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Thomas Walther
Thomas Walther
Associate Professor of Finance, Utrecht School of Economics, Utrecht University
Verified email at uu.nl - Homepage
Title
Cited by
Cited by
Year
Bitcoin is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance
T Klein, H Pham Thu, T Walther
International Review of Financial Analysis 59, 105-116, 2018
9422018
Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting
T Walther, T Klein, E Bouri
Journal of International Financial Markets, Institutions & Money 63, 101-113, 2019
1992019
Oil Price Volatility Forecast with Mixture Memory GARCH
T Klein, T Walther
Energy Economics 58, 46-58, 2016
1272016
Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables
DK Nguyen, T Walther
Journal of Forecasting 39 (2), 126-142, 2020
852020
Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review
M Breitenstein, DK Nguyen, T Walther
Journal of Economic Surveys 35 (2), 512-538, 2021
832021
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
Journal of Finance 79 (3), 2339-2390, 2024
67*2024
Forecasting Realized Volatility of Agricultural Commodities
S Degiannakis, G Filis, T Klein, T Walther
International Journal of Forecasting 38 (1), 74-96, 2022
562022
Economic drivers of volatility and correlation in precious metal markets
T Dinh, S Goutte, DK Nguyen, T Walther
Journal of Commodity Markets 28 (100242), 2022
342022
Reviewing the Oil Price-GDP Growth Relationship: A Replication Study
L Charfeddine, T Klein, T Walther
Energy Economics 88, 2020
312020
Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry
M Breitenstein, CP Anke, DK Nguyen, T Walther
The Energy Journal 43 (5), 2022
302022
Can Bitcoin Investors Profit from Predictions by Crypto Experts?
DF Gerritsen, RAC Lugtigheid, T Walther
Finance Research Letters 46 (A), 102266, 2022
252022
True or Spurious Long Memory in European Non-EMU Currencies
T Walther, T Klein, H Pham Thu, K Piontek
Research in International Business and Finance 40 (C), 217-230, 2017
252017
Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data
T Klein, T Walther
Finance Research Letters 22 (C), 274-279, 2017
232017
Oil Price Changes and US Real GDP Growth: Is this Time Different?
L Charfeddine, T Klein, T Walther
222018
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH
P Bui Quang, T Klein, NH Nguyen, T Walther
Journal of Risk and Financial Management 11 (2), 2018
152018
Let's Talk About Risk! Stock Market Effects of Risk Disclosure for European Energy Utilities
M Düsterhöft, F Schiemann, T Walther
Energy Economics 125 (106794), 2023
14*2023
Climate Risk and the Nexus of Clean Energy and Technology Stocks
E Bouri, TL Dudda, L Rognone, T Walther
Annals of Operations Research, 2023
12*2023
Valuation of Combined Wind Power Plant and Hydrogen Storage: A Decision Tree Approach
M Schuster, T Walther
14th International Conference on the European Energy Market – EEM 2017, 2017
102017
Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue
TLD Huynh, T Walther, S Utz
Asia-Pacific Financial Markets 29, 1-3, 2022
92022
Expected Shortfall in the Presence of Asymmetry and Long Memory: An Application to Vietnamese Stock Markets
T Walther
Pacific Accounting Review 29 (2), 132-151, 2017
92017
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