Thomas Walther : Citation Profile

Universiteit Utrecht

9

H index

8

i10 index

812

Citations

RESEARCH PRODUCTION:

20

Articles

26

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 90
   Journals where Thomas Walther has often published
   Relations with other researchers
   Recent citing documents: 241.    Total self citations: 21 (2.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa817
   Updated: 2026-06-06    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Nguyen, Duc Khuong (10)

Gerritsen, Dirk (6)

Jalkh, Naji (5)

FERROUHI, EL MEHDI (5)

Xia, Shuo (5)

Roy, Saurabh (5)

Frömmel, Michael (5)

Hautsch, Nikolaus (5)

Deku, Solomon (5)

Hurlin, Christophe (5)

Tonks, Ian (5)

Xiu, Dacheng (5)

Jurkatis, Simon (5)

Liew, Chee (5)

Ferrara, Gerardo (5)

Ranaldo, Angelo (5)

Sojli, Elvira (5)

Stefanova, Denitsa (5)

Reitz, Stefan (5)

Wilhelmsson, Anders (5)

Sarno, Lucio (5)

Rinne, Kalle (5)

LINTON, OLIVER (5)

Dumitrescu, Ariadna (5)

Pelizzon, Loriana (5)

Brownlees, Christian (5)

Pastor, Lubos (5)

Johannesson, Magnus (5)

Palan, Stefan (5)

Smales, Lee (5)

Söderlind, Paul (5)

Dreber, Anna (5)

Menkveld, Albert (5)

Huang, Wenqian (5)

Davies, Ryan (5)

Moinas, Sophie (5)

Nielsson, Ulf (5)

Caporin, Massimiliano (5)

Chernov, Mikhail (5)

Harris, Jeffrey (5)

Frijns, Bart (5)

Degryse, Hans (5)

Gehrig, Thomas (5)

Schwarz, Marco (5)

Füllbrunn, Sascha (5)

Deev, Oleg (5)

Wolff, Christian (5)

Scaillet, Olivier (5)

Shachar, Or (5)

Horenstein, Alex (5)

Schuerhoff, Norman (5)

Dimpfl, Thomas (5)

Ødegaard, Bernt (5)

Prokopczuk, Marcel (5)

Park, Andreas (5)

Lof, Matthijs (5)

Vilkov, Grigory (5)

Verousis, Thanos (5)

Holzmeister, Felix (5)

Alexeev, Vitali (5)

Foucault, Thierry (5)

Talavera, Oleksandr (5)

Renault, Thomas (5)

Taylor, Nick (5)

Korajczyk, Robert (5)

Zhang, S. Sarah (5)

Bos, Charles (5)

Pasquariello, Paolo (5)

Roesch, Dominik (4)

Aloosh, Arash (4)

Schenk-Hoppé, Klaus (4)

Colliard, Jean-Edouard (4)

Koetter, Michael (4)

Güçbilmez, Ufuk (4)

Tang, Yuehua (4)

Ait-Sahalia, Yacine (4)

Hambuckers, Julien (4)

Bohorquez Correa, Santiago (4)

Shui, Jessica (4)

Neszveda, Gabor (4)

CAPELLE-BLANCARD, Gunther (4)

Eugster, Nicolas (4)

Wong, Wing-Keung (4)

Kazak, Ekaterina (4)

He, Xuezhong (Tony) (3)

Abudy, Menachem (3)

Capera Romero, Laura (3)

Mihet, Roxana (3)

Gil-Bazo, Javier (3)

Chow, Nikolai Sheung-Chi (3)

Voigt, Stefan (3)

van Kervel, Vincent (3)

Theissen, Erik (2)

Hasse, Jean-Baptiste (2)

Lopez-Lira, Alejandro (2)

PASCUAL, ROBERTO (2)

Goutte, Stéphane (2)

Ji, Qiang (2)

Kassner, Bernhard (2)

Hjalmarsson, Erik (2)

Bouri, Elie (2)

Roy, Saurabh (2)

Charfeddine, Lanouar (2)

Putnins, Talis (2)

Gorbenko, Arseny (2)

Patel, Vinay (2)

Adrian, Tobias (2)

Topaloglou, Nikolas (2)

Zhou, Chen (2)

Rakowski, David (2)

Bjønnes, Geir (2)

Vogel, Sebastian (2)

Patton, Andrew (2)

Heath, Davidson (2)

Lajaunie, Quentin (2)

Regis, Luca (2)

Kearney, Fearghal (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 (37)

Bouri, Elie (26)

Ji, Qiang (18)

lucey, brian (12)

Salisu, Afees (12)

Fernandez Bariviera, Aurelio (10)

Goutte, Stéphane (10)

Tiwari, Aviral (9)

Krištoufek, Ladislav (9)

Pierdzioch, Christian (9)

Yousaf, Imran (9)

Cites to:

Kilian, Lutz (46)

Engle, Robert (34)

Bollerslev, Tim (33)

Nguyen, Duc Khuong (28)

Hamilton, James (17)

Bouri, Elie (17)

Hammoudeh, Shawkat (16)

lucey, brian (15)

Degiannakis, Stavros (13)

Baumeister, Christiane (13)

Harvey, Campbell (13)

Main data

Where Thomas Walther has published?

