David Gabauer : Citation Profile


Are you David Gabauer?

17

H index

22

i10 index

1249

Citations

RESEARCH PRODUCTION:

46

Articles

36

Papers

2

Chapters

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 249
   Journals where David Gabauer has often published
   Relations with other researchers
   Recent citing documents: 291.    Total self citations: 54 (4.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga953
   Updated: 2024-01-16    RAS profile: 2023-11-24    
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Relations with other researchers


Works with:

GUPTA, RANGAN (39)

Chatziantoniou, Ioannis (26)

Antonakakis, Nikolaos (10)

Bouri, Elie (6)

Stenfors, Alexis (6)

Demirer, Riza (5)

Balcilar, Mehmet (4)

Tiwari, Aviral (3)

Filis, George (3)

Pierdzioch, Christian (3)

Miller, Stephen (2)

Marfatia, Hardik (2)

Salisu, Afees (2)

André, Christophe (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 (70)

Tiwari, Aviral (36)

Adekoya, Oluwasegun (26)

Lau, Chi Keung (24)

Corbet, Shaen (24)

Hamori, Shigeyuki (22)

Maghyereh, Aktham (18)

Bouri, Elie (18)

Vo, Xuan Vinh (18)

lucey, brian (18)

Mokni, Khaled (16)

Cites to:

GUPTA, RANGAN (251)

Yilmaz, Kamil (151)

Antonakakis, Nikolaos (143)

Diebold, Francis (141)

Pesaran, Mohammad (97)

Chatziantoniou, Ioannis (90)

Koop, Gary (87)

Korobilis, Dimitris (52)

shin, yongcheol (50)

Wohar, Mark (47)

Plakandaras, Vasilios (45)

Main data


Where David Gabauer has published?


Journals with more than one article published# docs
Energy Economics5
Finance Research Letters5
Economics Letters3
International Review of Financial Analysis3
Resources Policy3
Journal of International Financial Markets, Institutions and Money3
International Journal of Finance & Economics2
Research in International Business and Finance2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics27
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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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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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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2023The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57.

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2023.

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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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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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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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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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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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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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2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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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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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach. (2023). Abakah, Emmanuel ; Ghosh, Sudeshna ; Doan, Buhari ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001044.

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2023The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561.

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2023Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244.

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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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2023Climate change and fossil fuel prices: A GARCH-MIDAS analysis. (2023). Salisu, Afees ; Nmadu, Yaaba B ; Tumala, Mohammed M. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906.

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2023A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

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2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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2023Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468.

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2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584.

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2023Risk network of global energy markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Rahman, Md Lutfur ; Jayasekera, Ranadeva ; Yahya, Muhammad ; Luo, Tianqi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003808.

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2023Connectedness and spillovers in the innovation network of green transportation. (2023). Tzeremes, Panayiotis ; Nel, J ; Dogan, Eyup ; Inglesi-Lotz, R. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s0301421523002719.

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2023Bidding modes for renewable energy considering electricity-carbon integrated market mechanism based on multi-agent hybrid game. (2023). Zhang, Xingping ; Guo, Xiaopeng. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222025026.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437.

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2023Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930.

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2023Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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2023The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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2023The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises. (2023). Umar, Muhammad ; Lobon, Oana-Ramona ; Qin, Meng ; Pang, Li-Dong ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223006989.

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2023The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788.

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2023How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China. (2023). Liu, Xinyi ; Dong, Lingfei ; Jiang, Wei. In: Energy. RePEc:eee:energy:v:281:y:2023:i:c:s0360544223017450.

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2023International and Chinese energy markets: Dynamic spillover effects. (2023). Zhang, Shuquan ; Wang, Wenhuan. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021187.

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2023COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121.

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2023Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework. (2023). Guo, Lili ; Huang, Xinya ; Li, Qingman. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000182.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

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2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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2023Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors. (2023). Guo, NA ; Zhang, Jun ; Feng, Huiqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002302.

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2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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2023Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter?. (2023). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002843.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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2023COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218.

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2023The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310.

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2023The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China. (2023). Cheung, Adrian ; Yan, Wan-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322005773.

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2023Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods. (2023). Zhang, Jiahao ; Bai, Lan ; Wei, YU ; Chen, Yongfei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000065.

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2023Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089.

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2023The impact of the US yield curve on sub-Saharan African equities. (2023). Teplova, Tamara ; Agyei, Samuel Kwaku ; Umar, Zaghum ; Bossman, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000107.

