Search Results

Reviewing the oil price–GDP growth relationship: A replication study,
Lanouar Charfeddine, Tony Klein and Thomas Walther, in Energy Economics (2020)
Keywords: Oil prices; GDP growth; Asymmetry; Nonlinearity;

Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities,
Maximilian Düsterhöft, Frank Schiemann and Thomas Walther, in Energy Economics (2023)
Keywords: Climate change; Risk reporting; Risk disclosure; Energy utilities; Topic modeling;

Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting,
Thomas Walther, Tony Klein and Elie Bouri, in Journal of International Financial Markets, Institutions and Money (2019)
Keywords: Bitcoin; Cryptocurrencies; GARCH; Mixed data sampling; Volatility;

Modeling and forecasting commodity market volatility with long-term economic and financial variables,
Duc Khuong Nguyen and Thomas Walther, from University Library of Munich, Germany (2018)
Keywords: Commodity futures, GARCH,Long-term volatility, Macroeconomic effects, Mixed data sampling.

Modeling and forecasting commodity market volatility with long‐term economic and financial variables,
Duc Khuong Nguyen and Thomas Walther, in Journal of Forecasting (2020)

Reviewing the Oil Price - GDP Growth Relationship: A Replication Study,
Lanouar Charfeddine, Tony Klein and Thomas Walther, from Queen's University Belfast, Queen's Business School (2020)

Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?,
Lanouar Charfeddine, Tony Klein and Thomas Walther, from Queen's University Belfast, Queen's Business School (2018)
Keywords: Oil prices, GDP growth, Asymmetry, Nonlinearity, Markov switching models, Mixed Data Sampling

Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting,
Thomas Walther, Tony Klein and Elie Bouri, from Queen's University Belfast, Queen's Business School (2018)
Keywords: Bitcoin, Cryptocurrencies, GARCH, Mixed Data Sampling, Volatility

Giant optical nonlinearities from Rydberg excitons in semiconductor microcavities,
Valentin Walther, Robert Johne and Thomas Pohl, in Nature Communications (2018)

Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods,
Matus Lavko, Tony Klein and Thomas Walther, from Queen's University Belfast, Queen's Business School (2023)
Keywords: Asset Allocation, Reinforcement Learning, Machine Learning, Portfolio Theory, Diversification

Distributed Planning in Product Recovery Networks,
Eberhard Schmid, Grit Walther and Thomas Spengler, from Springer (2006)
Keywords: Lagrangean Multiplier, Network Centre, Lagrangean Relaxation, Reverse Logistics, Material Fraction

Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?,
Thomas Walther, Lanouar Charfeddine and Tony Klein, from University of St. Gallen, School of Finance (2018)
Keywords: Oil prices, GDP growth, Asymmetry, Nonlinearity, Markov switching models, Mixed Data Sampling

Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables,
Thomas Walther and Duc Khuong Nguyen, from University of St. Gallen, School of Finance (2018)
Keywords: Commodity futures, GARCH, Long-term volatility, Macroeconomic effects, Mixed data sampling.

Empirical analysis of the illiquidity premia of German real estate securities,
Thomas Paul, Thomas Walther and André Küster-Simic, in Financial Markets and Portfolio Management (2022)
Keywords: Asset pricing, Real estate, REITs, Risk-factors, Illiquidity

Design of regional production networks for second generation synthetic bio-fuel – A case study in Northern Germany,
Grit Walther, Anne Schatka and Thomas S. Spengler, in European Journal of Operational Research (2012)
Keywords: (D) Supply chain management; Network design; Facility location planning; Synthetic bio-fuel; Case study;

Negotiation-based coordination in product recovery networks,
Grit Walther, Eberhard Schmid and Thomas S. Spengler, in International Journal of Production Economics (2008)

ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW,
Miriam Breitenstein, Duc Khuong Nguyen and Thomas Walther, in Journal of Economic Surveys (2021)

Relative Investor Sentiment Measurement,
Xiang Gao, Kees Koedijk, Thomas Walther and Zhan Wang, from C.E.P.R. Discussion Papers (2022)
Keywords: Sentiment; Emotional bias; Cognitive error; Preservers; Accumulators; Momentum; Return predictability

Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance,
Tony Klein, Hien Pham Thu and Thomas Walther, in International Review of Financial Analysis (2018)
Keywords: Bitcoin; Correlation; Cryptocurrencies; Gold; Asymmetry;

