David Gabauer : Citation Profile

Are you David Gabauer?

21

H index

31

i10 index

1996

Citations

RESEARCH PRODUCTION:

46

Articles

37

Papers

2

Chapters

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 332
   Journals where David Gabauer has often published
   Relations with other researchers
   Recent citing documents: 784.    Total self citations: 59 (2.87 %)

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   Permalink: http://citec.repec.org/pga953
   Updated: 2024-11-08    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

GUPTA, RANGAN (40)

Chatziantoniou, Ioannis (27)

Antonakakis, Nikolaos (10)

Stenfors, Alexis (9)

Bouri, Elie (6)

Demirer, Riza (5)

Pierdzioch, Christian (5)

Balcilar, Mehmet (4)

Cepni, Oguzhan (3)

Filis, George (3)

Miller, Stephen (3)

Tiwari, Aviral (3)

Marfatia, Hardik (2)

Salisu, Afees (2)

Lau, Chi Keung (2)

Ji, Qiang (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Gabauer.

Is cited by:

GUPTA, RANGAN (81)

Umar, Zaghum (71)

Tiwari, Aviral (65)

Corbet, Shaen (51)

Billah, Syed (41)

HU, YANG (39)

lucey, brian (38)

Hamori, Shigeyuki (31)

Yousaf, Imran (29)

Sensoy, Ahmet (28)

Adekoya, Oluwasegun (27)

Cites to:

GUPTA, RANGAN (246)

Yilmaz, Kamil (161)

Diebold, Francis (151)

Antonakakis, Nikolaos (138)

Chatziantoniou, Ioannis (102)

Pesaran, Mohammad (98)

Koop, Gary (90)

Korobilis, Dimitris (54)

shin, yongcheol (51)

Wohar, Mark (46)

Potter, Simon (45)

Main data

Where David Gabauer has published?

Journals with more than one article published# docs
Energy Economics5
Finance Research Letters5
International Review of Financial Analysis4
Journal of International Financial Markets, Institutions and Money3
Resources Policy3
Economics Letters3
International Review of Economics & Finance2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics28
Working Papers in Economics & Finance / University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group7

Recent works citing David Gabauer (2024 and 2023)

YearTitle of citing document
2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

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2023Machine Learning methods in climate finance: a systematic review. (2023). Marques, Jose Manuel ; Carbo, Jose Manuel ; Alonso-Robisco, Andres. In: Working Papers. RePEc:bde:wpaper:2310.

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2023.

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2023Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023Does uncertainty affect graduates’ decision to relocate for work? Evidence at China’s city level. (2023). Gu, Xin ; Qin, Wenjing ; Cheng, Sang ; Ding, Xiaoli. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:10-19.

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2023The instability of U.S. economic policy: A hindrance or a stimulus to green financing?. (2023). Umar, Muhammad ; Tao, Ran ; Su, Chi Wei ; Liu, Fangying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:33-46.

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2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

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2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

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2023How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

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2023Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

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2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model. (2024). Zhang, YI ; Li, Jiaqi ; Cui, Baisheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001523.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Dong, Liang ; Su, Yaya ; Qu, YI ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

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2024Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Dankwah, Boakye ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Lee, Chi-Chuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512.

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2024Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Liu, Xiaoyi ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536.

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2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

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2024Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Zhang, Yulian ; Liu, Tiantian ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743.

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2024How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2023COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness. (2023). Trinh, Hai Hong ; Truong, HA ; Hao, Wei ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000622.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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More than 100 citations found, this list is not complete...

Works by David Gabauer:

YearTitleTypeCited
2018Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers.
[Full Text][Citation analysis]		paper147
2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 147		article
2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article6
2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market.(2020) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article34
2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters.
[Full Text][Citation analysis]		article146
2018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 146		paper
2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach In: Economics Letters.
[Full Text][Citation analysis]		article130
2018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 130		paper
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
[Full Text][Citation analysis]		article93
2021Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach.(2021) In: Working Papers in Economics & Finance.
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2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic In: Energy Economics.
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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies In: Energy Economics.
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2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness In: Energy Economics.
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2021A closer look into the global determinants of oil price volatility In: Energy Economics.
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2019International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression In: International Review of Financial Analysis.
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2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
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2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
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2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios In: International Review of Financial Analysis.
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2021Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios.(2021) In: Working Papers.
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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach In: International Review of Financial Analysis.
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2020Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data In: Finance Research Letters.
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2019Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data.(2019) In: Working Papers.
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2022Financial market connectedness: The role of investors’ happiness In: Finance Research Letters.
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2023Model-free connectedness measures In: Finance Research Letters.
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2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market In: Finance Research Letters.
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2024Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2022Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies In: Global Finance Journal.
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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios In: Journal of International Financial Markets, Institutions and Money.
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2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps In: Journal of International Financial Markets, Institutions and Money.
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2019From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps.(2019) In: Working Papers in Economics & Finance.
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2022Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves In: Journal of International Financial Markets, Institutions and Money.
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2021Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves.(2021) In: Working Papers in Economics & Finance.
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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures In: Journal of Commodity Markets.
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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach In: Resources Policy.
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2022Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy.
[Full Text][Citation analysis]		article23
2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach In: Resources Policy.
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2021Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system In: Journal of Multinational Financial Management.
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2019Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach In: Physica A: Statistical Mechanics and its Applications.
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2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article62
2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness.(2019) In: Working Papers in Economics & Finance.
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2023Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article22
2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models In: International Review of Economics & Finance.
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2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models.(2020) In: Working Papers.
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2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models.(2020) In: Working papers.
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2021Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance.
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2020Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers.
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2023Global geopolitical risk and inflation spillovers across European and North American economies In: Research in International Business and Finance.
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2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach In: Structural Change and Economic Dynamics.
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2019Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach.(2019) In: Working Papers.
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2022Time-varying predictability of financial stress on inequality in United Kingdom In: Journal of Economic Studies.
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2020Time-Varying Predictability of Financial Stress on Inequality in United Kingdom.(2020) In: Working Papers.
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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM.
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2021Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century.(2021) In: Working Papers.
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2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
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2021The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance.
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2019A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities In: Working Papers in Economics & Finance.
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2018International Monetary Policy Spillovers: Evidence from a TVP-VAR In: Working Papers.
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2018Greek Economic Policy Uncertainty: Does it Matter for the European Union? In: Working Papers.
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2018On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics In: Working Papers.
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2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers.
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2020Time-Varying Influence of Household Debt on Inequality in United Kingdom In: Working Papers.
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2021Time-varying influence of household debt on inequality in United Kingdom.(2021) In: Empirical Economics.
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2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
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2020Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom In: Working Papers.
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2021Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom.(2021) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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2020Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States In: Working Papers.
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2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning In: Working Papers.
[Citation analysis]		paper2
2021Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach In: Working Papers.
[Citation analysis]		paper21
2021On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures In: Working Papers.
[Citation analysis]		paper13
2021Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach In: Working Papers.
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2022On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data In: Working Papers.
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2022Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) In: Working Papers.
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2023Geopolitical Risk and Inflation Spillovers across European and North American Economies In: Working Papers.
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2023Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets In: Working Papers.
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2024How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence In: Working Papers.
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2018The dynamic connectedness of UK regional property returns In: Urban Studies.
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2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification In: The Annals of Regional Science.
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2022Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach In: Springer Books.
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2022Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books.
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2023Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets In: Applied Economics.
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2021The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics.
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2022Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting.
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