Publikationen in Fachzeitschriften:

Jiang, Y., Klein, T., Ren, Y., Duong, D. (2024): Global geopolitical risk and corporate ESG performance, in: Journal of Environmental Management, Volume 370, 122481. DOI: 10.1016/j.jenvman.2024.122481 

Sheenan, L., Schweers, K., Klein, T. (2024): Interactions between Sustainable Bonds, Renewable Energy and Other Financial Markets: A Macroprudential Perspective, in: Energy Economics, Volume 138, 107839. DOI: 10.1016/j.eneco.2024.107839 

Klein, T. (2024): Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks, in: Journal of Economic Behavior and Organization, Volume 222, Pages 294-313. DOI: 10.1016/j.jebo.2024.04.020 

Benkraiem, R., El-Khatib, Y., Fan, J., Goutte, S., Klein, T. (2024): Optimal risk management considering environmental and climatic changes, in: Risk Analysis, forthcoming. DOI: 10.1111/risa.14306

Luo, J., Klein, T., Walther, T., Ji, Q. (2024): Forecasting realized volatility of crude oil futures prices based on machine learning, in: Journal of Forecasting, forthcoming. DOI: https://doi.org/10.1002/for.3077   [SSRN working paper]

Ren, Y., Kuang, X., Klein, T. (2024): Does the urban–rural income gap matter for rural energy poverty? in: Energy Policy, Volume 186, 113977. DOI: 10.1016/j.enpol.2023.113977 

Ren, Y., Klein, T., Jiang, Y., Ma, C., Yang, X. (2024): Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks, in: Journal of International Financial Markets, Institutions, and Money, forthcoming. DOI: 10.1016/j.intfin.2024.101951 

Ren, Y., Liu, P., Klein, T., Sheenan, L. (2024): Does the Low-Carbon Pilot Cities Policy Make a Difference to the Carbon Intensity Reduction?, in: Journal of Economic Behavior and Organization, Volume 217, pp. 227-239. DOI: 10.1016/j.jebo.2023.10.032 

Chuliá, H., Klein, T., Muñoz Mendoza, J. A., Uribe, J. M. (2024): Vulnerability of European Electricity Markets: A Quantile Connectedness Approach, in: Energy Policy, Volume 184, 113862, DOI: 10.1016/j.enpol.2023.113862  

Menkveld et al. (2023): Non-Standard Errors, in: Journal of Finance, forthcoming. Contribution as one of 164 Research Teams. 

Luo, J., Marfatia, H. A., Ji, Q., Klein, T. (2023): Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets, in: Energy Economics, Volume 117, 106466. DOI: 10.1016/j.eneco.2022.106466

Klein, T. (2022): Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock, in: Journal of Economic Behavior and Organization, Volume 194, pp. 264-286. DOI: 10.1016/j.jebo.2021.11.028  [SSRN Working Paper]

Zhang, Z., Bouri, E., Klein, T., Jalkh, N. (2022): Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?, in: International Review of Financial Analysis, Volume 83, 102327. DOI: 10.1016/j.irfa.2022.102327 

Bouri, E., Iqbal, N., Klein, T. (2022): Climate policy uncertainty and the price dynamics of green and brown energy stocks, in: Finance Research Letters, Volume 47, 102740. DOI: 10.1016/j.frl.2022.102740 

Luo, J., Hou, C., Klein, T., Li, Q. (2022): Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models, in: International Journal of Forecasting, Volume 38, pages 51-73. DOI: 10.1016/j.ijforecast.2019.08.007 [SSRN Preprint]

Degiannakis, S., Filis, G., Klein, T., Walther, T. (2022): Forecasting Realized Volatility of Agricultural Commodities, in: International Journal of Forecasting, Vol. 38, pp. 74-96 . DOI: 10.1016/j.ijforecast.2019.08.011 [SSRN Preprint]

Alqahtani, A., Klein, T. (2021): Oil Price Changes, Uncertainty, and Geopolitical Risks: On the Resilience of GCC Countries to Global Tensions, in: Energy, Volume 236, 121541 . DOI: 10.1016/j.energy.2021.121541 

