Publications

2017

• Valuation of combined wind power plant and hydrogen storage: A decision tree approachSchuster, M. & Walther, T., 14 Jul 2017, 2017 14th International Conference on the European Energy Market (EEM). IEEE Xplore, 6 p., 7981912Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Conference contribution
• Expected Shortfall in the Presence of Asymmetry and Long Memory: An Application to Vietnamese Stock MarketsWalther, T., 2017, In: Pacific Accounting ReviewElectronic (full-text) versionResearch output: Contribution to journal > Research article

2016

• Oil price volatility forecast with mixture memory GARCHKlein, T. & Walther, T., 1 Aug 2016, In: Energy Economics. 58, p. 46-58, 13 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency DataKlein, T. & Walther, T., 2016, In: Finance Research LettersElectronic (full-text) versionResearch output: Contribution to journal > Research article