Publications

2020

• Reviewing the Oil-Price - GDP Growth Relationship: A Replication StudyCharfeddine, L., Klein, T. & Walther, T., 2020, In: Energy Economics. 88, 104786Electronic (full-text) versionResearch output: Contribution to journal > Review article
• The Rhythm of the Night: Some Anomalies in Open and Close Prices of Polish and German Blue-Chip StocksAlbers, S. & Locarek-Junge, H., 2020, p. 3-20, 18 p.Electronic (full-text) versionResearch output: Contribution to conferences > Paper

2019

• Allgemeiner MarktüberblickDorfleitner, G. & Hornuf, L., 2019, FinTech Handbuch: Digitalisierung, Recht, Finanzen. Möslein, F. & Omlor, S. (eds.). 1 ed., München, p. 21-38Research output: Contribution to book/conference proceedings/anthology/report > Chapter in book/Anthology/Report
• Anwendung der Copula-Formel in der Finanzwirtschaft: Höllenformel oder nützliches Abhängigkeitsmaß?Locarek-Junge, H., Sumpf, A. & Walther, T., 2019, In: Wirtschaftswissenschaftliches Studium : (WiSt). 2-3/2019, p. 12-19, 8 p.Research output: Contribution to journal > Research article
• Contemporary Trends and Challenges in Finance: Proceedings from the 4th Wroclaw International Conference in FinanceJajuga, K., Locarek-Junge, H., Orłowski, L. T. & Stæhr, K., 2019, Cham: Springer, 214 p.Electronic (full-text) versionResearch output: Book/Report/Anthology > Conference proceeding
• Exogenous Drivers of Bitcoin and Cryptocurrency Volatility - A Mixed Data Sampling Approach to ForecastingWalther, T., Klein, T. & Bouri, E., 2019, In: Journal of International Financial Markets, Institutions and Money. 63, p. 101-113, 13 p.Research output: Contribution to journal > Research article

2018

• Bitcoin is not the New Gold - A Comparison of Volatility, Correlation and Portfolio PerformanceKlein, T., Pham Thu, H. & Walther, T., 2018, In: International Review of Financial Analysis. 59, p. 105-116, 12 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Contemporary Trends and Challenges in Finance: Proceedings from the 3rd Wroclaw International Conference in FinanceJajuga, K., Locarek-Junge, H. & Orłowski, L. T., 2018, 1 ed., Cham: Springer International Publishing, 251 p.Electronic (full-text) versionResearch output: Book/Report/Anthology > Conference proceeding
• Trends and Contagion in WTI and Brent Crude Oil Spot and Futures Markets - The Role of OPEC in the last DecadeKlein, T., 2018, In: Energy Economics. 75, p. 636-646, 11 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCHBui Quang, P., Klein, T., Nguyen, N. H. & Walther, T., 2018, In: Journal of risk and financial management : JRFM. 11, 2, 18Electronic (full-text) versionResearch output: Contribution to journal > Research article