David Gabauer
Personal Details
First Name: | David |
Middle Name: | |
Last Name: | Gabauer |
Suffix: | |
RePEc Short-ID: | pga953 |
[This author has chosen not to make the email address public] | |
http://sites.google.com/view/davidgabauer | |
Terminal Degree: | 2018 Department Volkswirtschaft; WU Wirtschaftsuniversität Wien (from RePEc Genealogy) |
Affiliation
Software Competence Center Hagenberg
https://www.scch.at/Hagenberg
Softwarepark 32a, 4232 Hagenberg im Mühlkreis
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024.
"How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence,"
Working Papers
202405, University of Pretoria, Department of Economics.
- Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024. "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, vol. 136(C).
- Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder, 2023. "Geopolitical Risk and Inflation Spillovers across European and North American Economies," Working Papers 202304, University of Pretoria, Department of Economics.
- Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023. "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers 202317, University of Pretoria, Department of Economics.
- David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022. "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers 202228, University of Pretoria, Department of Economics.
- Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021.
"Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach,"
Working Papers in Economics & Finance
2021-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021. "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, vol. 204(C).
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021.
"Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios,"
Working Papers
202161, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022. "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021.
"The Evolution of Monetary Policy Focal Points,"
Working Papers in Economics & Finance
2021-10, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2022. "The Evolution of Monetary Policy Focal Points," Journal of Economic Issues, Taylor & Francis Journals, vol. 56(2), pages 348-355, April.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021.
"Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century,"
Working Papers
202183, University of Pretoria, Department of Economics.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, vol. 11(9), pages 1-21, April.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers 202111, University of Pretoria, Department of Economics.
- Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021. "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers 202152, University of Pretoria, Department of Economics.
- Juncal Cunado & David Gabauer & Rangan Gupta, 2021.
"Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach,"
Working Papers
202180, University of Pretoria, Department of Economics.
- Juncal Cunado & David Gabauer & Rangan Gupta, 2024. "Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-17, December.
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021.
"Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves,"
Working Papers in Economics & Finance
2021-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022. "Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021. "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers 202147, University of Pretoria, Department of Economics.
- Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020.
"Return Connectedness across Asset Classes around the COVID-19 Outbreak,"
Working Papers
202047, University of Pretoria, Department of Economics.
- Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021. "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, vol. 73(C).
- Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020.
"Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness,"
Working Papers
202059, University of Pretoria, Department of Economics.
- Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021. "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020.
"Monetary Policy and Speculative Spillovers in Financial Markets,"
Working Papers
202032, University of Pretoria, Department of Economics.
- Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021. "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, vol. 56(C).
- Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020.
"Time-Varying Influence of Household Debt on Inequality in United Kingdom,"
Working Papers
202017, University of Pretoria, Department of Economics.
- Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021. "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, vol. 61(4), pages 1917-1933, October.
- Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020.
"Time-Varying Predictability of Financial Stress on Inequality in United Kingdom,"
Working Papers
202030, University of Pretoria, Department of Economics.
- Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022. "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(5), pages 987-1007, August.
- Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020. "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers 202002, University of Pretoria, Department of Economics.
- Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2020.
"Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market,"
Working Papers in Economics & Finance
2020-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2022. "Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(3), pages 283-300, July.
- Christophe Andre & David Gabauer & Rangan Gupta, 2020. "Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States," Working Papers 202091, University of Pretoria, Department of Economics.
- David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020.
"Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom,"
Working Papers
202084, University of Pretoria, Department of Economics.
- David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021. "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 155(3), pages 771-788, June.
- Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020. "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers 202022, University of Pretoria, Department of Economics.
- David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020.
"Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models,"
Working Papers
202065, University of Pretoria, Department of Economics.
- Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024. "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 349-362.
- David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020. "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers 2020-08, University of Connecticut, Department of Economics.
- Ioannis Chatziantoniou & David Gabauer, 2019.
"EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness,"
Working Papers in Economics & Finance
2019-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Chatziantoniou, Ioannis & Gabauer, David, 2021. "EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 1-14.
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2019.
"From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps,"
Working Papers in Economics & Finance
2019-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020. "From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
- Christina Christou & David Gabauer & Rangan Gupta, 2019.
"Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data,"
Working Papers
201962, University of Pretoria, Department of Economics.
- Christou, Christina & Gabauer, David & Gupta, Rangan, 2020. "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, vol. 37(C).
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019. "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance 2019-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- David Gabauer & Rangan Gupta, 2019.
"Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach,"
Working Papers
201944, University of Pretoria, Department of Economics.
- Gabauer, David & Gupta, Rangan, 2020. "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 167-173.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers 201840, University of Pretoria, Department of Economics.
- Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018.
"On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics,"
Working Papers
201864, University of Pretoria, Department of Economics.
- David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022. "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 473-488, January.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018.
"Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach,"
Working Papers
201802, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018. "Dynamic connectedness of uncertainty across developed economies: A time-varying approach," Economics Letters, Elsevier, vol. 166(C), pages 63-75.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers 201806, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018.
"Oil volatility, oil and gas firms and portfolio diversification,"
BAFES Working Papers
BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018. "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, vol. 70(C), pages 499-515.
- David Gabauer & Rangan Gupta, 2018.
"On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach,"
Working Papers
201829, University of Pretoria, Department of Economics.
- Gabauer, David & Gupta, Rangan, 2018. "On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach," Economics Letters, Elsevier, vol. 171(C), pages 63-71.
Articles
- Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024. "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Gabauer, David & Stenfors, Alexis, 2024. "Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve," Finance Research Letters, Elsevier, vol. 60(C).
- Juncal Cunado & David Gabauer & Rangan Gupta, 2024.
"Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-17, December.
- Juncal Cunado & David Gabauer & Rangan Gupta, 2021. "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers 202180, University of Pretoria, Department of Economics.
- Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024.
"Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models,"
International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 349-362.
- David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020. "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers 2020-08, University of Connecticut, Department of Economics.
- David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020. "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working Papers 202065, University of Pretoria, Department of Economics.
- Nicholas Apergis & Ioannis Chatziantoniou & David Gabauer, 2023. "Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets," Applied Economics, Taylor & Francis Journals, vol. 55(24), pages 2740-2754, May.
- Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023. "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, vol. 120(C).
- Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan, 2023. "Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach," Resources Policy, Elsevier, vol. 84(C).
- Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis, 2023. "Model-free connectedness measures," Finance Research Letters, Elsevier, vol. 54(C).
- Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia, 2023. "Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Balli, Faruk & Balli, Hatice Ozer & Dang, Tam Hoang Nhat & Gabauer, David, 2023. "Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market," Finance Research Letters, Elsevier, vol. 57(C).
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023.
"Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century,"
Mathematics, MDPI, vol. 11(9), pages 1-21, April.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers 202183, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2023. "Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 114-123.
- Bouri, Elie & Gabauer, David & Gupta, Rangan & Kinateder, Harald, 2023. "Global geopolitical risk and inflation spillovers across European and North American economies," Research in International Business and Finance, Elsevier, vol. 66(C).
- Chatziantoniou, Ioannis & Gabauer, David & Perez de Gracia, Fernando, 2022. "Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic," Energy Economics, Elsevier, vol. 111(C).
- Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Gabauer, David & Dwumfour, Richard Adjei, 2022. "Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies," Global Finance Journal, Elsevier, vol. 51(C).
- David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022.
"On the transmission mechanism of Asia‐Pacific yield curve characteristics,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 473-488, January.
- Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018. "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers 201864, University of Pretoria, Department of Economics.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2022. "Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1049-1064, September.
- Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2022.
"Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(3), pages 283-300, July.
- Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2020. "Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market," Working Papers in Economics & Finance 2020-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David, 2022.
"Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021. "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance 2021-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).
- Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022. "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, vol. 44(C).
- Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2022.
"The Evolution of Monetary Policy Focal Points,"
Journal of Economic Issues, Taylor & Francis Journals, vol. 56(2), pages 348-355, April.
- Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021. "The Evolution of Monetary Policy Focal Points," Working Papers in Economics & Finance 2021-10, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022.
"Time-varying predictability of financial stress on inequality in United Kingdom,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(5), pages 987-1007, August.
- Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020. "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers 202030, University of Pretoria, Department of Economics.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022.
"Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios,"
International Review of Financial Analysis, Elsevier, vol. 83(C).
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021. "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers 202161, University of Pretoria, Department of Economics.
- Chatziantoniou, Ioannis & Filippidis, Michail & Filis, George & Gabauer, David, 2021. "A closer look into the global determinants of oil price volatility," Energy Economics, Elsevier, vol. 95(C).
- Chatziantoniou, Ioannis & Gabauer, David, 2021.
"EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 1-14.
- Ioannis Chatziantoniou & David Gabauer, 2019. "EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness," Working Papers in Economics & Finance 2019-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021.
"Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 155(3), pages 771-788, June.
- David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2020. "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Working Papers 202084, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "The impact of Euro through time: Exchange rate dynamics under different regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1375-1408, January.
- André, Christophe & Gabauer, David & Gupta, Rangan, 2021. "Time-varying spillovers between housing sentiment and housing market in the United States☆," Finance Research Letters, Elsevier, vol. 42(C).
- Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021.
"Return connectedness across asset classes around the COVID-19 outbreak,"
International Review of Financial Analysis, Elsevier, vol. 73(C).
- Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020. "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers 202047, University of Pretoria, Department of Economics.
- Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021.
"Monetary policy and speculative spillovers in financial markets,"
Research in International Business and Finance, Elsevier, vol. 56(C).
- Riza Demirer & David Gabauer & Rangan Gupta & Qiang Ji, 2020. "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers 202032, University of Pretoria, Department of Economics.
- Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021.
"Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach,"
Economics Letters, Elsevier, vol. 204(C).
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021. "Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach," Working Papers in Economics & Finance 2021-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Gabauer, David, 2021. "Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
- Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021.
"Volatility connectedness of major cryptocurrencies: The role of investor happiness,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020. "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers 202059, University of Pretoria, Department of Economics.
- Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021.
"Time-varying influence of household debt on inequality in United Kingdom,"
Empirical Economics, Springer, vol. 61(4), pages 1917-1933, October.
- Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020. "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers 202017, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021. "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, vol. 73(C).
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2020. "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," Energy Economics, Elsevier, vol. 91(C).
- Christou, Christina & Gabauer, David & Gupta, Rangan, 2020.
"Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data,"
Finance Research Letters, Elsevier, vol. 37(C).
- Christina Christou & David Gabauer & Rangan Gupta, 2019. "Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data," Working Papers 201962, University of Pretoria, Department of Economics.
- Gabauer, David & Gupta, Rangan, 2020.
"Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach,"
Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 167-173.
- David Gabauer & Rangan Gupta, 2019. "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers 201944, University of Pretoria, Department of Economics.
- Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020.
"From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2019. "From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps," Working Papers in Economics & Finance 2019-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2020. "Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions," JRFM, MDPI, vol. 13(4), pages 1-23, April.
- David Gabauer, 2020. "Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 788-796, August.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019. "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 37-51.
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, vol. 65(C).
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018.
"Oil volatility, oil and gas firms and portfolio diversification,"
Energy Economics, Elsevier, vol. 70(C), pages 499-515.
- Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018. "Oil volatility, oil and gas firms and portfolio diversification," BAFES Working Papers BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
- Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018.
"Dynamic connectedness of uncertainty across developed economies: A time-varying approach,"
Economics Letters, Elsevier, vol. 166(C), pages 63-75.
- Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018. "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers 201802, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & Christos Floros & David Gabauer, 2018. "The dynamic connectedness of UK regional property returns," Urban Studies, Urban Studies Journal Limited, vol. 55(14), pages 3110-3134, November.
- Gabauer, David & Gupta, Rangan, 2018.
"On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach,"
Economics Letters, Elsevier, vol. 171(C), pages 63-71.
- David Gabauer & Rangan Gupta, 2018. "On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach," Working Papers 201829, University of Pretoria, Department of Economics.
Chapters
- David C. Broadstock & Ioannis Chatziantoniou & David Gabauer, 2022. "Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity," Springer Books, in: Christos Floros & Ioannis Chatziantoniou (ed.), Applications in Energy Finance, chapter 0, pages 217-253, Springer.
- Ioannis Chatziantoniou & Christos Floros & David Gabauer, 2022. "Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach," Springer Books, in: Christos Floros & Ioannis Chatziantoniou (ed.), Applications in Energy Finance, chapter 0, pages 145-168, Springer.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- h-index
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (14) 2018-01-22 2018-02-19 2018-05-28 2019-06-24 2019-09-02 2020-02-17 2020-03-23 2020-05-04 2020-09-28 2021-02-22 2021-03-15 2021-05-31 2021-12-20 2022-03-07. Author is listed
- NEP-RMG: Risk Management (9) 2018-04-09 2020-10-12 2021-07-12 2021-08-09 2021-11-29 2022-07-18 2023-04-03 2023-06-19 2024-03-11. Author is listed
- NEP-CBA: Central Banking (7) 2018-02-19 2019-09-02 2020-05-04 2021-03-15 2021-12-20 2022-03-07 2023-04-03. Author is listed
- NEP-URE: Urban and Real Estate Economics (7) 2019-06-17 2019-06-24 2020-08-24 2020-08-24 2020-10-12 2021-02-22 2021-08-09. Author is listed
- NEP-MON: Monetary Economics (6) 2018-02-19 2021-03-15 2021-05-31 2021-12-20 2022-03-07 2023-04-03. Author is listed
- NEP-BAN: Banking (5) 2019-06-24 2021-12-20 2023-04-03 2023-06-19 2024-03-11. Author is listed
- NEP-EEC: European Economics (4) 2018-02-19 2018-08-13 2019-07-22 2021-05-31
- NEP-ENE: Energy Economics (4) 2018-04-09 2021-07-12 2021-11-29 2024-03-11
- NEP-FMK: Financial Markets (4) 2020-02-10 2020-07-13 2022-07-18 2023-06-19
- NEP-FOR: Forecasting (4) 2020-02-17 2020-05-04 2021-02-22 2022-07-18
- NEP-HIS: Business, Economic and Financial History (4) 2019-09-02 2022-03-07 2022-07-18 2023-04-03
- NEP-ORE: Operations Research (4) 2020-08-24 2020-08-24 2021-02-22 2021-08-09
- NEP-NET: Network Economics (2) 2020-06-22 2021-07-12
- NEP-BIG: Big Data (1) 2021-02-22
- NEP-CIS: Confederation of Independent States (1) 2023-04-03
- NEP-CMP: Computational Economics (1) 2021-02-22
- NEP-CNA: China (1) 2024-03-11
- NEP-DEM: Demographic Economics (1) 2022-07-18
- NEP-EFF: Efficiency and Productivity (1) 2020-09-28
- NEP-ETS: Econometric Time Series (1) 2020-07-13
- NEP-EUR: Microeconomic European Issues (1) 2020-03-23
- NEP-GEO: Economic Geography (1) 2021-02-22
- NEP-ICT: Information and Communication Technologies (1) 2020-02-10
- NEP-PAY: Payment Systems and Financial Technology (1) 2020-07-13
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, David Gabauer should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.