Thomas Walther
Thomas Walther
Assistant Professor of Finance, Utrecht School of Economics, Utrecht University
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Cited by
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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
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
Oil Price Volatility Forecast with Mixture Memory GARCH
T Klein, T Walther
Energy Economics 58, 46-58, 2016
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
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
Forecasting Realized Volatility of Agricultural Commodities
S Degiannakis, G Filis, T Klein, T Walther
International Journal of Forecasting 38 (1), 74-96, 2022
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
Journal of Finance, 2023
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
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
Reviewing the Oil Price-GDP Growth Relationship: A Replication Study
L Charfeddine, T Klein, T Walther
Energy Economics 88, 2020
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
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
Oil Price Changes and US Real GDP Growth: Is this Time Different?
L Charfeddine, T Klein, T Walther
Can Bitcoin Investors Profit from Predictions by Crypto Experts?
DF Gerritsen, RAC Lugtigheid, T Walther
Finance Research Letters 46 (A), 102266, 2022
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
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
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
Contingent convertible bonds and their impact on risk-taking of managers
T Walther, T Klein
Cuadernos de Economía 38 (106), 54-64, 2015
Evidence of long memory and asymmetry in the EUR/PLN exchange rate volatility
T Klein, H Pham Thu, T Walther
Research Papers of Wrocław University of Economics 428, 128-140, 2016
Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
P Lauenstein, T Walther
International Journal of Financial Engineering and Risk Management 2 (3 …, 2016
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