Journals with more than one article published# docs
Energy Economics3
Finance Research Letters2
Journal of Forecasting2

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 (2025 and 2024)

YearTitle of citing document
2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169.

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2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

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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, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641.

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2024No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank. (2024). Xu, Jiahua ; Cruz, Walter Hernandez ; Tasca, Paolo ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2407.11716.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025Pricing options on the cryptocurrency futures contracts. (2025). Ko, Julia. In: Papers. RePEc:arx:papers:2506.14614.

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2025Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint. (2025). Biswas, Suparna ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2512.21092.

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2026Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts. (2026). Krishnamachari, Bhaskar ; Mohanty, Hardhik. In: Papers. RePEc:arx:papers:2604.01431.

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2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

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2025Asset Hedging via Digital Asset Indices. (2025). Shalvardjiev, Dimiter. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:1:p:63-88.

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2025An Evaluation and Comparative Analysis of Fiscal and Macrofinancial Policies during the COVID-19 Pandemic: The Case of Bulgaria in the Balkan Context. (2025). Elgin, Ceyhun ; Elveren, Adem Y. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:1:p:89-112.

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2024Bridging the Gap: A Bibliometric Review of Cryptocurrency and Conventional Market Interactions in Academic Research. (2024). Ashrofie, Ahmad Harith ; Muhammad, Mohd Hilal ; Sobry, Suheil Che ; Haji, Muhammad Zarunnaim ; Azim, Mohd Shahid. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:1114-1131.

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2024Cryptocurrency as an alternative inflation hedge?. (2024). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:2:p:1589-1611.

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2026Tone Symphony in Climate‐Exposed Firms. (2026). Nguyen, Thieu Quang ; Hoang, Khanh ; Puwanenthiren, Premkanth ; Dang, Man. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:3:p:3625-3654.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Sustainability risk in insurance companies: A machine learning analysis. (2024). Segoviavargas, Marajess ; Oquendotorres, Freddy Alejandro. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:47-64.

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2024The Relationship Between Stock Performance and Money Supply Based on VAR Model in the Context of E-commerce. (2024). Lianshi, Qiu. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:12:n:1013.

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2025Cultural Catalysts of FinTech: Baring Long-Term Orientation and Indulgent Cultures in OECD Countries. (2025). Nawaz, Kayani Umar ; Faruk, Aysan Ahmet ; Muhammad, Hamza Sahibzada. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:16:n:1003.

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2024On Credibility and Causality in Economics: A Critical Appraisal. (2024). Wichardt, Philipp C ; Bergh, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11224.

