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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 4.

May 2017

Nguyen, Duc Khuong and Walther, Thomas (2017): Modeling and forecasting commodity market volatility with long-term economic and financial variables.

2019

Degiannakis, Stavros and Filis, George and Klein, Tony and Walther, Thomas (2019): Forecasting Realized Volatility of Agricultural Commodities. Forthcoming in: International Journal of Forecasting

October 2019

Breitenstein, Miriam and Anke, Carl-Philipp and Nguyen, Duc Khuong and Walther, Thomas (2019): Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry.

30 October 2020

Nguyen, Duc Khuong and Topaloglou, Nikolas and Walther, Thomas (2020): Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach.

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