Concepedia

Thomas Walther

TW

Statistics

Publications

22

Citations

1.6K

H-Index

15

Active since

1998

Affiliations

Technische Universität Dresden(Current)

Utrecht University

Queen's University Belfast

IPAG Business School

University of St.Gallen

Thomas Walther is an author at Technische Universität Dresden specializing in economics, volatility modeling, and business.

ORCID

Publications per year

1998–2024

22

Publications

22

Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance

Tony Klein, Hien Pham Thu, Thomas Walther · International Review of Financial Analysis · 2018 · 822 citations

, , +13

Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting

Thomas Walther, Tony Klein, Elie Bouri · Journal of International Financial Markets Institutions and Money · 2019 · 175 citations · Full text

, , +16

Oil price volatility forecast with mixture memory GARCH

Tony Klein, Thomas Walther · Energy Economics · 2016 · 104 citations · Full text

, , +14

Modeling and forecasting commodity market volatility with long‐term economic and financial variables

Duc Khuong Nguyen, Thomas Walther · Journal of Forecasting · 2019 · 81 citations · Full text

, , +17

ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW

Miriam Breitenstein, Duc Khuong Nguyen, Thomas Walther · Journal of Economic Surveys · 2021 · 81 citations · Full text

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