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2023Understanding the FTX exchange collapse: A dynamic connectedness approach. (2023). Corbet, Shaen ; Goodell, John W ; Conlon, Thomas ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300017x.

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2023Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach. (2023). Yang, Yung-Lieh ; Ling, Yuan Hung ; Chang, Tsangyao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001216.

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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.
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paper115
2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
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This paper has nother version. Agregated cites: 115
article
2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market In: Scottish Journal of Political Economy.
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article2
2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market.(2020) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 2
paper
2021Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance.
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article24
2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters.
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article115
2018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 115
paper
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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article105
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 nother version. Agregated cites: 105
paper
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
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article39
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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This paper has nother version. Agregated cites: 39
paper
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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article6
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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article1
2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness In: Energy Economics.
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article25
2021A closer look into the global determinants of oil price volatility In: Energy Economics.
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article26
2019International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression In: International Review of Financial Analysis.
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article31
2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
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article157
2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 157
paper
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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article0
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.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
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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article11
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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This paper has nother version. Agregated cites: 11
paper
2021Time-varying spillovers between housing sentiment and housing market in the United States? In: Finance Research Letters.
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article2
2022Financial market connectedness: The role of investors’ happiness In: Finance Research Letters.
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article7
2023Model-free connectedness measures In: Finance Research Letters.
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article2
2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market In: Finance Research Letters.
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article0
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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article69
2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios In: Journal of International Financial Markets, Institutions and Money.
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article75
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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article11
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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This paper has nother version. Agregated cites: 11
paper
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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article5
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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This paper has nother version. Agregated cites: 5
paper
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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article0
2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach In: Resources Policy.
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article50
2022Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy.
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article6
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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article0
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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article15
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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article9
2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness In: The Quarterly Review of Economics and Finance.
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article24
2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness.(2019) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 24
paper
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.
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article7
2021Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance.
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article8
2020Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2023Global geopolitical risk and inflation spillovers across European and North American economies In: Research in International Business and Finance.
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article0
2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach In: Structural Change and Economic Dynamics.
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article20
2019Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 20
paper
2022Time-varying predictability of financial stress on inequality in United Kingdom In: Journal of Economic Studies.
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article0
2020Time-Varying Predictability of Financial Stress on Inequality in United Kingdom.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM.
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article176
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article1
2021Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
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article3
2021The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance.
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This paper has nother version. Agregated cites: 3
paper
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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paper0
2018International Monetary Policy Spillovers: Evidence from a TVP-VAR In: Working Papers.
[Citation analysis]
paper0
2018Greek Economic Policy Uncertainty: Does it Matter for the European Union? In: Working Papers.
[Citation analysis]
paper9
2018On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics In: Working Papers.
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paper0
2022On the transmission mechanism of Asia?Pacific yield curve characteristics.(2022) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 0
article
2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers.
[Citation analysis]
paper2
2020Time-Varying Influence of Household Debt on Inequality in United Kingdom In: Working Papers.
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paper3
2021Time-varying influence of household debt on inequality in United Kingdom.(2021) In: Empirical Economics.
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This paper has nother version. Agregated cites: 3
article
2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
[Citation analysis]
paper1
2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models In: Working Papers.
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paper3
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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This paper has nother version. Agregated cites: 3
paper
2020Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom In: Working Papers.
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paper0
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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This paper has nother version. Agregated cites: 0
article
2020Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States In: Working Papers.
[Citation analysis]
paper0
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]
paper10
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]
paper8
2021Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach In: Working Papers.
[Citation analysis]
paper3
2022On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data In: Working Papers.
[Citation analysis]
paper0
2022Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility) In: Working Papers.
[Citation analysis]
paper0
2023Geopolitical Risk and Inflation Spillovers across European and North American Economies In: Working Papers.
[Citation analysis]
paper1
2023Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets In: Working Papers.
[Citation analysis]
paper0
2018The dynamic connectedness of UK regional property returns In: Urban Studies.
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article24
2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification In: The Annals of Regional Science.
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article2
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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chapter1
2022Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books.
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chapter12
2023Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets In: Applied Economics.
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article0
2021The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics.
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article2
2020Volatility impulse response analysis for DCC?GARCH models: The role of volatility transmission mechanisms In: Journal of Forecasting.
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article18
2022Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting.
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article1

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