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2025The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Trombetta, Martin ; Tastan, Huseyin ; Szczygielski, Krzysztof ; Spantig, Lisa ; Smith, Brock ; Salamanca, Nicolas ; Samudra, Aparna ; Sariyev, Orkhan ; Samahita, Margaret ; Roy, Jayjit ; Ricks, Michael ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; Petroulakis, Filippos ; Paudel, Jayash ; Meinzen-Dick, Laura ; Marino Fages, Diego ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Jakobsson, Niklas ; Huntington-Klein, Nick ; Holzmeister, Felix ; Hernæs, Øystein ; Henningsen, Arne ; Henderson, Daniel ; Harris, Mark ; Girardi, Daniele ; Gay, Victor ; Gauriot, Romain ; Gallegos, Sebastian ; Gamino, Aaron ; Gazeaud, Jules ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; Duquette, Nicolas ; de Gendre, Alexandra ; Deer, Lachlan ; Crawfurd, Lee ; Collins, Matthew ; Buisson, Florent ; Brehm, Margaret ; Brun, Martín ; Bloem, Jeffrey ; Bhattacharya, Shreya ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Bennett, Christopher ; Berniell, Inés ; Avdeev, Stanislav ; Andresen, Martin ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Weinberg, Stephen E ; Bansal, Avijit ; Segel, Joel E ; Hill, Andrew ; Herman, Clment ; Ahmad, Imtiaz ; Sorensen, Lucy ; Dorsey-Palmateer, Reid ; bech -Wysocka, Katarzyna ; Fiala, Nathan ; Nmadu, Job ; Bacher-Hicks, Andrew ; Prtner, Claus C ; Chen, Weiwei ; Bandara, Imesh Nuwan ; Najam, Rafiuddin ; Woahid, S M ; Kameshwara, Kalyan Kumar ; Zahid, Muhammad Umer ; Lang, David ; Huysmans, Martijn ; Pua, Andrew Adrian ; Kronenberg, Christoph ; McCarthy, Ian M ; Zanoli, Raffaele ; Riosavila, Fernando ; Henry, Junita ; Vernet, Antoine ; Bartram, David ; Bjoerkheim, Markus ; Arenas, Andreu ; Pitknen, Visa ; Tatan, Hseyin ; Burli, Pralhad H ; Galrraga, Julio ; Smet, Mike ; Clement, Jeffrey ; Farquharson, Christine ; Schaak, Henning ; French, Evaewero ; Roeckert, Julian ; Rodriguez, Abel ; Westheide, Christian ; Sievertsen, Hans Henrik ; Agasa, Lameck Ondieki ; Aslim, Erkmen Giray ; Tagat, Anirudh ; Peukert, Christian ; Sanogo, Vassiki ; Gilpin, Gregory ; Gayaker, Savas ; Merkus, Erik ; Kaire, Jos ; Ligey, Maxime ; Jain, Anil ; Karney, Daniel ; Wang, Yue ; Prakash, Manab ; Klotzbcher, Valentin ; Falken, Grace ; Imtiaz, Saad M ; Weber, Ellerie ; Antn, Jos-Ignacio ; Adamkovic, Matus ; Berha, Andu ; Reimao, Maira ; Baker, Bradley ; Waters, Tom ; Ozer, Gorkem Turgut ; Weissmller, Kristina S ; Lee, Ryan ; Naumann, Elias ; Adema, Joop ; Fradkin, Andrey ; Herns, Ystein ; Ropovik, Ivan ; Venkatesan, Madhavi ; Wagner, Gary A ; Miller, Klaus M ; Cerutti, Nicola ; Heller, Blake H ; Volkov, Eden ; Cullinan, John ; Camp, Andrew M ; Goldhaber, Dan ; Feyman, Yevgeniy ; Mogge, Lukas. In: HEC Research Papers Series. RePEc:ebg:heccah:1551.

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

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2025Quantifying rainfall-induced climate risk in rainfed agriculture: A volatility-based time series study from semi-arid India. (2025). Mukhoti, Sujay ; Ghosh, Soham ; Sharma, Pritee. In: Agricultural Water Management. RePEc:eee:agiwat:v:319:y:2025:i:c:s0378377425004895.

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

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2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2025Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences. (2025). Wang, Xuewu ; Lin, Wensheng. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002639.

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

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2024The interdependence of financial literacy and crypto literacy. (2024). Luu, Truong ; Jones, Michael ; Samuel, Binny. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002209.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Liu, Fang ; Waibel, Christian ; Rasch, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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

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2024A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2024Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

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2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2024Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x.

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2025Retail crypto investors when facing financial constraints: Evidence from energy shocks and the use and downloads of crypto trading apps. (2025). Hodula, Martin. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001628.

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2025Advanced time series forecasting for commodities: Insights from the FEDformer model. (2025). Ge, Lei ; Huang, Qiwei ; Zhu, Fengshuang ; Chen, Shun. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003378.

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2024COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Chen, Yanan ; Qi, Haozhi. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030049.

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

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2024A robust time-varying weight combined model for crude oil price forecasting. (2024). Xu, Yan ; Zhou, Suyu ; Jie, Qian ; Du, Pei ; Liu, Longlong ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011253.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2025A flight-to-safety from Bitcoin to stock markets: Evidence from cyber attacks. (2025). Jiang, Chunxia ; Chen, Cathy Yi-Hsuan ; Fang, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001802.

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2025What determines Bitcoins price over the past decade?. (2025). Zhang, Xinyu ; Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002613.

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2025Forecasting Chinas precious metal futures volatility: GBRT models and time-model dimension combination of Tree SHAP. (2025). Feng, Lingbing ; Huang, Dasen ; Wang, Xinyi ; Zheng, Yuhao ; Zhu, Ziyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003369.

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2025Modeling GDP losses from unexpected oil price shocks: An extended CGE analysis in China. (2025). Yao, Junchen ; Ma, Xiangyang ; Wu, Wei ; Chen, Ying ; Liu, Yanqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005150.

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2025Reassessing the Illiquidity-Return Relationship: Evidence from Germany, the UK, and the U.S.. (2025). Walther, Thomas ; Paul, Thomas ; Aryoubi, Abdullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005563.

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2025Multiscale dynamic linkages of Chinas financial markets under exchange rate shocks: An MJMD approach. (2025). Jiang, Yuanyuan ; Sun, Yadong ; Gao, Wang ; Liu, Mengyue ; Wei, Jiajia. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007628.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Shahedur, MD ; Damianov, Damian S. 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). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding. 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). Hajek, Petr ; Abedin, Mohammad Zoynul ; Yuan, Kunpeng ; 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). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Zhao, Mingguo ; Park, Hail. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). lucey, brian ; Feng, Lingbing ; Qi, Jiajun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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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). Ftiti, Zied ; Louhichi, Wael ; Yousfi, Mohamed ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x.

