| Bitcoin is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance T Klein, H Pham-Thu, T Walther International Review of Financial Analysis 59, 105-116, 2018 | 964 | 2018 |
| Climate policy uncertainty and the price dynamics of green and brown energy stocks E Bouri, N Iqbal, T Klein Finance Research Letters 47, 102740, 2022 | 216 | 2022 |
| Exogenous drivers of Bitcoin and Cryptocurrency volatility–A mixed data sampling approach to forecasting T Walther, T Klein, E Bouri Journal of International Financial Markets, Institutions and Money 63, 101133, 2019 | 204 | 2019 |
| Oil price volatility forecast with mixture memory GARCH T Klein, T Walther Energy Economics 58, 46-58, 2016 | 130 | 2016 |
| Dynamic Correlation of Precious Metals and Flight-to-Quality in Developed Markets T Klein Finance Research Letters 23, 283-290, 2017 | 124 | 2017 |
| The impact of oil price uncertainty on GCC stock markets A Alqahtani, T Klein, A Khalid Resources Policy 64, 101526, 2019 | 78 | 2019 |
| Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models J Luo, T Klein, Q Ji, C Hou International Journal of Forecasting 38 (1), 51-73, 2022 | 73 | 2022 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 72 | 2024 |
| Trends and Contagion in WTI and Brent Crude Oil Spot and Futures Markets-The Role of OPEC in the last Decade T Klein Energy Economics 75, 636-646, 2018 | 71 | 2018 |
| Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions A Alqahtani, T Klein Energy 236, 121541, 2021 | 63 | 2021 |
| Forecasting Realized Volatility of Agricultural Commodities SA Degiannakis, G Filis, T Klein, T Walther International Journal of Forecasting 38, 74-96, 2019 | 60 | 2019 |
| On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks J Luo, Q Ji, T Klein, N Todorova, D Zhang Energy Economics 89, 104781, 2020 | 59 | 2020 |
| A note on GameStop, short squeezes, and autodidactic herding: An evolution in financial literacy? T Klein Finance Research Letters 46, 102229, 2022 | 46 | 2022 |
| Geopolitical risk and the returns and volatility of global defense companies: A new race to arms? Z Zhang, E Bouri, T Klein, N Jalkh International Review of Financial Analysis, 102327, 2022 | 37 | 2022 |
| US stock prices and the dot. com-bubble: Can dividend policy rescue the efficient market hypothesis? T Basse, T Klein, SA Vigne, C Wegener Journal of Corporate Finance 67, 101892, 2021 | 34 | 2021 |
| Reviewing the oil price–GDP growth relationship: A replication study L Charfeddine, T Klein, T Walther Energy Economics 88, 104786, 2020 | 33 | 2020 |
| True or spurious long memory in European non-EMU currencies T Walther, T Klein, HP Thu, K Piontek Research in international business and finance 40, 217-230, 2017 | 25 | 2017 |
| Night Trading with Futures in China: The Case of Aluminum and Copper T Klein, N Todorova Resources Policy 73, 102205, 2021 | 24* | 2021 |
| Fast fractional differencing in modeling long memory of conditional variance for high-frequency data T Klein, T Walther Finance Research Letters 22, 274-279, 2017 | 23 | 2017 |
| Oil Price Changes and US Real GDP Growth: Is this Time Different? L Charfeddine, T Klein, T Walther | 22 | 2017 |
Thomas WaltherAssociate Professor of Finance, Utrecht School of Economics, Utrecht UniversityVerified email at uu.nl
