Commodities 0 0 1 26 16 17 49 78
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 1 1 25 36
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 1 35 0 0 16 191
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 1 43 1 3 17 166
Non-Standard Errors 1 1 1 45 1 4 41 485
Non-Standard Errors 1 1 1 28 2 5 21 173
Nonstandard errors 1 1 2 13 2 5 32 84
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 1 1 1 2 26 29
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 0 1 27 113
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 2 6 21 56
Relative Investor Sentiment Measurement 0 0 0 6 1 1 12 20
Relative Investor Sentiment Measurement 0 0 0 1 0 0 11 20
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 0 4 13 15
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 1 6 20
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 1 3 14 55
Total Working Papers 4 5 22 705 37 92 624 2,985
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 1 5 19 156 5 31 148 747
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 1 6 2 14 38 58
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 2 3 11 126
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 17 1 6 33 96
Economic drivers of volatility and correlation in precious metal markets 1 1 1 3 2 5 20 30
Empirical analysis of the illiquidity premia of German real estate securities 0 0 1 3 1 2 16 38
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 0 3 35 2 8 19 155
Expected shortfall in the presence of asymmetry and long memory 0 0 0 3 0 0 6 22
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 0 0 17 57
Forecasting realized volatility of agricultural commodities 0 1 2 6 2 4 32 48
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 0 2 2 6 28 35
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 1 7 0 0 14 36
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 0 2 0 0 11 24
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 1 1 6 3 4 19 54
Nonstandard Errors 0 2 8 46 6 15 57 191
Oil price volatility forecast with mixture memory GARCH 0 0 1 23 0 0 17 145
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 0 1 14 90
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 1 1 11 14
True or spurious long memory in European non-EMU currencies 0 0 0 10 1 2 14 64
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 1 14 0 0 11 84
Total Journal Articles 2 10 42 385 30 102 536 2,114


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 0 5 15 22
Total Chapters 0 0 0 0 0 5 15 22


Statistics updated 2026-09-10