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 3 8 17 32
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 1 6 11 49
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 1 2 5 6 6 11 21 30
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 4 12 15 65
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 2 7 219 7 28 59 710
Common Drivers of Commodity Futures? 0 1 1 1 4 7 9 13
Common Drivers of Commodity Futures? 0 0 0 18 2 4 5 22
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 5 8 15 25
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 1 6 12 154
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 1 2 4 9 13 23
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 1 3 74 6 7 14 160
Forecasting Realized Volatility of Agricultural Commodities 0 0 1 26 3 7 11 39
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 5 9 13 21
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 2 35 2 8 15 186
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 2 43 3 5 11 157
Non-Standard Errors 0 0 0 27 2 8 24 163
Non-Standard Errors 0 0 2 44 8 20 40 466
Nonstandard errors 0 0 1 12 6 12 30 69
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 1 1 1 1 1 3 4 7
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 5 11 14 98
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 7 10 15 46
Relative Investor Sentiment Measurement 0 0 0 6 2 7 8 16
Relative Investor Sentiment Measurement 0 0 0 1 0 2 6 15
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 2 3 6 6
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 3 6 9 47
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 1 2 3 17
Total Working Papers 2 7 29 696 93 219 400 2,636
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 4 14 144 19 43 87 653
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 0 5 4 14 16 34
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 2 4 8 120
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 1 3 16 4 10 22 79
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 1 8 9 18
Empirical analysis of the illiquidity premia of German real estate securities 0 0 1 3 5 7 12 32
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 4 34 0 3 15 141
Expected shortfall in the presence of asymmetry and long memory 0 0 0 3 2 2 6 18
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 3 6 9 48
Forecasting realized volatility of agricultural commodities 0 0 0 4 5 15 19 33
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 2 2 2 8 13 15
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 1 2 7 3 5 10 29
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 1 2 4 7 14 20
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 4 5 12 44
Nonstandard Errors 0 1 13 42 5 13 63 161
Oil price volatility forecast with mixture memory GARCH 0 0 1 22 2 7 19 136
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 1 2 3 79
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 4 5 8 10
True or spurious long memory in European non-EMU currencies 0 0 0 10 1 4 6 55
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 0 1 13 4 4 8 78
Total Journal Articles 1 8 43 360 75 172 359 1,803


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 8 14
Total Chapters 0 0 0 0 0 5 8 14


Statistics updated 2026-02-12