Can Bitcoin Investors Profit from Predictions by Crypto Experts?,
Dirk Gerritsen, Rick A.C. Lugtigheid and Thomas Walther, in Finance Research Letters (2022)
Keywords: Bitcoin; Experts; Analysts; Market efficiency; Predictions; Forecasts; Cryptocurrencies;

Forecasting realized volatility of agricultural commodities,
Stavros Degiannakis, George Filis, Tony Klein and Thomas Walther, in International Journal of Forecasting (2022)
Keywords: Agricultural commodities; Realized volatility; Median realized volatility; Heterogeneous autoregressive model; Forecast;

True or spurious long memory in European non-EMU currencies,
Thomas Walther, Tony Klein, Hien Pham Thu and Krzysztof Piontek, in Research in International Business and Finance (2017)
Keywords: Conditional variance; Foreign exchange; GARCH; Spurious long memory; Value-at-Risk;

Forecasting Realized Volatility of Agricultural Commodities,
Stavros Degiannakis, George Filis, Tony Klein and Thomas Walther, from University Library of Munich, Germany (2019)
Keywords: Agricultural Commodities, Realized Volatility, Median Realized Volatility, Heterogeneous Autoregressive model, Forecast.

Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance,
Tony Klein, Hien Pham Thu and Thomas Walther, from Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" (2018)
Keywords: BEKK, Bitcoin, CRIX, Cryptocurrency, Gold, GARCH, Conditional Correlation, Asymmetry, Long memory

Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning,
Jiawen Luo, Tony Klein, Thomas Walther and Qiang Ji, from Queen's University Belfast, Queen's Business School (2021)
Keywords: Forecasting, Crude oil, Realized volatility, Exogenous predictors, Machine learning

Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance,
Tony Klein, Pham Thu Hien and Thomas Walther, from Queen's University Belfast, Queen's Business School (2018)
Keywords: BEKK, Bitcoin, CRIX, Cryptocurrency, Gold, GARCH, Conditional Correlation, Asymmetry, Long Memory

Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue,
Toan Luu Duc Huynh, Thomas Walther and Sebastian Utz, in Asia-Pacific Financial Markets (2022)

Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,
Duc Khuong Nguyen, Nikolas Topaloglou and Thomas Walther, from Department of Research, Ipag Business School (2020)
Keywords: Stochastic Dominance, Stochastic Spanning, Commodities, FX, Real Estate, Diversification

Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,
Duc Khuong Nguyen, Nikolas Topaloglou and Thomas Walther, from University Library of Munich, Germany (2020)
Keywords: Stochastic Dominance, Stochastic Spanning, Commodities, FX, Real Estate, Diversification

Forecasting realized volatility of crude oil futures prices based on machine learning,
Jiawen Luo, Tony Klein, Thomas Walther and Qiang Ji, in Journal of Forecasting (2024)

Sustainable operations,
Günter Fandel, Peter Letmathe, Thomas Stefan Spengler and Grit Walther, in Journal of Business Economics (2021)
Keywords: Q56, M11, M14, L31

Planning and Evaluation of Sustainable Reverse Logistics Systems,
Grit Walther, Eberhard Schmid, Sanne Kramer and Thomas Spengler, from Springer (2006)
Keywords: Social Objective, Electronic Scrap, Social Target, Strategic Alternative, Disassembly Activity

Coordination in Recycling Networks,
Eberhard Schmid, Grit Walther and Thomas S. Spengler, from Springer (2008)

Economic drivers of volatility and correlation in precious metal markets,
Theu Dinh, Stéphane Goutte, Duc Khuong Nguyen and Thomas Walther, from HAL (2022)
Keywords: Precious metals,long-term volatility,long-term correlation,macroeconomic drivers,financial drivers,economic policy uncertainty,mixed data sampling

Economic drivers of volatility and correlation in precious metal markets,
Theu Dinh, Stéphane Goutte, Duc Khuong Nguyen and Thomas Walther, in Journal of Commodity Markets (2022)
Keywords: Precious metals; Long-term volatility; Long-term correlation; Macroeconomic drivers; Financial drivers; Economic policy uncertainty; Mixed data sampling;

