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 investments 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.