Thomas Walther : Citation Profile

Are you Thomas Walther?

Universiteit Utrecht

8

H index

6

i10 index

563

Citations

RESEARCH PRODUCTION:

18

Articles

26

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 62
   Journals where Thomas Walther has often published
   Relations with other researchers
   Recent citing documents: 148.    Total self citations: 21 (3.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa817
   Updated: 2024-11-08    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Nguyen, Duc Khuong (9)

Hautsch, Nikolaus (4)

Dreber, Anna (4)

Korajczyk, Robert (4)

CAPELLE-BLANCARD, Gunther (4)

Füllbrunn, Sascha (4)

Davies, Ryan (4)

Deku, Solomon (4)

Liew, Chee (4)

Smales, Lee (4)

Huang, Wenqian (4)

Foucault, Thierry (4)

Frijns, Bart (4)

Menkveld, Albert (4)

Verousis, Thanos (4)

Nielsson, Ulf (4)

Caporin, Massimiliano (4)

Harris, Jeffrey (4)

FERROUHI, EL MEHDI (4)

Renault, Thomas (4)

Horenstein, Alex (4)

Schwarz, Marco (4)

Deev, Oleg (4)

Ødegaard, Bernt (4)

Chernov, Mikhail (4)

Jalkh, Naji (4)

Lof, Matthijs (4)

Colliard, Jean-Edouard (4)

Gehrig, Thomas (4)

Pastor, Lubos (4)

Schenk-Hoppé, Klaus (4)

Stefanova, Denitsa (4)

Ait-Sahalia, Yacine (4)

Wolff, Christian (4)

Ranaldo, Angelo (4)

Pasquariello, Paolo (4)

Frömmel, Michael (4)

Palan, Stefan (4)

Schuerhoff, Norman (4)

Hurlin, Christophe (4)

Sarno, Lucio (4)

Reitz, Stefan (4)

Johannesson, Magnus (4)

Shachar, Or (4)

Talavera, Oleksandr (4)

Dimpfl, Thomas (4)

Zhang, S. Sarah (4)

Rinne, Kalle (4)

Vilkov, Grigory (4)

Aloosh, Arash (3)

Koetter, Michael (3)

Degryse, Hans (3)

Gerritsen, Dirk (3)

Wilhelmsson, Anders (3)

Güçbilmez, Ufuk (3)

Mihet, Roxana (3)

Bohorquez Correa, Santiago (3)

Taylor, Nick (3)

Holzmeister, Felix (3)

Neszveda, Gabor (3)

Brownlees, Christian (3)

Bouri, Elie (3)

Xiu, Dacheng (3)

Roy, Saurabh (3)

Alexeev, Vitali (3)

Voigt, Stefan (3)

Eugster, Nicolas (3)

Xia, Shuo (3)

He, Xuezhong (Tony) (2)

Adrian, Tobias (2)

Patel, Vinay (2)

Heath, Davidson (2)

Bos, Charles (2)

Jurkatis, Simon (2)

Degiannakis, Stavros (2)

Regis, Luca (2)

Roy, Saurabh (2)

Sojli, Elvira (2)

Gorbenko, Arseny (2)

Dumitrescu, Ariadna (2)

Theissen, Erik (2)

Prokopczuk, Marcel (2)

Abudy, Menachem (2)

Rakowski, David (2)

LINTON, OLIVER (2)

Lajaunie, Quentin (2)

Kearney, Fearghal (2)

Chow, Nikolai Sheung-Chi (2)

Kassner, Bernhard (2)

PASCUAL, ROBERTO (2)

Putnins, Talis (2)

Wong, Wing-Keung (2)

Vogel, Sebastian (2)

Ferrara, Gerardo (2)

Lopez-Lira, Alejandro (2)

Tonks, Ian (2)

Bjønnes, Geir (2)

Gil-Bazo, Javier (2)

Goutte, Stéphane (2)

Park, Andreas (2)

Söderlind, Paul (2)

Moinas, Sophie (2)

Zhou, Chen (2)

Filis, George (2)

Hjalmarsson, Erik (2)

van Kervel, Vincent (2)

Scaillet, Olivier (2)

Patton, Andrew (2)

Pelizzon, Loriana (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Walther.

