Sledovat
David Gabauer
David Gabauer
Senior Lecturer in Finance and FinTech at Lincoln University, New Zealand
E-mailová adresa ověřena na: lincoln.ac.nz - Domovská stránka
Název
Citace
Citace
Rok
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
1213*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
5492021
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
3352022
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
3202018
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
3182021
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
3142018
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
3132018
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
3092019
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
2862021
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
2702022
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
1902021
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
1612022
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
1562021
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
154*2020
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms
D Gabauer
Journal of Forecasting 39 (5), 788-796, 2020
1352020
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
130*2023
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
1272019
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
1192021
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
OB Adekoya, AB Akinseye, N Antonakakis, I Chatziantoniou, D Gabauer, ...
Resources Policy 78, 102877, 2022
1112022
Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
N Antonakakis, J Cunado, G Filis, D Gabauer, FP de Gracia
International Review of Economics & Finance 83, 114-123, 2023
1082023
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Články 1–20