Browsing All of EconStor by Author Klein, Tony
Showing results 1 to 15 of 15
| Year of Publication | Title | Author(s) |
| 2018 | Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? | Charfeddine, Lanouar; Klein, Tony; Walther, Thomas |
| 2018 | Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting | Walther, Thomas; Klein, Tony; Bouri, Elie |
| 2018 | Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance | Klein, Tony; Thu, Hien Pham; Walther, Thomas |
| 2018 | Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance | Klein, Tony; Hien, Pham Thu; Walther, Thomas |
| 2018 | Trends and Contagion in WTI and Brent Crude Oil Spot and Futures Markets - The Role of OPEC in the last Decade | Klein, Tony |
| 2018 | Value-at-risk for South-East Asian stock markets: Stochastic volatility vs. GARCH | Quang, Paul Bui; Klein, Tony; Nguyen Nam Hai; Walther, Thomas |
| 2019 | Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models | Luo, Jiawen; Klein, Tony; Ji, Qiang; Hou, Chenghan |
| 2019 | Night Trading with Futures in China: The Case of Aluminum and Copper | Klein, Tony; Todorova, Neda |
| 2019 | Floating Rate Notes and Stakeholder Activities During Zero and Negative Interest Rate Regimes | Klaus, Juergen; Selga, Eriks; Klein, Tony |
| 2020 | Reviewing the Oil Price - GDP Growth Relationship: A Replication Study | Charfeddine, Lanouar; Klein, Tony; Walther, Thomas |
| 2021 | Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning | Luo, Jiawen; Klein, Tony; Walther, Thomas; Ji, Qiang |
| 2021 | Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock | Klein, Tony |
| 2022 | Common Drivers of Commodity Futures? | Dudda, Tom L.; Klein, Tony; Nguyen, Duc Khuong; Walther, Thomas |
| 2023 | Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods | Lavko, Matus; Klein, Tony; Walther, Thomas |
| 2024 | EU ETS Market Expectations and Rational Bubbles | Wegener, Christoph; Kruse-Becher, Robinson; Klein, Tony |
