David Gabauer : Citation Profile

Lincoln University

26

H index

42

i10 index

3287

Citations

RESEARCH PRODUCTION:

58

Articles

37

Papers

2

Chapters

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 547
   Journals where David Gabauer has often published
   Relations with other researchers
   Recent citing documents: 956.    Total self citations: 68 (2.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga953
   Updated: 2025-12-20    RAS profile: 2025-01-27    
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Relations with other researchers

Works with:

GUPTA, RANGAN (42)

Chatziantoniou, Ioannis (24)

Stenfors, Alexis (9)

Bouri, Elie (6)

Demirer, Riza (6)

Pierdzioch, Christian (6)

Antonakakis, Nikolaos (6)

Balcilar, Mehmet (5)

Cepni, Oguzhan (3)

Miller, Stephen (3)

Filis, George (3)

Tiwari, Aviral (3)

André, Christophe (2)

Lau, Chi Keung (2)

Balli, Hatice (2)

Salisu, Afees (2)

Ji, Qiang (2)

Marfatia, Hardik (2)

Yamaka, Woraphon (2)

Balli, Faruk (2)

Elsayed, Ahmed (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 (99)

Tiwari, Aviral (89)

Umar, Zaghum (83)

Corbet, Shaen (67)

Abakah, Emmanuel (55)

Billah, Syed (52)

Gubareva, Mariya (51)

HU, YANG (44)

Hamori, Shigeyuki (40)

Sensoy, Ahmet (39)

lucey, brian (39)

Cites to:

GUPTA, RANGAN (289)

Yilmaz, Kamil (182)

Diebold, Francis (172)

Antonakakis, Nikolaos (159)

Chatziantoniou, Ioannis (124)

Pesaran, Mohammad (111)

Koop, Gary (102)

Korobilis, Dimitris (59)

shin, yongcheol (58)

Wohar, Mark (53)

Potter, Simon (52)

Main data

Where David Gabauer has published?

Journals with more than one article published# docs
Energy Economics8
Finance Research Letters6
Resources Policy4
International Review of Financial Analysis4
International Review of Economics & Finance3
Journal of International Financial Markets, Institutions and Money3
Economics Letters3
Research in International Business and Finance2
Journal of Forecasting2
International Journal of Finance & Economics2
Applied Economics2
Financial Innovation2

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 (2025 and 2024)

YearTitle of citing document
2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

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2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Mattos, Fabio ; Gaio, Luiz ; Franco, Rodrigo Lanna ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343612.

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2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343639.

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2024Can Fuel Policies Tame Exchange Rate Volatility? Fuel Policy Legacy in Brazil. (2024). van Huellen, Sophie ; Palazzi, Rafael Baptista. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343668.

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2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Sawadgo, Wendiam ; Li, Wenying ; Deb, Prokash. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343809.

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2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Cruz, Jose Cesar ; Franco, Rodrigo Lanna ; Mattos, Fabio L ; Gaio, Luiz Eduardo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343612.

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2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343639.

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2024Can Fuel Policies Tame Exchange Rate Volatility? Fuel Policy Legacy in Brazil. (2024). van Huellen, Sophie ; Palazzi, Rafael Baptista. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343668.

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2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Deb, Prokash ; Sawadgo, Wendiam ; Li, Wenying. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343809.

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2025Co-movements and dynamic connectedness between ethanol and agricultural commodity prices in the post-Covid-19 period: evidence from Brazil. (2025). Cruz, Jos Csar ; Franco, Rodrigo Lanna ; Mattos, Fabio ; Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360697.

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2024Price Links Among Qualitatively Differentiated Meats: Evidence from The UK Wholesale Beef Market. (2024). Fousekis, Panos. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:344846.

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2025Volatility Spillover in Regional Ethanol and Grain Markets: Evidence from The Expansion of Corn-Based Ethanol Production in Brazil. (2025). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:374828.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2024Modelling crypto markets by multi-agent reinforcement learning. (2024). Vrizzi, Stefano ; Palminteri, Stefano ; Lussange, Johann ; Gutkin, Boris. In: Papers. RePEc:arx:papers:2402.10803.

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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). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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2024Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions. (2024). Sua, Lutfu S ; Huang, Jun ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram. In: Papers. RePEc:arx:papers:2406.07525.

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2024Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2408.09669.

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2025The impact of climate policy uncertainty on financial market resilience: Evidence from China. (2025). Zhou, Wei-Xing ; Wei, Si-Yao. In: Papers. RePEc:arx:papers:2409.18422.