Relative Investor Sentiment Measurement,
Xiang Gao, Kees Koedijk, Thomas Walther and Zhan Wang, from Utrecht School of Economics (2022)
Keywords: sentiment, emotional bias, cognitive error, bounded rationality, preservers, accumulators, momentum, return predictability

Common Drivers of Commodity Futures?,
Tom Dudda, Tony Klein, Duc Khuong Nguyen and Thomas Walther, from Utrecht School of Economics (2022)
Keywords: Commodity futures, VAR, Granger causality, Mixed data sampling

Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance,
Thomas Walther, Tony Klein and Hien Pham Thu, from University of St. Gallen, School of Finance (2018)
Keywords: BEKK, Bitcoin, CRIX, Cryptocurrency, Gold, GARCH, Conditional Correlation, Asymmetry, Long memory

Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review,
Miriam Breitenstein, Duc Khuong Nguyen and Thomas Walther, from University of St. Gallen, School of Finance (2019)
Keywords: Environment, Climate, Risk Management, Banking, Financial Institutions

Modern Finance and Risk Management:Festschrift in Honour of Hermann Locarek-Junge,
Tony Klein, Sven Loßagk, Mario Straßberger and Thomas Walther, from World Scientific Publishing Co. Pte. Ltd. (2022)
Keywords: Finance, Risk Management, Commodities, Energy Finance, Risk, Cryptocurrencies, Asset Management, Banking, Behavioral Finance, Behavioural Finance, Markowitz, Portfolio Selection, Asset Allocation, Crowdfunding, COVID, Pandemic, Corona, Investment Strategies, Low-Risk Investments, Social Banks, Excess Liquidity, Cost of Capital, Utilities, Network Industries, Private Equity, Small and Medium-Sized Enterprises, Black Swan, Statistical Inference, Maximum Likelihood, Bayesian Methods, Tail Risks, Conditional Value-at-Risk, Tail Nonlinearly Transformed Risk, Capital Constraints, Bank Regulation, Subjective Risk Assessment, Expert Knowledge, Model Risk, Risk Factors, Option Pricing, Volatility, Resilience, Supply Chains, Disruption, Systemic Risk, Oil, Renewable Energies, Corporate Risk Management, Power Purchase Agreements, Gold, Precious Metals, Dynamic Correlation, Mixed Data Sampling

Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry,
Miriam Breitenstein, Carl-Philipp Anke, Duc Khuong Nguyen, and Thomas Walther, in The Energy Journal (2022)

The MANgrove–GroundwAter feedback model (MANGA) – Describing belowground competition based on first principles,
Jasper Bathmann, Ronny Peters, Dmitri Naumov, Thomas Fischer, Uta Berger and Marc Walther, in Ecological Modelling (2020)
Keywords: Mangroves; Groundwater; Vegetation; Subsurface; Coupling; Mechanistic; Plant-soil feedback; Belowground competition;

Heterogeneous student perceptions of accounting course importance and their implications for SET reporting and use,
Thomas W. Hall, Bethane Jo Pierce, P. Larry Tunnell and Larry M. Walther, in Journal of Accounting Education (2014)
Keywords: Student evaluation of teaching (SET); Perceptions of course importance (PCI); Faculty evaluation; Instructor rankings;

Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH,
Paul Bui Quang, Tony Klein, Nam H. Nguyen and Thomas Walther, in JRFM (2018)
Keywords: ASEAN; GARCH; stochastic volatility; Value-at-Risk

Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry,
Miriam Breitenstein, Carl-Philipp Anke, Duc Khuong Nguyen and Thomas Walther, from University Library of Munich, Germany (2019)
Keywords: Coal Phase-out; Energy transition; Germany; Stranded Assets

Common Drivers of Commodity Futures?,
Tom L. Dudda, Tony Klein, Duc Khuong Nguyen and Thomas Walther, from Queen's University Belfast, Queen's Business School (2022)
Keywords: Commodity futures, VAR, Granger causality, Mixed data sampling

Asymmetric Rydberg blockade of giant excitons in Cuprous Oxide,
Julian Heckötter, Valentin Walther, Stefan Scheel, Manfred Bayer, Thomas Pohl and Marc Aßmann, in Nature Communications (2021)

Construction of a synthetic metabolic pathway for biosynthesis of 2,4-dihydroxybutyric acid from ethylene glycol,
Cláudio J. R. Frazão, Nils Wagner, Kenny Rabe and Thomas Walther, in Nature Communications (2023)

