David Gabauer
Names
| first: |
David |
| last: |
Gabauer |
Identifer
Contact
Affiliations
-
Software Competence Center Hagenberg
- https://www.scch.at/
- location: Hagenberg
Research profile
author of:
- Oil volatility, oil and gas firms and portfolio diversification (RePEc:bam:wpaper:bafes18)
by Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia - Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market (RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300)
by Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia - Volatility connectedness of major cryptocurrencies: The role of investor happiness (RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071)
by Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar - Dynamic connectedness of uncertainty across developed economies: A time-varying approach (RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75)
by Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios - On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71)
by Gabauer, David & Gupta, Rangan - Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach (RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001683)
by Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis - Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic (RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195)
by Chatziantoniou, Ioannis & Gabauer, David & Perez de Gracia, Fernando - Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies (RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251)
by Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray - Oil volatility, oil and gas firms and portfolio diversification (RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515)
by Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando - Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness (RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x)
by Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez - A closer look into the global determinants of oil price volatility (RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321)
by Chatziantoniou, Ioannis & Filippidis, Michail & Filis, George & Gabauer, David - International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression (RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x)
by Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan - Return connectedness across asset classes around the COVID-19 outbreak (RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878)
by Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan - Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios (RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x)
by Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David - Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach (RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021)
by Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara - Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data (RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319309936)
by Christou, Christina & Gabauer, David & Gupta, Rangan - Time-varying spillovers between housing sentiment and housing market in the United States☆ (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064)
by André, Christophe & Gabauer, David & Gupta, Rangan - Financial market connectedness: The role of investors’ happiness (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001562)
by Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan - Model-free connectedness measures (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770)
by Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis - Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market (RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408)
by Balli, Faruk & Balli, Hatice Ozer & Dang, Tam Hoang Nhat & Gabauer, David - Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve (RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012242)
by Gabauer, David & Stenfors, Alexis - Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000909)
by Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Gabauer, David & Dwumfour, Richard Adjei - Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David - From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps (RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293)
by Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis - Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves (RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305)
by Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David - Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures (RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x)
by Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia - Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300)
by Balcilar, Mehmet & Gabauer, David & Umar, Zaghum - Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003221)
by Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson - Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach (RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403)
by Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan - Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system (RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000049)
by Gabauer, David - Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach (RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202)
by Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan - EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness (RePEc:eee:quaeco:v:79:y:2021:i:c:p:1-14)
by Chatziantoniou, Ioannis & Gabauer, David - Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic (RePEc:eee:reveco:v:83:y:2023:i:c:p:114-123)
by Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez - Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models (RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362)
by Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M. - Monetary policy and speculative spillovers in financial markets (RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309818)
by Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang - Global geopolitical risk and inflation spillovers across European and North American economies (RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001745)
by Bouri, Elie & Gabauer, David & Gupta, Rangan & Kinateder, Harald - Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach (RePEc:eee:streco:v:52:y:2020:i:c:p:167-173)
by Gabauer, David & Gupta, Rangan - Time-varying predictability of financial stress on inequality in United Kingdom (RePEc:eme:jespps:jes-02-2022-0103)
by Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel - Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer - Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century (RePEc:gam:jmathe:v:11:y:2023:i:9:p:2077-:d:1134393)
by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch - The Evolution of Monetary Policy Focal Points (RePEc:mes:jeciss:v:56:y:2022:i:2:p:348-355)
by Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer - From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps (RePEc:pbs:ecofin:2019-05)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities (RePEc:pbs:ecofin:2019-06)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer - EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness (RePEc:pbs:ecofin:2019-07)
by Ioannis Chatziantoniou & David Gabauer - Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market (RePEc:pbs:ecofin:2020-04)
by Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia - Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach (RePEc:pbs:ecofin:2021-03)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves (RePEc:pbs:ecofin:2021-06)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - The Evolution of Monetary Policy Focal Points (RePEc:pbs:ecofin:2021-10)
by Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer - Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach (RePEc:pre:wpaper:201802)
by Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras - International Monetary Policy Spillovers: Evidence from a TVP-VAR (RePEc:pre:wpaper:201806)
by Nikolaos Antonakakis & David Gabauer & Rangan Gupta - On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach (RePEc:pre:wpaper:201829)
by David Gabauer & Rangan Gupta - Greek Economic Policy Uncertainty: Does it Matter for the European Union? (RePEc:pre:wpaper:201840)
by Nikolaos Antonakakis & David Gabauer & Rangan Gupta - On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics (RePEc:pre:wpaper:201864)
by Sowmya Subramaniam & David Gabauer & Rangan Gupta - Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach (RePEc:pre:wpaper:201944)
by David Gabauer & Rangan Gupta - Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data (RePEc:pre:wpaper:201962)
by Christina Christou & David Gabauer & Rangan Gupta - Time-Varying Spillover of US Trade War on the Growth of Emerging Economies (RePEc:pre:wpaper:202002)
by Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana - Time-Varying Influence of Household Debt on Inequality in United Kingdom (RePEc:pre:wpaper:202017)
by Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau - Sentiment and Financial Market Connectedness: The Role of Investor Happiness (RePEc:pre:wpaper:202022)
by Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta - Time-Varying Predictability of Financial Stress on Inequality in United Kingdom (RePEc:pre:wpaper:202030)
by Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel - Monetary Policy and Speculative Spillovers in Financial Markets (RePEc:pre:wpaper:202032)
by Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji - Return Connectedness across Asset Classes around the COVID-19 Outbreak (RePEc:pre:wpaper:202047)
by Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta - Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness (RePEc:pre:wpaper:202059)
by Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari - Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models (RePEc:pre:wpaper:202065)
by David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller - Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom (RePEc:pre:wpaper:202084)
by David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka - Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States (RePEc:pre:wpaper:202091)
by Christophe Andre & David Gabauer & Rangan Gupta - Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning (RePEc:pre:wpaper:202111)
by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch - Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach (RePEc:pre:wpaper:202147)
by Ioannis Chatziantoniou & David Gabauer & Rangan Gupta - On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures (RePEc:pre:wpaper:202152)
by Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta - Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios (RePEc:pre:wpaper:202161)
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer - Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach (RePEc:pre:wpaper:202180)
by Juncal Cunado & David Gabauer & Rangan Gupta - Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century (RePEc:pre:wpaper:202183)
by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch - On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data (RePEc:pre:wpaper:202212)
by Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee - Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) (RePEc:pre:wpaper:202228)
by David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen - Geopolitical Risk and Inflation Spillovers across European and North American Economies (RePEc:pre:wpaper:202304)
by Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder - Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets (RePEc:pre:wpaper:202317)
by Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen - How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence (RePEc:pre:wpaper:202405)
by Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta - The dynamic connectedness of UK regional property returns (RePEc:sae:urbstu:v:55:y:2018:i:14:p:3110-3134)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & Christos Floros & David Gabauer - A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification (RePEc:spr:anresc:v:66:y:2021:i:2:d:10.1007_s00168-020-01021-2)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer - Time-varying influence of household debt on inequality in United Kingdom (RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01940-1)
by Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau - Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach (RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00554-7)
by Juncal Cunado & David Gabauer & Rangan Gupta - Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom (RePEc:spr:soinre:v:155:y:2021:i:3:d:10.1007_s11205-021-02622-w)
by David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka - Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach (RePEc:spr:sprchp:978-3-030-92957-2_6)
by Ioannis Chatziantoniou & Christos Floros & David Gabauer - Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity (RePEc:spr:sprchp:978-3-030-92957-2_9)
by David C. Broadstock & Ioannis Chatziantoniou & David Gabauer - Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets (RePEc:taf:applec:v:55:y:2023:i:24:p:2740-2754)
by Nicholas Apergis & Ioannis Chatziantoniou & David Gabauer - Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models (RePEc:uct:uconnp:2020-08)
by David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller - The impact of Euro through time: Exchange rate dynamics under different regimes (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer - On the transmission mechanism of Asia‐Pacific yield curve characteristics (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:473-488)
by David Gabauer & Sowmya Subramaniam & Rangan Gupta - Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms (RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796)
by David Gabauer - Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning (RePEc:wly:jforec:v:41:y:2022:i:6:p:1049-1064)
by Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch