Thomas Walther
Names
| first: |
Thomas |
| last: |
Walther |
Identifer
Contact
Affiliations
-
Universiteit Utrecht
/ School of Economics
Research profile
author of:
- Environmental Hazards And Risk Management In The Financial Sector: A Systematic Literature Review (RePEc:bla:jecsur:v:35:y:2021:i:2:p:512-538)
by Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Relative Investor Sentiment Measurement (RePEc:cpr:ceprdp:17370)
by Gao, Xiang & Koedijk, Kees & Walther, Thomas & Wang, Zhan - Contingent convertible bonds and their impact on risk-taking of managers (RePEc:cud:journl:v:38:y:2015:i:106:p:54-64)
by Thomas Walther & Tony Klein - Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities (RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300292x)
by Düsterhöft, Maximilian & Schiemann, Frank & Walther, Thomas - Oil price volatility forecast with mixture memory GARCH (RePEc:eee:eneeco:v:58:y:2016:i:c:p:46-58)
by Klein, Tony & Walther, Thomas - Reviewing the oil price–GDP growth relationship: A replication study (RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301262)
by Charfeddine, Lanouar & Klein, Tony & Walther, Thomas - Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (RePEc:eee:finana:v:59:y:2018:i:c:p:105-116)
by Klein, Tony & Pham Thu, Hien & Walther, Thomas - Fast fractional differencing in modeling long memory of conditional variance for high-frequency data (RePEc:eee:finlet:v:22:y:2017:i:c:p:274-279)
by Klein, Tony & Walther, Thomas - Can Bitcoin Investors Profit from Predictions by Crypto Experts? (RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003081)
by Gerritsen, Dirk F. & Lugtigheid, Rick A.C. & Walther, Thomas - Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting (RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446)
by Walther, Thomas & Klein, Tony & Bouri, Elie - Forecasting realized volatility of agricultural commodities (RePEc:eee:intfor:v:38:y:2022:i:1:p:74-96)
by Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas - Economic drivers of volatility and correlation in precious metal markets (RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x)
by Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas - True or spurious long memory in European non-EMU currencies (RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230)
by Walther, Thomas & Klein, Tony & Thu, Hien Pham & Piontek, Krzysztof - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Expected shortfall in the presence of asymmetry and long memory (RePEc:eme:parpps:par-06-2016-0063)
by Thomas Walther - Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH (RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:18-:d:139768)
by Paul Bui Quang & Tony Klein & Nam H. Nguyen & Thomas Walther - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Economic drivers of volatility and correlation in precious metal markets (RePEc:hal:wpaper:halshs-03672469)
by Theu Dinh & Stéphane Goutte & Khuong Nguyen & Thomas Walther - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach (RePEc:ipg:wpaper:2020-009)
by Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther - Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue (RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-022-09362-y)
by Toan Luu Duc Huynh & Thomas Walther & Sebastian Utz - Empirical analysis of the illiquidity premia of German real estate securities (RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00398-0)
by Thomas Paul & Thomas Walther & André Küster-Simic - Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry (RePEc:pra:mprapa:101763)
by Breitenstein, Miriam & Anke, Carl-Philipp & Nguyen, Duc Khuong & Walther, Thomas - Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach (RePEc:pra:mprapa:103870)
by Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas - Modeling and forecasting commodity market volatility with long-term economic and financial variables (RePEc:pra:mprapa:84464)
by Nguyen, Duc Khuong & Walther, Thomas - Forecasting Realized Volatility of Agricultural Commodities (RePEc:pra:mprapa:96267)
by Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas - Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry (RePEc:sae:enejou:v:43:y:2022:i:5:p:27-50)
by Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & Thomas Walther - Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry (RePEc:use:tkiwps:2002)
by Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & T. Walther - Relative Investor Sentiment Measurement (RePEc:use:tkiwps:2205)
by Xiang Gao & Kees Koedijk & Thomas Walther & Zhan Wang - Common Drivers of Commodity Futures? (RePEc:use:tkiwps:2207)
by Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther - Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance (RePEc:usg:sfwpfi:2018:12)
by Thomas Walther & Tony Klein & Hien Pham Thu - Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting (RePEc:usg:sfwpfi:2018:15)
by Thomas Walther & Tony Klein - Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? (RePEc:usg:sfwpfi:2018:16)
by Thomas Walther & Lanouar Charfeddine & Tony Klein - Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables (RePEc:usg:sfwpfi:2018:24)
by Thomas Walther & Duc Khuong Nguyen - Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review (RePEc:usg:sfwpfi:2019:10)
by Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther - Modeling and forecasting commodity market volatility with long‐term economic and financial variables (RePEc:wly:jforec:v:39:y:2020:i:2:p:126-142)
by Duc Khuong Nguyen & Thomas Walther - Forecasting realized volatility of crude oil futures prices based on machine learning (RePEc:wly:jforec:v:43:y:2024:i:5:p:1422-1446)
by Jiawen Luo & Tony Klein & Thomas Walther & Qiang Ji - Modern Finance and Risk Management:Festschrift in Honour of Hermann Locarek-Junge (RePEc:wsi:wsbook:q0351)
by None - Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach (RePEc:wsi:wschap:9781800611917_0020)
by Tony Klein & Thomas Walther - Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance (RePEc:zbw:irtgdp:2018015)
by Klein, Tony & Thu, Hien Pham & Walther, Thomas - Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance (RePEc:zbw:qmsrps:201801)
by Klein, Tony & Hien, Pham Thu & Walther, Thomas - Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting (RePEc:zbw:qmsrps:201802)
by Walther, Thomas & Klein, Tony & Bouri, Elie - Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? (RePEc:zbw:qmsrps:201803)
by Charfeddine, Lanouar & Klein, Tony & Walther, Thomas - Reviewing the Oil Price - GDP Growth Relationship: A Replication Study (RePEc:zbw:qmsrps:201909)
by Charfeddine, Lanouar & Klein, Tony & Walther, Thomas - Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning (RePEc:zbw:qmsrps:202104)
by Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang - Common Drivers of Commodity Futures? (RePEc:zbw:qmsrps:202205)
by Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas - Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods (RePEc:zbw:qmsrps:202301)
by Lavko, Matus & Klein, Tony & Walther, Thomas