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2024Unraveling Bitcoin price unpredictability: The role of hard forks. (2024). , Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005945.

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2024Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957.

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2024Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis. (2024). Ali, Shoaib ; Yousaf, Imran ; Abrar, Afsheen ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005982.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordóñez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Ordoez, Javier ; 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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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024Deep learning enhanced volatility modeling with covariates. (2024). Nguyen, Hoang ; Tran, Minh-Ngoc. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011747.

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2024Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200.

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2024Effects of draft Climate-related Financial Risks Disclosure Framework on stock returns. (2024). Pandey, Dharen ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s154461232401331x.

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2025Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commissions Regulatory Interventions on Crypto Assets. (2025). Saggu, Aman ; Ante, Lennart ; Kopiec, Kaja. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324014429.

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2025Can joint modelling of external variables sampled at different frequencies enhance long-term Bitcoin volatility forecasts?. (2025). Ilgin, Cihan ; Zdemir, Mehmet Ozan ; Aras, Serkan. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017082.

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2025Does U.S. monetary policy sway global crypto investment demand?. (2025). Hodula, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006683.

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2025Analyzing the response of energy and major financial assets to global financial risks: a time-quantile analysis in a volatile global environment. (2025). Zambrano-Monserrate, Manuel ; USMAN, OJONUGWA ; Adebayo, Tomiwa ; Zkan, Oktay. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s154461232501712x.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2025Toward open science in marketing research. (2025). Mizik, Natalie ; Sarstedt, Marko ; Datta, Hannes ; Adler, Susanne J ; Deer, Lachlan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:1:p:212-233.

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2024One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2024Mandatory disclosure of open-ended real estate fund shares that are registered for redemption?. (2024). Kaspereit, Thomas. In: International Review of Law and Economics. RePEc:eee:irlaec:v:80:y:2024:i:c:s0144818824000498.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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2024Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks. (2024). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:222:y:2024:i:c:p:294-313.

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2025The cross section of stock returns in an artificial stock market. (2025). van Cappelle, Tjeerd ; Pokidin, Dmytro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:239:y:2025:i:c:s0167268125003774.

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2025Perception towards government advisory, perceived risk and willingness to invest in cryptocurrency. (2025). Wasiuzzaman, Shaista. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s014861952400050x.

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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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

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2025Spillovers between cryptocurrencies and financial markets in a global framework. (2025). Frömmel, Michael ; Vukovi, Darko B ; Zinovev, Vyacheslav ; Vigne, Samuel A ; Frmmel, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002225.

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2025Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach. (2025). Yang, Lu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000919.

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

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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]		article32
2019Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review.(2019) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article32
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
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]		article4
2016Oil price volatility forecast with mixture memory GARCH In: Energy Economics.
[Full Text][Citation analysis]		article68
2020Reviewing the oil price–GDP growth relationship: A replication study In: Energy Economics.
[Full Text][Citation analysis]		article4
2020Reviewing the Oil Price - GDP Growth Relationship: A Replication Study.(2020) In: QBS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article406
2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 406		paper
2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 406		paper
2018Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance.(2018) In: QBS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 406		paper
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]		article9
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]		article98
2018Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting.(2018) In: QBS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2022Forecasting realized volatility of agricultural commodities In: International Journal of Forecasting.
[Full Text][Citation analysis]		article30
2019Forecasting Realized Volatility of Agricultural Commodities.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2022Economic drivers of volatility and correlation in precious metal markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article25
2022Economic drivers of volatility and correlation in precious metal markets.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2017True or spurious long memory in European non-EMU currencies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article9
2017Expected shortfall in the presence of asymmetry and long memory In: Pacific Accounting Review.
[Full Text][Citation analysis]		article0
2018Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH In: JRFM.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]
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]		article7
2022Empirical analysis of the illiquidity premia of German real estate securities In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article2
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]		paper6
2022Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry.(2022) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2020Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018Modeling and forecasting commodity market volatility with long-term economic and financial variables In: MPRA Paper.
[Full Text][Citation analysis]		paper43
2018Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2020Modeling and forecasting commodity market volatility with long‐term economic and financial variables.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2022Relative Investor Sentiment Measurement In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Common Drivers of Commodity Futures? In: Working Papers.
[Full Text][Citation analysis]		paper1
2022Common Drivers of Commodity Futures?.(2022) In: QBS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
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
2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?.(2018) In: QBS Working Paper Series.
[Full Text][Citation analysis]
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]		article5
2021Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning.(2021) In: QBS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2022Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2023Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods In: QBS Working Paper Series.
[Full Text][Citation analysis]		paper0

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