Quantum teleportation across the Danube,
Rupert Ursin, Thomas Jennewein, Markus Aspelmeyer, Rainer Kaltenbaek, Michael Lindenthal, Philip Walther and Anton Zeilinger, in Nature (2004)

High-speed linear optics quantum computing using active feed-forward,
Robert Prevedel, Philip Walther, Felix Tiefenbacher, Pascal Böhi, Rainer Kaltenbaek, Thomas Jennewein and Anton Zeilinger, in Nature (2007)

Designing Sustainable Supply Chains by Integrating Logistical and Process Engineering Aspects — A Material Flow Based Approach for 2nd Generation Synthetic Bio-Fuels,
Grit Walther, Anne Schatka, Thomas S. Spengler, Katharina Bode and Stephan Scholl, from Springer (2008)
Keywords: Sustainable Supply Chain, Decision Support Model, Decision Support Method, Phase Equilibrium Information, Warehouse Location Problem

Propuesta de un m‚todo para la elecci¢n de buenas alternativas para la localizaci¢n de empresas de reciclaje de RAEE en Espa¤a,
Dolores Queiruga, Javier Gonz lez Benito, Grit Walther and Thomas Spengler, from Interuniversity Research Master and Doctorate Program (with a quality mention of ANECA) on "Business Economics", Universities of Valladolid, Burgos, Salamanca and León (Spain). Until 2008, Interuniversity Doctorate Program (with a quality mention of ANECA) “New trends in Business Administration”, Universities of Valladolid, Burgos, and Salamanca (Spain). Master en Investigación y Programa de Doctorado Interuniversitarios (con mención de calidad de la ANECA) en "Economía de la Empresa", Universidades de Valladolid, Burgos, Salamanca y León (España). Hasta 2008, Programa de Doctorado Interuniversitario (con mención de calidad de la ANECA) “Nuevas Tendencias en Dirección de Empresas”, Universidades de Valladolid, Burgos y Salamanca (España). (2004)
Keywords: Localizaci¢n, Residuos de Aparatos El‚ctricos y Electr¢nicos (RAEE), Promethee

Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry,
Miriam Breitenstein, Carl-Philipp Anke, Duc Khuong Nguyen and Thomas Walther, from Utrecht School of Economics (2020)
Keywords: Coal Phase-out, Energy transition, Germany, Stranded Assets

Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry,
Miriam Breitenstein, Carl-Philipp Anke, Duc Khuong Nguyen and Thomas Walther, in The Energy Journal (2022)
Keywords: Coal Phase-Out; Energy Transition; Germany; Stranded Assets

The financial reporting environment: Review of the recent literature,
Anne Beyer, Daniel A. Cohen, Thomas Z. Lys and Beverly R. Walther, in Journal of Accounting and Economics (2010)
Keywords: Information environment Voluntary disclosures Mandatory disclosures Regulation Analysts

Competition and Monopoly in the Market for Pari-Mutuel Bets — A Theoretical Approach,
Herbert Walther, in Journal of Gambling Business and Economics (2008)

Economic policy after the crash,
Herbert Walther, in European Journal of Economics and Economic Policies: Intervention (2009)

Sind Grundeigentumstatistiken noch interessant,
Walther Schubring, in German Journal of Agricultural Economics (1964)
Keywords: Research Methods/ Statistical Methods

Balanced credibility estimation,
Walther Neuhaus, in Applied Stochastic Models and Data Analysis (1995)

Forty years of real-estate bubbles in the US and the macroeconomy: a Keynesian perspective,
Herbert Walther, in European Journal of Economics and Economic Policies: Intervention (2019)
Keywords: financial instability, real-estate price bubbles, business cycles

The Present Significance of German Inland Waterways,
Walther Lotz, in The ANNALS of the American Academy of Political and Social Science (1908)

Geography and the international global change programmes,
Walther Manshard, in European Review (1993)

Classical antiquity in contemporary Europe,
Walther Ludwig, in European Review (1994)

Global urban development: the case of africa*,
Walther Manshard, in European Review (1995)

Mutual Reinsurance and Homogeneous Linear Estimation,
Walther Neuhaus, in ASTIN Bulletin (1989)

