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 1 3 3 0 4 9 24
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 0 2 7 42
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 1 1 3 3 1 3 9 15
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 1 19 1 1 5 53
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 6 217 6 9 30 675
Common Drivers of Commodity Futures? 0 0 0 0 1 1 1 5
Common Drivers of Commodity Futures? 0 0 0 18 0 0 1 17
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 0 3 7 17
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 2 9 147
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 2 2 0 1 6 14
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 0 2 73 1 2 6 152
Forecasting Realized Volatility of Agricultural Commodities 1 1 1 26 2 3 3 31
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 1 2 5 12
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 1 1 3 35 2 3 10 177
Modeling and forecasting commodity market volatility with long-term economic and financial variables 1 1 2 43 2 2 6 151
Non-Standard Errors 0 0 2 44 2 6 34 446
Non-Standard Errors 0 0 1 27 2 4 30 154
Nonstandard errors 1 1 2 12 4 9 28 56
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 0 0 0 1 3
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 0 2 2 86
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 0 1 5 35
Relative Investor Sentiment Measurement 0 0 0 6 0 0 2 8
Relative Investor Sentiment Measurement 0 0 0 1 1 1 1 10
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 1 2 3 3
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 0 1 14
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 5 6 30 688 27 63 226 2,388
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 3 11 138 4 12 47 603
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 0 2 5 0 2 7 20
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 0 0 4 115
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 14 2 2 11 65
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 1 1 1 3 1 2 6 23
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 1 1 3 33 1 6 12 137
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 0 0 2 40
Forecasting realized volatility of agricultural commodities 0 0 0 4 0 2 2 16
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 2 2 0 1 7 7
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 1 2 6 0 1 5 22
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 1 2 0 2 8 13
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 0 0 1 5 3 3 7 38
Nonstandard Errors 1 1 23 39 4 11 88 138
Oil price volatility forecast with mixture memory GARCH 0 0 1 22 0 3 13 128
Reviewing the oil price–GDP growth relationship: A replication study 0 0 1 15 1 1 4 77
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 2 2 3 5
True or spurious long memory in European non-EMU currencies 0 0 0 10 0 0 1 50
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 1 1 13 0 1 3 73
Total Journal Articles 4 8 53 347 18 52 237 1,596


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 0 1 7
Total Chapters 0 0 0 0 0 0 1 7


Statistics updated 2025-10-06