Thomas Walther : Citation Profile


Are you Thomas Walther?

Universiteit Utrecht

8

H index

5

i10 index

526

Citations

RESEARCH PRODUCTION:

14

Articles

15

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 75
   Journals where Thomas Walther has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 13 (2.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa817
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Nguyen, Duc Khuong (8)

Gerritsen, Dirk (3)

Bouri, Elie (3)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

Ait-Sahalia, Yacine (2)

van Kervel, Vincent (2)

Deev, Oleg (2)

Park, Andreas (2)

Hjalmarsson, Erik (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Mihet, Roxana (2)

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Ferrara, Gerardo (2)

Xia, Shuo (2)

Caporin, Massimiliano (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Abudy, Menachem (2)

Talavera, Oleksandr (2)

Vogel, Sebastian (2)

Menkveld, Albert (2)

Wolff, Christian (2)

Zhou, Chen (2)

Brownlees, Christian (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

He, Xuezhong (Tony) (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Regis, Luca (2)

Frömmel, Michael (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

Vilkov, Grigory (2)

Rakowski, David (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Dimpfl, Thomas (2)

Filis, George (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Pasquariello, Paolo (2)

Degiannakis, Stavros (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Pastor, Lubos (2)

Adrian, Tobias (2)

Tonks, Ian (2)

Verousis, Thanos (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Bos, Charles (2)

Taylor, Nick (2)

Gorbenko, Arseny (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Chow, Nikolai Sheung-Chi (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Lajaunie, Quentin (2)

Roy, Saurabh (2)

Smales, Lee (2)

Horenstein, Alex (2)

CAPELLE-BLANCARD, Gunther (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Füllbrunn, Sascha (2)

Ødegaard, Bernt (2)

Deku, Solomon (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 (30)

Bouri, Elie (26)

Salisu, Afees (10)

Goutte, Stéphane (10)

Nguyen, Duc Khuong (10)

Fernandez Bariviera, Aurelio (9)

lucey, brian (9)

Ji, Qiang (8)

Härdle, Wolfgang (8)

Roubaud, David (7)

Yousaf, Imran (7)

Cites to:

Kilian, Lutz (40)

Bollerslev, Tim (33)

Engle, Robert (33)

Nguyen, Duc Khuong (21)

Hamilton, James (16)

Bouri, Elie (16)

Hammoudeh, Shawkat (12)

Roubaud, David (12)

Baillie, Richard (10)

GUPTA, RANGAN (10)

lucey, brian (10)

Main data


Where Thomas Walther has published?


Journals with more than one article published# docs
Energy Economics2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance5
MPRA Paper / University Library of Munich, Germany4

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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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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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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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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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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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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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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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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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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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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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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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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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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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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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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2023.

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2023Can “Internet Plus” Enhance the Green Transition? The Moderating Roles of Environmental Regulation and Sewage Fee-to-Tax. (2023). Zhang, Yanhui ; Chen, Jianing ; Li, Zongwei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:2854-:d:1057886.

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2023A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2023-02.

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2023Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2.

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2023The Impact of Government Disaster Surveillance and Alerts on Local Economic and Financial Conditions. (2023). Tabak, Benjamin Miranda ; Muniz, Fabiano Jose ; Silva, Thiago Christiano. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:2:d:10.1007_s10640-022-00736-4.

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2023A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Panagiotidis, Theodore ; Papapanagiotou, Georgios. In: Discussion Paper Series. RePEc:mcd:mcddps:2023_05.

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2023Wzrost znaczenia z?ota w rezerwach dewizowych banków centralnych gospodarek wschodz?cych. (2023). Skopiec, Dominik ; Kowalewski, Pawe. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:3:p:259-284.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Ahmed, Abdullahi D ; Lu, Ran ; Zeng, Hongjun. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87.

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2023To Acquire or to Ally? Managing Partners’ Environmental Risk in International Expansion. (2023). Mishra, Tapas ; Mukherjee, Soumyatanu ; Luo, DI ; Huang, Chenchen. In: MPRA Paper. RePEc:pra:mprapa:117591.

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2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320.

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2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8.

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2023Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

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2023Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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2023Impacts of short and long-term between cryptocurrencies and stock exchange indexes. (2023). Souza, Adriano Mendona ; Senna, Viviane. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01356-2.

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2023Announcement Effect Study of Issuing Tier 2 Capital Bonds on the Stock Price of China Construction Bank. (2023). Jiaxin, Song. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_4.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801.

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2023Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

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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.
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article9
2019Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review.(2019) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 9
paper
2015Contingent convertible bonds and their impact on risk-taking of managers In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
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article4
2016Oil price volatility forecast with mixture memory GARCH In: Energy Economics.
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article50
2020Reviewing the oil price–GDP growth relationship: A replication study In: Energy Economics.
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article3
2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance In: International Review of Financial Analysis.
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article297
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: 297
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2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance.(2018) In: IRTG 1792 Discussion Papers.
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This paper has nother version. Agregated cites: 297
paper
2017Fast fractional differencing in modeling long memory of conditional variance for high-frequency data In: Finance Research Letters.
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article9
2022Can Bitcoin Investors Profit from Predictions by Crypto Experts? In: Finance Research Letters.
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article4
2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting In: Journal of International Financial Markets, Institutions and Money.
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article66
2022Forecasting realized volatility of agricultural commodities In: International Journal of Forecasting.
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article12
2019Forecasting Realized Volatility of Agricultural Commodities.(2019) In: MPRA Paper.
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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.
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article7
2018Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH In: JRFM.
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article1
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper4
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2022Economic drivers of volatility and correlation in precious metal markets In: Working Papers.
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paper9
2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach In: Working Papers.
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paper0
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: 0
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2022Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue In: Asia-Pacific Financial Markets.
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article5
2022Empirical analysis of the illiquidity premia of German real estate securities In: Financial Markets and Portfolio Management.
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article0
2019Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry In: MPRA Paper.
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paper1
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: 1
paper
2018Modeling and forecasting commodity market volatility with long-term economic and financial variables In: MPRA Paper.
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paper32
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: 32
paper
2020Modeling and forecasting commodity market volatility with long?term economic and financial variables.(2020) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 32
article
2018Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting In: Working Papers on Finance.
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paper4
2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? In: Working Papers on Finance.
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paper8
2022Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach In: World Scientific Book Chapters.
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chapter1

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