Thomas Walther

1.8k total citations · 1 hit paper
49 papers, 1.3k citations indexed

About

Thomas Walther is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Thomas Walther has authored 49 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Economics and Econometrics, 24 papers in Finance and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Thomas Walther's work include Market Dynamics and Volatility (26 papers), Financial Risk and Volatility Modeling (11 papers) and Complex Systems and Time Series Analysis (10 papers). Thomas Walther is often cited by papers focused on Market Dynamics and Volatility (26 papers), Financial Risk and Volatility Modeling (11 papers) and Complex Systems and Time Series Analysis (10 papers). Thomas Walther collaborates with scholars based in Germany, Netherlands and United Kingdom. Thomas Walther's co-authors include Tony Klein, Duc Khuong Nguyen, Elie Bouri, Lanouar Charfeddine, Stavros Degiannakis, George Filis, Stéphane Goutte, Lavinia Rognone, Frank Schiemann and Sebastian Utz and has published in prestigious journals such as Energy Economics, International Journal of Forecasting and Annals of Operations Research.

In The Last Decade

Thomas Walther

45 papers receiving 1.2k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

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

2018 606 citations Tony Klein, Thomas Walther et al. International Review of Financial Analysis profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Thomas Walther Germany	14	1.1k	604	399	137	131	49	1.3k
Tony Klein United Kingdom	18	1.7k 1.6×	644 1.1×	564 1.4×	182 1.3×	255 1.9×	56	1.9k
Refk Selmi France	21	1.5k 1.4×	455 0.8×	341 0.9×	93 0.7×	307 2.3×	56	1.6k
Ilyes Abid France	15	1.0k 1.0×	499 0.8×	325 0.8×	72 0.5×	140 1.1×	49	1.3k
Samet Günay Kuwait	16	842 0.8×	203 0.3×	346 0.9×	61 0.4×	147 1.1×	63	1.0k
Yonghong Jiang China	22	1.5k 1.4×	359 0.6×	389 1.0×	109 0.8×	294 2.2×	36	1.6k
He Nie China	17	1.2k 1.1×	302 0.5×	265 0.7×	99 0.7×	255 1.9×	28	1.3k
Erdinç Akyıldırım Türkiye	16	699 0.7×	429 0.7×	385 1.0×	176 1.3×	51 0.4×	42	941
Oğuzhan Çepni Türkiye	14	992 0.9×	166 0.3×	406 1.0×	78 0.6×	199 1.5×	47	1.2k
Yizhi Wang China	14	685 0.6×	232 0.4×	203 0.5×	51 0.4×	80 0.6×	20	862
Andrew Meegan Ireland	11	1.3k 1.2×	1.1k 1.9×	511 1.3×	91 0.7×	55 0.4×	13	1.5k

Countries citing papers authored by Thomas Walther

Since Specialization

Citations

This map shows the geographic impact of Thomas Walther's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thomas Walther with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas Walther more than expected).

Fields of papers citing papers by Thomas Walther

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas Walther. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thomas Walther. The network helps show where Thomas Walther may publish in the future.

Co-authorship network of co-authors of Thomas Walther

This figure shows the co-authorship network connecting the top 25 collaborators of Thomas Walther. A scholar is included among the top collaborators of Thomas Walther based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Thomas Walther. Thomas Walther is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Gao, Xiang, et al.. (2025). Relative investor sentiment. International Review of Economics & Finance. 100. 104105–104105.

2.

Winkler, Andreas, Judith Hohlfeld, Christoph Starck, et al.. (2025). A multi-center, open label, single group, observational clinical trial to investigate the effects of training on the administration of Cardioplexol™. Frontiers in Cardiovascular Medicine. 12. 1588088–1588088. 1 indexed citations

3.

Öhman, Peter, et al.. (2025). Financial Robo-Advisors: A Comprehensive Review and Future Directions. SSRN Electronic Journal.

4.

Luo, Jiawen, Tony Klein, Thomas Walther, & Qiang Ji. (2024). Forecasting realized volatility of crude oil futures prices based on machine learning. Journal of Forecasting. 43(5). 1422–1446. 5 indexed citations

5.

Bouri, Elie, et al.. (2023). Climate risk and the nexus of clean energy and technology stocks. Annals of Operations Research. 347(1). 445–469. 20 indexed citations

6.

Schiemann, Frank, et al.. (2023). Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities. Energy Economics. 125. 106794–106794. 8 indexed citations

7.

Goutte, Stéphane, et al.. (2022). Economic drivers of volatility and correlation in precious metal markets. Journal of commodity markets. 28. 100242–100242. 27 indexed citations

8.

Nguyen, Duc Khuong, et al.. (2021). ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW. Journal of Economic Surveys. 35(2). 512–538. 51 indexed citations

9.

Walther, Thomas, et al.. (2021). Empirical analysis of the illiquidity premia of German real estate securities. Financial markets and portfolio management. 36(2). 203–260. 1 indexed citations

10.

Walther, Thomas, et al.. (2021). Can Bitcoin Investors Profit from Predictions by Crypto Experts?. Finance research letters. 46. 102266–102266. 16 indexed citations

11.

Nguyen, Duc Khuong & Thomas Walther. (2019). Modeling and forecasting commodity market volatility with long‐term economic and financial variables. Journal of Forecasting. 39(2). 126–142. 48 indexed citations

12.

Walther, Thomas, Tony Klein, & Elie Bouri. (2018). Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting. Econstor (Econstor). 5 indexed citations

13.

Klein, Tony, et al.. (2018). Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. International Review of Financial Analysis. 59. 105–116. 606 indexed citations breakdown →

14.

Klein, Tony, et al.. (2018). Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH. Journal of risk and financial management. 11(2). 18–18. 4 indexed citations

15.

Klein, Tony & Thomas Walther. (2017). Fast fractional differencing in modeling long memory of conditional variance for high-frequency data. Finance research letters. 22. 274–279. 13 indexed citations

16.

Walther, Thomas. (2017). Expected shortfall in the presence of asymmetry and long memory. Pacific Accounting Review. 29(2). 132–151. 5 indexed citations

17.

Klein, Tony & Thomas Walther. (2016). Oil price volatility forecast with mixture memory GARCH. Energy Economics. 58. 46–58. 92 indexed citations

18.

Walther, Thomas, et al.. (2016). Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models. 2(3). 172–172. 2 indexed citations

19.

Walther, Thomas & Rolf P. Würtz. (2011). Autonomous learning of a human body model. 22. 357–364.

20.

Walther, Thomas, et al.. (1998). Reinventing the CFO. Strategy and Leadership. 26(2). 40–42. 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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