Thomas Walther
twalther.bsky.social
Thomas Walther
@twalther.bsky.social
Associate Professor of Finance @USE_UU
Lives in 🇳🇱; Dad of 2 🇻🇳🇩🇪; Loves phở🍜

#EnergyFinance #FinancialEconometrics #CommodityFinance #ClimateFinance
𝗗𝗶𝗱 𝘆𝗼𝘂 𝗮𝗰𝘁𝘂𝗮𝗹𝗹𝘆 𝘁𝗵𝗶𝗻𝗸 𝗖𝗵𝗮𝘁𝗚𝗣𝗧 𝗶𝗺𝗽𝗿𝗼𝘃𝗲𝘀 𝘆𝗼𝘂𝗿 𝘄𝗿𝗶𝘁𝗶𝗻𝗴?

We looked at the last 25 years of published articles in 34 finance journals. Can we see an effect of ChatGPT on the academic writing? We can! 𝗥𝗲𝗮𝗱𝗮𝗯𝗶𝗹𝗶𝘁𝘆 𝗱𝗲𝗰𝗹𝗶𝗻𝗲𝘀 𝗱𝗿𝗮𝘀𝘁𝗶𝗰𝗮𝗹𝗹𝘆.

papers.ssrn.com/sol3/papers....
June 26, 2025 at 6:48 AM
🤖 𝗙𝗶𝗻𝗮𝗻𝗰𝗶𝗮𝗹 𝗥𝗼𝗯𝗼-𝗔𝗱𝘃𝗶𝘀𝗼𝗿𝘀: 𝗪𝗵𝗮𝘁 𝘄𝗲 𝗸𝗻𝗼𝘄, 𝗮𝗻𝗱 𝘄𝗵𝗮𝘁 𝘄𝗲 𝗱𝗼𝗻’𝘁 𝗸𝗻𝗼𝘄!

I am happy to share my new working paper “𝙁𝙞𝙣𝙖𝙣𝙘𝙞𝙖𝙡 𝙍𝙤𝙗𝙤-𝘼𝙙𝙫𝙞𝙨𝙤𝙧𝙨: 𝘼 𝘾𝙤𝙢𝙥𝙧𝙚𝙝𝙚𝙣𝙨𝙞𝙫𝙚 𝙍𝙚𝙫𝙞𝙚𝙬 𝙖𝙣𝙙 𝙁𝙪𝙩𝙪𝙧𝙚 𝘿𝙞𝙧𝙚𝙘𝙩𝙞𝙤𝙣𝙨” co-authored with Mustafa Nourallah, Peter Öhman, and Duc Khuong Nguyen.

👉 papers.ssrn.com/sol3/papers....
April 17, 2025 at 10:40 AM
I am very happy to share that Tony Klein and I have co-edited a Special Issue on xAI in Finance, now published in 𝘍𝘪𝘯𝘢𝘯𝘤𝘦 𝘙𝘦𝘴𝘦𝘢𝘳𝘤𝘩 𝘓𝘦𝘵𝘵𝘦𝘳𝘴!

📄 Read the editorial: doi.org/10.1016/j.fr...
📚 Explore all articles: www.sciencedirect.com/special-issu...
December 4, 2024 at 8:19 PM
𝗡𝗲𝘄 𝗽𝘂𝗯𝗹𝗶𝗰𝗮𝘁𝗶𝗼𝗻 𝗮𝗹𝗲𝗿𝘁!

Forecasting realized volatility of crude oil futures prices based on machine learning

open access: onlinelibrary.wiley.com/doi/10.1002/...
March 8, 2024 at 6:09 PM