David Gabauer : Citation Profile


Are you David Gabauer?

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H index

4

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69

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 23
   Journals where David Gabauer has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 16 (18.82 %)

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   Permalink: http://citec.repec.org/pga953
   Updated: 2020-08-01    RAS profile: 2020-04-03    
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Relations with other researchers


Works with:

GUPTA, RANGAN (14)

Antonakakis, Nikolaos (11)

Chatziantoniou, Ioannis (5)

Cuñado, Juncal (2)

Plakandaras, Vasilios (2)

Filis, George (2)

Pérez de Gracia, Fernando (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 (27)

Lau, Chi Keung (11)

Sosvilla-Rivero, Simon (5)

Gözgör, Giray (5)

Tiwari, Aviral (4)

Antonakakis, Nikolaos (3)

Plakandaras, Vasilios (2)

Śmiech, Sławomir (2)

Ferreira, Paulo (2)

Ji, Qiang (2)

Caporale, Guglielmo Maria (1)

Cites to:

GUPTA, RANGAN (58)

Yilmaz, Kamil (45)

Antonakakis, Nikolaos (39)

Diebold, Francis (34)

Pesaran, M (33)

Koop, Gary (29)

Korobilis, Dimitris (24)

Plakandaras, Vasilios (17)

Wohar, Mark (17)

shin, yongcheol (16)

Potter, Simon (15)

Main data


Where David Gabauer has published?


Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics10
Working Papers in Economics & Finance / University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group4

Recent works citing David Gabauer (2020 and 2019)


YearTitle of citing document
2019Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661.

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2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

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2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

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2018The spillover of macroeconomic uncertainty between the U.S. and China. (2018). Huang, Zhuo ; Shen, Yan ; Qiu, Han ; Tong, Chen. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:123-127.

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2018Are generalized spillover indices overstating connectedness?. (2018). Beaumont, Paul ; Srivastava, Anuj ; Norrbin, Stefan C ; Thomas, . In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:131-134.

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2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

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2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

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2019The roles of inter-fuel substitution and inter-market contagion in driving energy prices: Evidences from China’s coal market. (2019). Li, Jianglong ; Long, Houyin ; Xie, Chunping. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303202.

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2019How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study. (2019). cipollini, andrea ; Muzzioli, Silvia ; Caloia, Francesco Giuseppe. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303317.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2019Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Nie, HE ; Tian, Gengyu ; Zhu, Zixuan ; Jiang, Yonghong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

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2019Cross-regional connectedness in the Korean housing market. (2019). Lee, Hahn Shik. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718300585.

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2019Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

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2020Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

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2020DCCA and DMCA correlations of cryptocurrency markets. (2020). Krištoufek, Ladislav ; Ferreira, Paulo ; de Area, Eder Johnson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168.

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2020Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China. (2020). Lv, Xin ; Xin Lv, ; Yu, Chang ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:85-100.

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2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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2018Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-46.pdf.

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2019Contagion Effect in Cryptocurrency Market. (2019). Pereira, Eder ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:115-:d:247119.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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2019On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index. (2019). Shaikh, Imlak. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1628-:d:214829.

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2019Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks. (2019). Feng, Sida ; Guo, Sui ; Qi, Yajie ; Li, Huajiao. In: Complexity. RePEc:hin:complx:3540523.

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2019“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201912.

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2019Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:27-58.

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2019Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:27-59.

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2020Oil Curse. (2020). Vespignani, Joaquin ; Majumderad, Monoj Kumar ; Raghavan, Mala. In: MPRA Paper. RePEc:pra:mprapa:101138.

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2018Volatility spillovers among uncertainty measures. The case of EU member states. (2018). Miech, Sawomir ; Papie, Monika. In: MPRA Paper. RePEc:pra:mprapa:90319.

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2020Choice Between IEO and ICO: Speed vs. Liquidity vs. Risk. (2020). Miglo, Anton. In: MPRA Paper. RePEc:pra:mprapa:99600.

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2018Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Nyamela, Yanele. In: Working Papers. RePEc:pre:wpaper:201833.

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2019Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201907.

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2019Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201909.

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2019Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:201910.

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2019Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201947.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Working Papers. RePEc:pre:wpaper:201982.

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2020Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:202005.

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2020Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets. (2020). GUPTA, RANGAN ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:202012.

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2020Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach. (2020). GUPTA, RANGAN ; Bouri, Elie ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202027.

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2020Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gabauer, David ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202047.

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2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202059.

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2019Анализ рисков криптовалют и способы их минимизации в современных рыночных условиях // Analysis of Cryptocurrency Risks and Metho. (2019). Е. Надырова, ; Nadyrova, E. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2018:i:3:p:65-78.

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2019The relative importance of competition to contagion: evidence from the digital currency market. (2019). Du, Hongwei ; Wu, Jiming ; Xie, Peng. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0156-y.

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Works by David Gabauer:


YearTitleTypeCited
2018Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers.
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2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
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This paper has another version. Agregated cites: 13
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2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters.
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2018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 15
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2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach In: Economics Letters.
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article14
2018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 14
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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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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios In: Journal of International Financial Markets, Institutions and Money.
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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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2019From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 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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2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness In: Working Papers in Economics & Finance.
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2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market In: Working Papers in Economics & Finance.
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2017Refined Measures of Dynamic Connectedness based on TVP-VAR In: MPRA Paper.
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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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2019Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach In: Working Papers.
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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 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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2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
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In: .
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