| 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 | 791 | 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 | 156 | 2019 |
| Oil Price Volatility Forecast with Mixture Memory GARCH T Klein, T Walther Energy Economics 58, 46-58, 2016 | 111 | 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 | 75 | 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 | 55 | 2021 |
| Forecasting Realized Volatility of Agricultural Commodities S Degiannakis, G Filis, T Klein, T Walther International Journal of Forecasting 38 (1), 74-96, 2022 | 43 | 2022 |
| Non-Standard Errors A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ... Journal of Finance, 2023 | 35* | 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 | 26 | 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 | 22 | 2022 |
| Reviewing the Oil Price-GDP Growth Relationship: A Replication Study L Charfeddine, T Klein, T Walther Energy Economics 88, 2020 | 22 | 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 | 22 | 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 | 22 | 2017 |
| Oil Price Changes and US Real GDP Growth: Is this Time Different? L Charfeddine, T Klein, T Walther | 21* | 2018 |
| Can Bitcoin Investors Profit from Predictions by Crypto Experts? DF Gerritsen, RAC Lugtigheid, T Walther Finance Research Letters 46 (A), 102266, 2022 | 15* | 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 | 13 | 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 | 10 | 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 | 9 | 2017 |
| Contingent convertible bonds and their impact on risk-taking of managers T Walther, T Klein Cuadernos de Economía 38 (106), 54-64, 2015 | 8 | 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 | 7 | 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 | 7 | 2016 |
Tony KleinQueen's Management School, Queen's University BelfastVerified email at qub.ac.uk