Is cited by:

GUPTA, RANGAN (28)

Bouri, Elie (24)

Fernandez Bariviera, Aurelio (10)

lucey, brian (10)

Härdle, Wolfgang (8)

Pierdzioch, Christian (8)

Roubaud, David (7)

Tiwari, Aviral (7)

Corbet, Shaen (7)

Yousaf, Imran (7)

Goutte, Stéphane (7)

Cites to:

Kilian, Lutz (46)

Engle, Robert (34)

Bollerslev, Tim (33)

Nguyen, Duc Khuong (28)

Bouri, Elie (17)

Hamilton, James (17)

Hammoudeh, Shawkat (16)

lucey, brian (15)

Degiannakis, Stavros (13)

Baumeister, Christiane (13)

Roubaud, David (12)

Main data

Where Thomas Walther has published?

Journals with more than one article published# docs
Energy Economics3
Finance Research Letters2

Working Papers Series with more than one paper published# docs
QBS Working Paper Series / Queen's University Belfast, Queen's Business School7
Working Papers on Finance / University of St. Gallen, School of Finance5
MPRA Paper / University Library of Munich, Germany4
Working Papers / Utrecht School of Economics3

Recent works citing Thomas Walther (2024 and 2023)

YearTitle of citing document
2023Cryptocurrency co-investment network: token returns reflect investment patterns. (2023). Alessandretti, Laura ; Bartolucci, Silvia ; Mungo, Luca. In: Papers. RePEc:arx:papers:2301.02027.

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2023Deep State-Space Model for Predicting Cryptocurrency Price. (2023). Majumdar, Angshul ; Sharma, Shalini ; Elvira, Victor ; Chouzenoux, Emilie. In: Papers. RePEc:arx:papers:2311.14731.

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2024The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Pricing contingent convertibles with idiosyncratic risk. (2023). Yang, Zhaojun ; Zeng, Pingping ; Wang, Xiaolin. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:660-693.

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2023What drives most jumps in global crude oil prices? Fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants. (2023). Selmi, Refk ; Wohar, Mark E ; Hammoudeh, Shawkat. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:3:p:598-618.

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2023Analyzing the Connection between Energy Prices and Cryptocurrency throughout the Pandemic Period. (2023). Abdulhasanov, Tural ; Akbulaev, Nurkhodzha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-25.

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2024Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Guang-XI, Cao ; Mei-Jun, Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911.

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2023Role of fiscal and monetary policies for economic recovery in China. (2023). Zhang, Yuan ; Cui, Zhanmin ; Wang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:51-63.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023The rise of green energy metal: Could lithium threaten the status of oil?. (2023). Qin, Meng ; Umar, Muhammad ; Nepal, Rabindra ; Jia, Zhijie ; Shao, Xuefeng ; Su, Chiwei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001494.

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2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780.

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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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2023Financial development and the energy net-zero transformation potential. (2023). Song, Malin ; Mangla, Sachin Kumar ; Kazancoglu, Yigit ; Du, Juntao ; Ding, Wangwang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003614.

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2023Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Wu, Hanlin ; Li, Pan ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x.

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2023Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM: How important is carbon emission trading?. (2023). Lai, Yongzeng ; Lu, Min ; Ouyang, Zisheng. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006321.

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2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Damianov, Damian S ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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2024Central bank digital currencies: A critical review. (2024). Urquhart, Andrew ; Marra, Miriam ; Dionysopoulos, Lambis. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005471.

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2024A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

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2024Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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2023A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets. (2023). Bernile, Gennaro ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005530.

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2023The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach. (2023). Wang, Ziyao ; He, Lingyun ; Sang, Chong ; Xia, Yufei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005682.