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2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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2025Graph Signal Processing for Global Stock Market Realized Volatility Forecasting. (2025). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2410.22706.

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2024Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2412.15738.

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2025The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And Whale Alerts On Twitter. (2025). Saggu, Aman. In: Papers. RePEc:arx:papers:2501.05232.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2503.01148.

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2025Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Li, Peng-Fei. In: Papers. RePEc:arx:papers:2503.06599.

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2025Optimising cryptocurrency portfolios through stable clustering of price correlation networks. (2025). Kobayashi, Ryota ; Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2505.24831.

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2025Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events. (2025). Wang, Haibo. In: Papers. RePEc:arx:papers:2508.04858.

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2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

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2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

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2024Systematic approach to analyzing the impact of monetary processes in the economy on GDP. (2024). Kenzhin, Zhaxat ; Zholdasbayeva, Togzhan ; Imramziyeva, Munira ; Anuarbekkyzy, Gumar ; Zhanibekova, Gaukhar ; Yerkin, Bessekey. In: Eastern-European Journal of Enterprise Technologies. RePEc:baq:jetart:v:3:y:2024:i:13:p:79-90.

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2024The Effects of Artificial Intelligence on Oil Shocks: Evidence from a Wavelet-Based Quantile-on-Quantile Approach. (2024). Zhao, Nuan ; He, Pengchao. In: Review of Economic Assessment. RePEc:bba:j00010:v:3:y:2024:i:2:p:56-71:d:389.

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2024African stock markets’ connectedness: Quantile VAR approach. (2024). YAYA, OLAOLUWA ; Adenikinju, Olayinka ; Olayinka, Hammed A. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:1:p:51-68:id:70.

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2025The nexus of blue economy, green finance, and energy commodities: A quantile VAR approach. (2025). Jeribi, Ahmed ; ben Salem, Salha. In: Modern Finance. RePEc:bdy:modfin:v:3:y:2025:i:2:p:96-119:id:272.

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2024IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128.

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2025The spillover effects of military spending across superpowers using the TVP - VAR approach. (2025). Ha, Phuong Thi ; Bao, Minh Phuoc ; Vo, Duc Hong. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:1:p:38-53.

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2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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2024Its never too late to be financially literate: Evaluating a financial education intervention for adults in Italy. (2024). Agasisti, Tommaso ; Cannistr, Marta ; Iannotta, Gabriele. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:58:y:2024:i:2:p:397-431.

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2024The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143.

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2024THE IMPACT OF ANNOUNCEMENTS ON CRYPTOCURRENCY PRICES. (2024). Andrei, Sidorov. In: Revista Economica. RePEc:blg:reveco:v:76:y:2024:i:4:p:69-94.

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2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2025Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658.

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2024Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9.

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2025An examination of the oil market at the outset of the Russia-Ukraine conflict. (2025). Balli, Faruk ; Billiah, Mabruk ; Hassan, Md Iftekhar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00343.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2024Oil Price Dynamics and Sectoral Indices in India €“ Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL. (2024). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-3.

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2024The Impact of Crude Oil Price Shock: Evidence from Bangladesh. (2024). Shen, Qian ; Bhuyan, Rafiqul ; Saha, Joti ; Hossain, Mohammad Sogir. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-28.

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2024The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries. (2024). Qabhobho, Thobekile ; Vuba, Nonelelo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-28.

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2024Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43.

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2024Carbon Neutrality and Sustainable Development: An Empirical Study of Indonesia€™s Renewable Energy Adoption. (2024). Sabbar, Sabbar Dahham ; Djam, Fitriwati ; Agustin, Grisvia ; Paddu, Abdul Hamid ; Abdi, Indraswati Tri ; Sari, Nur Dwiana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-48.

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2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

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

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2024Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

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2024A two-tier bidding model considering a multi-stage offer‑carbon joint incentive clearing mechanism for coupled electricity and carbon markets. (2024). Wang, Zengxu ; Zhao, Zeming ; Ban, Yongshuang ; Li, Chunhua. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008808.

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2025New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers. (2025). Wei, Renyi ; Zhang, Qingjun ; Fan, Sijia. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s030626192402614x.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. 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). HU, YANG ; Corbet, Shaen ; Hou, 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). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2025Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103.

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2025Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens. (2025). Cui, Jinxin ; Ali, Shoaib. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000115.

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2025The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model. (2025). Chen, Keyuan ; Jiang, Yanhui ; Hong, Yun ; Yu, LI ; Deng, Chao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000292.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2025Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150.

