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Tony Klein
Tony Klein
Technische Universität Chemnitz, Faculty of Economics and Business
Verified email at wiwi.tu-chemnitz.de - Homepage
Title
Cited by
Cited by
Year
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
8392018
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
1652019
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
1292022
Oil price volatility forecast with mixture memory GARCH
T Klein, T Walther
Energy Economics 58, 46-58, 2016
1192016
Dynamic Correlation of Precious Metals and Flight-to-Quality in Developed Markets
T Klein
Finance Research Letters 23, 283-290, 2017
1122017
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
642018
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
582022
The impact of oil price uncertainty on GCC stock markets
A Alqahtani, T Klein, A Khalid
Resources Policy 64, 101526, 2019
562019
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
512020
Forecasting Realized Volatility of Agricultural Commodities
SA Degiannakis, G Filis, T Klein, T Walther
International Journal of Forecasting 38, 74-96, 2019
472019
Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions
A Alqahtani, T Klein
Energy 236, 121541, 2021
432021
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
422021
A note on GameStop, short squeezes, and autodidactic herding: An evolution in financial literacy?
T Klein
Finance Research Letters 46, 102229, 2022
312022
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
272021
Reviewing the oil price–GDP growth relationship: A replication study
L Charfeddine, T Klein, T Walther
Energy Economics 88, 104786, 2020
252020
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
242017
Night Trading with Futures in China: The Case of Aluminum and Copper
T Klein, N Todorova
Resources Policy 73, 102205, 2021
23*2021
Oil Price Changes and US Real GDP Growth: Is this Time Different?
L Charfeddine, T Klein, T Walther
22*2017
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
202022
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
202017
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