Nguyen, T.T.H., Gabauer, D., and Squires, G. Ripple effects in New Zealand regional rent prices: Evidence from the contemporaneous and lagged R2 decomposed connectedness approach with exogenous input. Real Estate Economics.
Gabauer, D., Dang, T., and Nguyen, C.P. The lead-lag relationship of US fiscal policy uncertainty: New evidence from decomposed connectedness measures. Finance Research Letters.
Chatziantoniou, I., Gabauer, D., and Stenfors, A. US sectoral stock market volatility and geopolitical risk categories. Finance Research Letters.
Cocca, T., Gabauer, D., & Pomberger, S. Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures. Energy Economics.
Elsayed, A.H., Khalfaoui, R., Nasreen, S., & Gabauer, D. The impact of oil shocks on green, clean, and socially responsible markets. Energy Economics.
Dang, T.H.N., Balli, F., Balli, H.O., Gabauer, D., & Nguyen, T.T.H. Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. International Review of Economics and Finance.
Zhang, Y., Ji, Q., Gabauer, D., & Gupta, R. How connected is the oil-bank network? Firm-level and high-frequency evidence. Energy Economics.
Long, S., Chatziantoniou, I., Gabauer, S., & Lucey, B. Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures. European Journal of Finance.
Gabauer, D., Gupta, R., Marfatia, H., & Miller, S.M. Estimating US housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and Ridge vector autoregressive models. International Review of Economics and Finance.
Cunado, J., Gabauer, D., & Gupta, R. Realized volatility spillovers between energy and metal markets: A time-varying connectedness approach. Financial Innovation.
Gabauer, D., & Stenfors, A. Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve. Finance Research Letters.
Demirer, R., Gabauer, D., Gupta, R., & Nielsen, J. Gold, platinum and the predictability of bubbles in global stock markets. Resources Policy.
Bouri, E., Ghaemi, A.M., Darehshiri, S., & Gabauer, D. Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers. Financial Innovation.
Cunado, J., Gabauer, D., & Gupta, R. On the propagation mechanism of international real interest rate spillovers: Evidence from more than 200 years of data. Applied Economics.
Bouri, E., Gabauer, D., Gupta, R., & Kinateder, H. Geopolitical Risk and Inflation Spillovers across European and North American Economies. Research in International Business and Finance.
Naeem, M.A., Chatziantoniou, I., Gabauer, D., & Karim, S. Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. International Review of Financial Analysis.
Antonakakis, N., Cunado, J., Filis, G., Gabauer, D., & de Gracia, F.P. Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic. International Review of Economics and Finance.
Bouri, E., Darehshiri, S., Gabauer, D., & Asl, MG. Good and bad volatility spillovers in the cryptocurrency market: New evidence from a TVP-VAR asymmetric connectedness approach. Financial Innovation.
Balli, F., Balli, H.O., Dang, T., & Gabauer, D. Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. Finance Research Letters.
Mikulasek, B., Diaz, V.F., Gabauer, D., Herwig, C., & Nikuad-Langerodi, R. Partial least squares regression with multiple domains Journal of Chemometrics.
Gabauer, D., Chatziantoniou, I., Stenfors, A. Model-free connectedness measures. Finance Research Letters.
Cunado, J., Gabauer, D., Chatziantoniou, I., Gracia, FP., & Marfatia, H. Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. Journal of Commodity Markets.
Chatziantoniou, I., Elsayed, A.H., Gabauer, D., & Gozgor, G. Oil price shocks and exchange rate dynamics: New evidence from decomposed and partial connectedness measures for oil importing and exporting economies. Energy Economics.
Chatziantoniou, I., Gabauer, D., & Gupta, R. Integration and risk transmission in the market for crude oil: A time-varying parameter frequency connectedness approach. Resources Policy.
Apergis, N., Chatziantoniou, I., & Gabauer, D. Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets. Applied Economics.
Adekoya, O.B., Akinseye, A.B., Antonakakis, N., Chatziantoniou, I., Gabauer, D., & Oliyide, J. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies. Resources Policy.
Berisha, E., Gabauer, D., Gupta, R., & Nel, J. Time-varying predictability of financial stress on inequality in the United Kingdom. Journal of Economic Studies.
Chatziantoniou, I., Floros, C., & Gabauer, D. Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19: An application based on the TVP-VAR extended joint connectedness approach. Applications in Energy Finance.
Tiwari, A.K., Abakah, E.J.A., Gabauer, D., & Dwumfour, R.A. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investment strategies. Global Finance Journal.
Stenfors, A., Chatziantoniou, I., & Gabauer, D. The Evolution of Monetary Policy Focal Points. Journal of Economic Issues.
Chatziantoniou, I., Abakah, E.J.A., Gabauer, D., & Tiwari, A.K. Quantile time-frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets. Journal of Cleaner Production.
Chatziantoniou, I., Gabauer, D., & De Gracia, F. P. Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. Energy Economics.