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2025Enhancing optimal consumption: Experimental insights into nudging borrowing behavior via a life cycle model. (2025). Yang, Xiaolan ; Zhou, Xue ; Jin, Xuejun ; Zhang, Lele. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000070.

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

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2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng. 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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2024Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295.

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2024Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

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2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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2024The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94.

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2024Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489.

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2024The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41.

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2024Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877.

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2025Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

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2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

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2025Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

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2025Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277.

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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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2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

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2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. 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). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. 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). Qu, YI ; Su, Yaya ; Dong, Liang ; 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 ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; 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). Sirnes, Espen ; Fjesme, Sturla ; 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). Lee, Chi-Chuan ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Dankwah, Boakye. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512.

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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]		paper188
2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		article
2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article11
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: 11		paper
2021Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article43
2020Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters.
[Full Text][Citation analysis]		article186
2018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 186		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]		article178
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: 178		paper
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
[Full Text][Citation analysis]		article176
2021Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176		paper
2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic In: Energy Economics.
[Full Text][Citation analysis]		article47
2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies In: Energy Economics.
[Full Text][Citation analysis]		article32
2024Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures In: Energy Economics.
[Full Text][Citation analysis]		article9
2024How connected is the oil-bank network? Firm-level and high-frequency evidence In: Energy Economics.
[Full Text][Citation analysis]		article5
2024How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence.(2024) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2024The impact of oil shocks on green, clean, and socially responsible markets In: Energy Economics.
[Full Text][Citation analysis]		article4
2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness In: Energy Economics.
[Full Text][Citation analysis]		article75
2021A closer look into the global determinants of oil price volatility In: Energy Economics.
[Full Text][Citation analysis]		article54
2019International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article59
2021Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article291
2020Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 291		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.
[Full Text][Citation analysis]		article8
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: 8		paper
2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article13
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.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2021Time-varying spillovers between housing sentiment and housing market in the United States☆ In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2022Financial market connectedness: The role of investors’ happiness In: Finance Research Letters.
[Full Text][Citation analysis]		article22
2023Model-free connectedness measures In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market In: Finance Research Letters.
[Full Text][Citation analysis]		article24
2024Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve In: Finance Research Letters.
[Full Text][Citation analysis]		article21
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.
[Full Text][Citation analysis]		article198
2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article127
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.
[Full Text][Citation analysis]		article15
2019From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps.(2019) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2022Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article26
2021Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article21
2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach In: Resources Policy.
[Full Text][Citation analysis]		article141
2022Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy.
[Full Text][Citation analysis]		article51
2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach In: Resources Policy.
[Full Text][Citation analysis]		article51
2024Gold, platinum and the predictability of bubbles in global stock markets In: Resources Policy.
[Full Text][Citation analysis]		article2
2021Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article62
2019Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article99
2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness.(2019) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99		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.
[Full Text][Citation analysis]		article38
2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article21
2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2024Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
2021Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article13
2020Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2023Global geopolitical risk and inflation spillovers across European and North American economies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article12
2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article28
2019Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2022Time-varying predictability of financial stress on inequality in United Kingdom In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2020Time-Varying Predictability of Financial Stress on Inequality in United Kingdom.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM.
[Full Text][Citation analysis]		article570
2023Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century In: Mathematics.
[Full Text][Citation analysis]		article12
2021Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
[Full Text][Citation analysis]		article5
2021The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		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.
[Citation analysis]		paper2
2022On the transmission mechanism of Asia‐Pacific yield curve characteristics.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		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.
[Citation analysis]		paper4
2021Time-varying influence of household debt on inequality in United Kingdom.(2021) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers.
[Citation analysis]		paper1
2020Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom In: Working Papers.
[Citation analysis]		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.
[Full Text][Citation analysis]
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]		paper38
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]		paper17
2021Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach In: Working Papers.
[Citation analysis]		paper10
2024Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach.(2024) In: Financial Innovation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
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]		paper9
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.
[Full Text][Citation analysis]		article33
2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification In: The Annals of Regional Science.
[Full Text][Citation analysis]		article6
2024Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers In: Financial Innovation.
[Full Text][Citation analysis]		article0
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.
[Citation analysis]		chapter5
2022Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books.
[Citation analysis]		chapter78
2023Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets In: Applied Economics.
[Full Text][Citation analysis]		article7
2024Investigating dynamic connectedness of global equity markets: the role of investor attention In: Applied Economics.
[Full Text][Citation analysis]		article0
2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2021The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
2020Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms In: Journal of Forecasting.
[Full Text][Citation analysis]		article56
2022Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning In: Journal of Forecasting.
[Full Text][Citation analysis]		article4

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