Community Rating and Equalisation1,
Walther Neuhaus, in ASTIN Bulletin (1995)

Optimal Estimation Under Linear Constraints,
Walther Neuhaus, in ASTIN Bulletin (1996)

D. G. Hart, R. A. Buchanan, B.A. Howe (1996): The Actuarial Practice of General Insurance. Institute of Actuaries of Australia, Sydney. 591 pp. ISBN 0-85813-055-6,
Walther Neuhaus, in ASTIN Bulletin (1997)

Western Businessmen in Russia: Practices and Problems*,
Walther Kirchner, in Business History Review (1964)

War and Trade in Northern Seas: Anglo-Scandinavian Economic Relations in the Mid-Eighteenth Century. By H. S. K. Kent. Cambridge, Cambridge University Press, 1973. Pp. xv + 240. $17.00,
Walther Kirchner, in Business History Review (1974)

Acta Historiae Neerlandica. Volumes I and II. Published under auspices of the Netherlands Committee of Historical Sciences. Leiden: E. J. Brill, 1966, 1967. Pp. xviii, 248; vi, 300. Hfl. 42.00, 52.00,
Walther Kirchner, in The Journal of Economic History (1968)

A History of the Russian-American Company. By P. A. Tikhmenev. Richard A. Pierce and Alton S. Donnelly, trans, and ed. Seattle and London: University of Washington Press, 1978. Pp. xiv, 522. $35.00,
Walther Kirchner, in The Journal of Economic History (1979)

Russian Tariffs and Foreign Industries before 1914: The German Entrepreneur's Perspective,
Walther Kirchner, in The Journal of Economic History (1981)

Financial policy in an exuberant world,
Ansgar Walther, from European Central Bank (2020)
Keywords: banking, behavioral finance, financial crises, macroprudential policy

Kommentar zu D. J. Snower,
Herbert Walther, in Wirtschaft und Gesellschaft - WuG (1993)

Zurück zur Vollbeschäftigung - aber wie?,
Herbert Walther, in Wirtschaft und Gesellschaft - WuG (1996)

Neoliberale Utopie und Wirklichkeit,
Herbert Walther, in Wirtschaft und Gesellschaft - WuG (2006)

Arbeitsbedingungen und Wirtschaftskrise,
Herbert Walther, in Wirtschaft und Gesellschaft - WuG (2011)

Einige Gedanken zur Eurokrise aus keynesianischer Sicht,
Herbert Walther, in Wirtschaft und Gesellschaft - WuG (2012)

Die Rekordarbeitslosigkeit als zentrale Herausforderung der Wirtschaftspolitik,
Herbert Walther, in Wirtschaft und Gesellschaft - WuG (2016)

Registered author: Steffen Walther

Cross-border Co-operation Networks in West Africa,
Olivier Walther, from OECD Publishing (2017)
Keywords: cross-border co-operation, governance, networks, regional integration, West Africa

Les réseaux de la coopération transfrontalière en Afrique de l’Ouest,
Olivier Walther, from OECD Publishing (2017)
Keywords: Afrique de l’Ouest, coopération transfrontalière, gouvernance, intégration régionale, réseaux

Guerres et conflits au Sahara-Sahel,
Olivier Walther, from OECD Publishing (2017)
Keywords: conflit, guerre, jihadisme, Sahara, Sahel, sécurité, terrorisme

Frontières, sécurité et développement en Afrique de l’Ouest,
Olivier Walther, from OECD Publishing (2019)
Keywords: Afrique de l’Ouest, commerce, conflits, développement, frontières, Sahel, sécurité

Femmes et conflits en Afrique de l'Ouest,
Olivier Walther, from OECD Publishing (2020)

Urbanisation et démographie en Afrique du Nord et de l’Ouest, 1950-2020,
Olivier Walther, from OECD Publishing (2021)
Keywords: Afrique de l’Ouest, démographie, natalité, population, urbanisation

Die wirtschaftliche Gesetzgebung Oesterreichs im Jahre 1911,
Stöwesand Walther, in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (1912)

Die wirtschaftliche Gesetzgebung der deutschen Bundesstaaten im Jahre 1911,
Stöwesand Walther, in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (1912)

Die wirtschaftliche Gesetzgebung der deutschen Bundesstaaten im Jahre 1912,
Stüwennd Walther, in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (1913)