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2023Bounded pool mining and the bounded Bitcoin price. (2023). Li, Yifan ; Jia, Dun. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200705x.

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2023Optimal mining in proof-of-work blockchain protocols. (2023). Mohazab, Amin ; Moya, Jorge ; Soria, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007863.

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2023The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Yildirim, Durmu Ari ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001411.

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2023Predicting cryptocurrency market volatility: Novel evidence from climate policy uncertainty. (2023). Yu, Jize ; Jin, Daxiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008929.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordoez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114.

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2024Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223.

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2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

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2023The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664.

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2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

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2023Climate uncertainty and information transmissions across the conventional and ESG assets. (2023). Demirer, Riza ; Rognone, Lavinia ; Pham, Linh ; Cepni, Oguzhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002025.

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2023Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

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2024Climate impacts on the loan quality of Chinese regional commercial banks. (2024). Zhang, Dayong ; Wu, Yalin ; Lucey, Brian ; Guo, Kun ; Ji, Qiang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001766.

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2023Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets. (2023). Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi ; Wei, YU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000629.

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2024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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2023The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645.

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2023Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399.

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2023Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137.

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2023Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659.

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2023How are green finance, carbon emissions, and energy resources related in Asian sub-regions?. (2023). Sun, Chenghao. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003598.

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2023Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods. (2023). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee ; Karimi, Parinaz. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005986.

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2023Renewable energy transition and metal consumption: Dynamic evolution analysis based on transnational data. (2023). Ren, Xiaohang ; Naderi, Niki ; Tu, Yan ; Luo, Qian ; Chen, Jinyu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007481.

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2023Fluctuations in gold prices in Vietnam during the COVID-19 pandemic: Insights from a time-varying parameter autoregression model. (2023). Mefteh-Wali, Salma ; Bouteska, Ahmed ; Ha, Le Thanh ; Anh, Pham The. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009406.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Kong, Mengzhen ; Wei, YU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

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2023Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods. (2023). Bezbradica, Marija ; Mai, Tai Tan ; Ngoc, An Pham ; Crane, Martin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123009044.

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2024The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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2023Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts. (2023). Ha, Thanh. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:613-625.

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2023Cogeneration transition for energy system decarbonization: From basic to flexible and complementary multi-energy sources. (2023). Chen, Lei ; Sun, Qinghan ; Ma, Huan ; Zhou, Guiping ; Wang, Shunjiang ; Min, Yong ; Xu, Fei ; Zhao, Tian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:187:y:2023:i:c:s136403212300566x.

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2023Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. (2023). Benlagha, Noureddine ; Khan, Ashraf ; Farid, Saqib ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:418-431.

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2023Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. (2023). Yousaf, Imran ; Pham, Linh ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:271-283.

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2023Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. (2023). Mo, Bin ; Li, Zhenghui ; Nie, HE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:46-57.

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2024Redefining the degree of industry greenness using input–output tables. (2024). Vasilyeva, Ekaterina ; Penikas, Henry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1073-1090.

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2024The relationship between cryptocurrencies and convention financial market: Dynamic causality test and time-varying influence. (2024). Huang, Linxian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:811-826.

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2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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2023Sustainable finance and blockchain: A systematic review and research agenda. (2023). Wang, Yi-Ran ; Lei, Yu-Tian ; Chen, Xun-Qi ; Ma, Chao-Qun ; Ren, Yi-Shuai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002574.

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2024Do banks price ESG risks? A critical review of empirical research. (2024). Drago, Danilo ; Carnevale, Concetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000199.

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2024Metaverse tokens or metaverse stocks – Who’s the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515.

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2024Bitcoin forks: What drives the branches?. (2024). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang ; Conlon, Thomas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

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2024Understanding the impact of the financial technology revolution on systemic risk: Evidence from US and EU diversified financials. (2024). Vioto, Davide ; Gianfrancesco, Igor ; Damico, Simona ; Curcio, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000837.

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2023Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. (2023). Yousaf, Imran ; Tolentino, Marta ; Jareo, Francisco. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522006953.

