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 1 3 1 7 20 40
Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach 0 0 0 16 0 5 14 54
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 5 7 5 13 43 55
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 0 0 0 19 0 5 24 76
Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance 1 2 5 222 13 29 95 761
Common Drivers of Commodity Futures? 0 0 0 18 2 4 12 29
Common Drivers of Commodity Futures? 0 0 1 1 1 3 15 19
Economic drivers of volatility and correlation in precious metal markets 0 0 0 5 0 5 17 31
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review 0 0 0 49 0 3 14 159
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting 0 0 0 2 1 11 23 36
Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting 0 1 2 75 3 10 21 171
Forecasting Realized Volatility of Agricultural Commodities 0 0 1 26 1 20 34 62
Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning 0 0 0 2 0 10 25 35
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables 0 0 1 35 0 3 17 191
Modeling and forecasting commodity market volatility with long-term economic and financial variables 0 0 1 43 1 2 15 164
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 0 44 2 12 43 483
Nonstandard errors 0 0 1 12 2 5 34 81
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 0 34 0 7 28 112
Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? 0 0 1 1 1 12 25 28
Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods 0 0 0 26 1 2 17 51
Relative Investor Sentiment Measurement 0 0 0 6 0 2 11 19
Relative Investor Sentiment Measurement 0 0 0 1 0 3 11 20
Reviewing the Oil Price - GDP Growth Relationship: A Replication Study 0 0 0 0 4 8 14 15
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 4 0 2 5 19
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry 0 0 0 23 2 6 13 54
Total Working Papers 1 3 19 701 43 194 611 2,936
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 3 6 19 154 19 51 144 735
Can Bitcoin Investors Profit from Predictions by Crypto Experts? 0 1 1 6 4 11 30 48
Contingent convertible bonds and their impact on risk-taking of managers 0 0 0 27 0 2 8 123
ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW 0 0 3 17 3 11 30 93
Economic drivers of volatility and correlation in precious metal markets 0 0 0 2 1 6 17 26
Empirical analysis of the illiquidity premia of German real estate securities 0 0 1 3 1 2 16 37
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting 0 1 3 35 3 8 19 150
Expected shortfall in the presence of asymmetry and long memory 0 0 0 3 0 2 6 22
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data 0 0 0 4 0 7 17 57
Forecasting realized volatility of agricultural commodities 0 1 1 5 0 6 30 44
Forecasting realized volatility of crude oil futures prices based on machine learning 0 0 0 2 2 12 25 31
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue 0 0 2 7 0 5 15 36
Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities 0 0 0 2 0 4 13 24
Modeling and forecasting commodity market volatility with long‐term economic and financial variables 1 1 1 6 1 5 16 51
Nonstandard Errors 1 1 7 45 4 8 53 180
Oil price volatility forecast with mixture memory GARCH 0 0 1 23 0 3 20 145
Reviewing the oil price–GDP growth relationship: A replication study 0 0 0 15 1 7 14 90
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry 0 0 0 0 0 3 10 13
True or spurious long memory in European non-EMU currencies 0 0 0 10 1 6 13 63
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH 0 1 2 14 0 2 12 84
Total Journal Articles 5 12 41 380 40 161 508 2,052


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 5 6 15 22
Total Chapters 0 0 0 0 5 6 15 22


Statistics updated 2026-07-10