Klein, T., Todorova, N. (2021): Night Trading with Futures in China: The Case of Aluminum and Copper, in: Resources Policy, Volume 73, 102205. DOI: 10.1016/j.resourpol.2021.102205   [SSRN Working Paper]

Basse, T., Klein, T., Vigne, S., Wegener, C. (2021): U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?, in: Journal of Corporate Finance, Volume 67, 101892, DOI: 10.1016/j.jcorpfin.2021.101892 

Klein, T. (2021): A Note on GameStop, Short Squeezes, and Autodidactic Herding: An Evolution in Financial Literacy? , in: Finance Research Letters, Volume 46, 102229. DOI: 10.1016/j.frl.2021.102229  [SSRN Working Paper]

Charfeddine, L., Klein, T., Walther, T. (2020): Reviewing the Oil Price - GDP Growth Relationship: A Replication Study, in: Energy Economics, Volume 88, 104786 . DOI: 10.1016/j.eneco.2020.104786 [SSRN Working Paper]

Luo, J., Ji, Q., Klein, T., Todorova, N., Zhang, D. (2020): On Realized Volatility of Crude Oil Futures Markets: Forecasting with Exogenous Predictors under Structural Breaks, in: Energy Economics, Volume 89, 104781. DOI: 10.1016/j.eneco.2020.104781 

Alqahtani, A., Klein, T., Khalid, A. (2019): The Impact of Oil Price Uncertainty on GCC Stock Markets, in: Resources Policy, Volume 64, 101526. DOI: 10.1016/j.resourpol.2019.101526 [SSRN Preprint]

Walther, T., Klein, T., Bouri, E. (2019): Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting, in: Journal of International Financial Markets, Institutions & Money, Volume 63, 101133. DOI: 10.1016/j.intfin.2019.101133. [SSRN Preprint]

Klein, T. (2018): Trends and Contagion in WTI and Brent Crude Oil Spot and Futures Markets - The Role of OPEC in the last Decade, in: Energy Economics, Vol. 75, pp. 636-646. DOI: 10.1016/j.eneco.2018.09.013. [SSRN Preprint]

Klein, T., Thu, H. P., Walther, T. (2018): Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance, in: International Review of Financial Analysis, Vol. 58, pp. 105-116. DOI: 10.1016/j.irfa.2018.07.010

Bui Quang, P.; Klein, T.; Nguyen, N. H.; Walther, T. (2018): Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH, in: Journal of Risk and Financial Management, Vol. 11, No. 2. DOI: 10.3390/jrfm11020018 

Klein, T. (2017): Dynamic Correlation of Precious Metals and Flight-to-Quality in Developed Markets, in: Finance Research Letters, Vol 23C, pp. 283-290. DOI: 10.1016/j.frl.2017.05.002 

Klein, T.; Walther, T. (2017): Fast Fractional Differencing in Modeling Long Memory of Conditional Variance for High-Frequency Data, in: Finance Research Letters, Vol. 22C, pp. 274-279. DOI: 10.1016/j.frl.2016.12.020 

Walther, T.; Klein, T.; Pham Thu, H.; Piontek, K.(2017): True or Spurious Long Memory in European Non-EMU Currencies, in: Research in International Business and Finance, Vol. 40, pp. 217-230. DOI: 10.1016/j.ribaf.2017.01.003 

Klein, T.; Walther, T. (2016): Oil Price Volatility Forecast with Mixture-Memory-GARCH Models, in: Energy Economics, Vol. 58, pp. 46-58. DOI: 10.1016/j.eneco.2016.06.004 

Walther, T.; Klein, T. (2015): Contingent Convertible Bonds and its Impact on Risk-Taking of Managers, in: Cuadernos de Economía - Spanish Journal of Economics and Finance, Volume 38, Issue 106, pp. 54–64. DOI: 10.1016/j.cesjef.2014.09.001