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2023Cryptocurrency return predictability: What is the role of the environment?. (2023). Mefteh-Wali, Salma ; Lahiani, Amine ; Clark, Ephraim. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000355.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2024Institutional investors ownership concentration and its effect on disclosure and transparency of United Nations sustainable development goals. (2024). Nirino, Niccolo ; Jabeen, Fauzia ; Giordino, Daniele ; Bresciani, Stefano. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s004016252300817x.

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2023Store of value or speculative investment? market reaction to corporate announcements of cryptocurrency acquisition. (2023). Colombo, Jéfferson ; Yousaf, Imran ; Gimenes, Andre Dias. In: Textos para discussão. RePEc:fgv:eesptd:563.

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2023.

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2023On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles. (2023). Visentin, Andrea ; Carraro, Diego ; Rossi, Andrea ; Murray, Kate. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:10-209:d:1050336.

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2023COVID-19 Pandemic & Financial Market Volatility; Evidence from GARCH Models. (2023). Haseeb, Mohammad ; Mughal, Khurrum Shahzad ; Khan, Mrestyal ; Kayani, Umar Nawaz. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:50-:d:1034318.

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2023Demystifying the Effect of the News (Shocks) on Crypto Market Volatility. (2023). Rupeika-Apoga, Ramona ; Taneja, Sanjay ; Bhatnagar, Mukul. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:136-:d:1072193.

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2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375.

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2024Bank Crisis Boosts Bitcoin Price. (2024). Sergio, Ivan ; Petti, Danilo. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:134-:d:1362213.

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More than 100 citations found, this list is not complete...

Thomas Walther has edited the books:

YearTitleTypeCited

Works by Thomas Walther:

YearTitleTypeCited
2021ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article16
2019Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review.(2019) In: Working Papers on Finance.
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2015Contingent convertible bonds and their impact on risk-taking of managers In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2023Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities In: Energy Economics.
[Full Text][Citation analysis]		article0
2016Oil price volatility forecast with mixture memory GARCH In: Energy Economics.
[Full Text][Citation analysis]		article53
2020Reviewing the oil price–GDP growth relationship: A replication study In: Energy Economics.
[Full Text][Citation analysis]		article3
.() In: .
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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article320
2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance.(2018) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 320		paper
2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance.(2018) In: IRTG 1792 Discussion Papers.
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2017Fast fractional differencing in modeling long memory of conditional variance for high-frequency data In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2022Can Bitcoin Investors Profit from Predictions by Crypto Experts? In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article76
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This paper has nother version. Agregated cites: 76		paper
2022Forecasting realized volatility of agricultural commodities In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2019Forecasting Realized Volatility of Agricultural Commodities.(2019) In: MPRA Paper.
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This paper has nother version. Agregated cites: 16		paper
2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article12
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2017True or spurious long memory in European non-EMU currencies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2024Nonstandard errors In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper9
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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In: .
[Full Text][Citation analysis]		article0
2018Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH In: JRFM.
[Full Text][Citation analysis]		article1
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2022Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article6
2022Empirical analysis of the illiquidity premia of German real estate securities In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2019Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry In: MPRA Paper.
[Full Text][Citation analysis]		paper2
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This paper has nother version. Agregated cites: 2		article
2020Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2018Modeling and forecasting commodity market volatility with long-term economic and financial variables In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2018Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables.(2018) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 7		paper
2022Relative Investor Sentiment Measurement In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Common Drivers of Commodity Futures? In: Working Papers.
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2018Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting In: Working Papers on Finance.
[Full Text][Citation analysis]		paper4
2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? In: Working Papers on Finance.
[Full Text][Citation analysis]		paper7
.() In: .
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This paper has nother version. Agregated cites: 7		paper
2024Forecasting realized volatility of crude oil futures prices based on machine learning In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
.() In: .
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This paper has nother version. Agregated cites: 1		paper
2022Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach In: World Scientific Book Chapters.
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In: .
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