Salisu, A.A., Pierdzioch, C., Gupta, R., & Gabauer, D. 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.
Stenfors, A., Chatziantoniou, I., & Gabauer, D. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. Journal of International Financial Markets, Institutions & Money.
Broadstock, DC., Chatziantoniou, I., & Gabauer, D. Minimum connectedness portfolios and the market for green bonds: Advocating socially responsible investment (SRI) activity. Applications in Energy Finance.
Balcilar, M., Gabauer, D., Gupta, R., & Pierdzioch, C. Uncertainty and forecastability of regional output growth in the United Kingdom: Evidence from Machine Learning. Journal of Forecasting.
Berisha, E., Gabauer, D., Gupta, R., & Lau, C.K.M. Time-varying influence of household debt on inequality in the United Kingdom. Empirical Economics.
Gabauer, D., Gupta, R., & Nel, J. Time-varying predictability of labor productivity on inequality in the United Kingdom. Social Indicators Research.Â
Antonakakis, N., Chatziantoniou, I., & Gabauer, D. A regional decomposition of US housing prices and volume: Market dynamics and Portfolio diversification. Annals of Regional Sciences.
Chatziantoniou, I., Filippidis, M., Filis, G., & Gabauer, D. A closer look into the global determinants of oil price volatility. Energy Economics.
Gabauer, D. (2021). Dynamic measures of asymmetric and pairwise spillovers within an optimal currency area: Evidence from the ERM I system. Journal of Multinational Financial Management.
Buchgeher, G., Gabauer, D., Martinez-Gil, J., & Ehrlinger, L. Knowledge Graphs in manufacturing and production: A systematic literature review. IEEE Access.
Chatziantoniou, I., Gabauer, D., & Stenfors, A. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach. Economics Letters.
Balcilar, M., Gabauer, D., & Umar, Z.. Crude oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. Resources Policy.
Andre, C., Gabauer, D., & Gupta, R. Time-varying spillovers between housing sentiment and housing market in the United States. Finance Research Letters.
Bouri, E., Gabauer, D., Gupta, R., & Tiwari, A. K. Volatility connectedness of major cryptocurrencies: The role of investor happiness. Journal of Behavioral and Experimental Finance.
Antonakakis, N., Chatziantoniou, I., & Gabauer, D. The impact of Euro through time: Exchange rate dynamics under different regimes. International Journal of Finance & Economics.
Bouri, E., Cepni, O., Gabauer, D., & Gupta, R. Return connectedness across asset classes around the COVID-19 outbreak. International Review of Financial Analysis.
Demirer, R., Gabauer, D., Gupta, R., & Ji, Q. Monetary policy and speculative spillovers in financial markets. Research in International Business & Finance.
Bouri, E., Demirer, R., Gabauer, D., & Gupta, R. Financial market connectedness: The role of investors’ happiness. Finance Research Letters.
Chatziantoniou, I., Gabauer, D., & Marfatia, H. Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. Scottish Journal of Political Economy.
Chatziantoniou, I., & Gabauer, D. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. Quarterly Review of Economics & Finance Economics.
Antonakakis, N., Chatziantoniou, I., & Gabauer, D. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management. (Best Paper Award)
Antonakakis, N., Cunado, J., Filis, G., Gabauer, D., & De Gracia, F. P. Oil and asset classes implied volatilities: dynamic connectedness and investment strategies. Energy Economics.
Gabauer, D. Volatility impulse responses for DCC-GARCH: The role of volatility transmission mechanisms. Journal of Forecasting.
Christou, C., Gabauer, D., & Gupta, R. Time-varying impact of uncertainty shocks on macroeconomic variables of the United Kingdom: Evidence from over 150 years of monthly data. Finance Research Letter.
Gabauer, D., Gupta, R., & Subramaniam, S. On the transmission mechanism of Asia-Pacific yield curve characteristics. International Journal of Finance and Economics.
Chatziantoniou, I., Gabauer, D., & Stenfors, A. 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.
Antonakakis, N., Gabauer, D., & Gupta, R. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. International Review of Financial Analysis.
Antonakakis, N., Gabauer, D., & Gupta, R. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. Physica A: Statistical Mechanics and Its Applications.
Antonakakis, N., Chatziantoniou, I., & Gabauer, D. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. Journal of International Financial Markets, Institutions and Money.
Gabauer, D., & Gupta, R. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. Structural Change and Economic Dynamics.
Antonakakis, N., Chatziantoniou, I., Floros, C., & Gabauer, D. The dynamic connectedness of UK regional property returns. Urban Studies.
Gabauer, D., & Gupta, R. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. Economics Letters.
Antonakakis, N., Gabauer, D., Gupta, R., & Plakandaras, V. Dynamic connectedness of uncertainty across developed economies: A time-varying approach. Economics Letters.
Antonakakis, N., Cunado, J., Filis, G., Gabauer, D., & De Gracia, F. P. Oil volatility, oil and gas firms and portfolio diversification. Energy Economics.