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Oil price volatility forecast with mixture memory GARCH
Klein, Tony; Walther, Thomas - In: Energy economics 58 (2016), pp. 46-58
Persistent link: https://www.econbiz.de/10011698485
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Modeling and forecasting commodity market volatility with long-term economic and financial variables
Nguyen, Duc Khuong; Walther, Thomas - 2018
Persistent link: https://www.econbiz.de/10011946687
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Bitcoin is not the new gold : a comparison of volatility, correlation, and portfolio performance
Klein, Tony; Thu, Hien Pham; Walther, Thomas - 2018
BEKK-GARCH model to estimate time-varying conditional correlations. Gold plays an important role in financial markets with …
Persistent link: https://www.econbiz.de/10011906446
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Exogenous drivers of cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas; Klein, Tony - 2018
We apply the GARCH-MIDAS framework to forecast the daily, weekly, and monthly volatility of five highly capitalized …
Persistent link: https://www.econbiz.de/10011906495
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Environmental hazards and risk management in the financial sector : a systematic literature review
Breitenstein, Miriam; Nguyen, Duc Khuong; Walther, Thomas - 2019
Persistent link: https://www.econbiz.de/10012050951
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Downside risk and the energy hedger's horizon
Conlon, Thomas; Cotter, John - In: Energy economics 36 (2013), pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
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A utility based approach to energy hedging
Cotter, John; Hanly, Jim - In: Energy economics 34 (2012) 3, pp. 817-827
Persistent link: https://www.econbiz.de/10010219885
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Let's talk about risk! : stock market effects of risk disclosure for European energy utilities
Düsterhöft, Maximilian; Schiemann, Frank; Walther, Thomas - In: Energy economics 125 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014484429