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David Gabauer
David Gabauer
Portfolio Manager and Energy Trader, Linz AG
Verified email at linzag.at - Homepage
Title
Cited by
Cited by
Year
Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions
N Antonakakis, I Chatziantoniou, D Gabauer
Journal of Risk and Financial Management 13 (4), 84, 2020
1009*2020
Return connectedness across asset classes around the COVID-19 outbreak
E Bouri, O Cepni, D Gabauer, R Gupta
International Review of Financial Analysis, 2021
4932021
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
N Antonakakis, I Chatziantoniou, D Gabauer
Journal of International Financial Markets, Institutions & Money 61, 37-51, 2019
2952019
Dynamic connectedness of uncertainty across developed economies: A time-varying approach
N Antonakakis, D Gabauer, R Gupta, V Plakandaras
Economics Letters 166, 63-75, 2018
2922018
Oil volatility, oil and gas firms and portfolio diversification
N Antonakakis, J Cunado, G Filis, D Gabauer, FP De Gracia
Energy Economics 70, 499-515, 2018
2922018
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
AK Tiwari, EJA Abakah, D Gabauer, RA Dwumfour
Global Finance Journal 51, 100692, 2022
2862022
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach
D Gabauer, R Gupta
Economics Letters 171, 63-71, 2018
2742018
Crude oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
M Balcilar, D Gabauer, Z Umar
Resources Policy 73, 102219, 2021
2702021
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
I Chatziantoniou, D Gabauer, A Stenfors
Economics Letters 204, 109891, 2021
2302021
Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets
I Chatziantoniou, EJA Abakah, D Gabauer, AK Tiwari
Journal of Cleaner Production 361, 132088, 2022
2172022
EMU-risk synchronisation and financial fragility through the prism of dynamic connectedness
I Chatziantoniou, D Gabauer
The Quarterly Review of Economics & Finance 79, 1-14, 2021
1622021
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
N Antonakakis, J Cundao, G Filis, D Gabauer, F Perez de Gracia
Energy Economics 91, 104762, 2020
146*2020
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system
D Gabauer
Journal of Multinational Financial Management 60, 100680, 2021
1352021
Minimum connectedness portfolios and the market for green bonds: Advocating socially responsible investment (SRI) activity
DC Broadstock, I Chatziantoniou, D Gabauer
Applications in Energy Finance: The Energy Sector, Economic Activity …, 2022
1242022
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms
D Gabauer
Journal of Forecasting 39 (5), 788-796, 2020
1182020
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
N Antonakakis, D Gabauer, R Gupta
International Review of Financial Analysis 65, 101382, 2019
1142019
Knowledge Graphs in manufacturing and production: A systematic literature review
G Buchgeher, D Gabauer, J Martinez-Gil, L Ehrlinger
IEEE Access 9, 55537-55554, 2021
1032021
A closer look into the global determinants of oil price volatility
I Chatziantoniou, M Filippidis, G Filis, D Gabauer
Energy Economics 95, 105092, 2021
1012021
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach
I Chatziantoniou, D Gabauer, R Gupta
Resources Policy 84, 103729, 2023
94*2023
Volatility connectedness of major cryptocurrencies: The role of investor happiness
E Bouri, D Gabauer, R Gupta, AK Tiwari
Journal of Behavioral and Experimental Finance 30, 100463, 2021
942021
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