Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions N Antonakakis, I Chatziantoniou, D Gabauer Journal of Risk and Financial Management 13 (4), 84, 2020 | 888* | 2020 |
Return connectedness across asset classes around the COVID-19 outbreak E Bouri, O Cepni, D Gabauer, R Gupta International Review of Financial Analysis, 2021 | 445 | 2021 |
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios N Antonakakis, I Chatziantoniou, D Gabauer Journal of International Financial Markets, Institutions & Money 61, 37-51, 2019 | 274 | 2019 |
Oil volatility, oil and gas firms and portfolio diversification N Antonakakis, J Cunado, G Filis, D Gabauer, FP De Gracia Energy Economics 70, 499-515, 2018 | 271 | 2018 |
Dynamic connectedness of uncertainty across developed economies: A time-varying approach N Antonakakis, D Gabauer, R Gupta, V Plakandaras Economics Letters 166, 63-75, 2018 | 269 | 2018 |
On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach D Gabauer, R Gupta Economics Letters 171, 63-71, 2018 | 258 | 2018 |
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies AK Tiwari, EJA Abakah, D Gabauer, RA Dwumfour Global Finance Journal 51, 100692, 2022 | 248 | 2022 |
Crude oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach M Balcilar, D Gabauer, Z Umar Resources Policy 73, 102219, 2021 | 241 | 2021 |
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach I Chatziantoniou, D Gabauer, A Stenfors Economics Letters 204, 109891, 2021 | 185 | 2021 |
Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets I Chatziantoniou, EJA Abakah, D Gabauer, AK Tiwari Journal of Cleaner Production 361, 132088, 2022 | 169 | 2022 |
EMU-risk synchronisation and financial fragility through the prism of dynamic connectedness I Chatziantoniou, D Gabauer The Quarterly Review of Economics & Finance 79, 1-14, 2021 | 147 | 2021 |
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness N Antonakakis, J Cundao, G Filis, D Gabauer, F Perez de Gracia Energy Economics 91, 104762, 2020 | 133* | 2020 |
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system D Gabauer Journal of Multinational Financial Management 60, 100680, 2021 | 123 | 2021 |
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms D Gabauer Journal of Forecasting 39 (5), 788-796, 2020 | 105 | 2020 |
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression N Antonakakis, D Gabauer, R Gupta International Review of Financial Analysis 65, 101382, 2019 | 103 | 2019 |
Minimum connectedness portfolios and the market for green bonds: Advocating socially responsible investment (SRI) activity DC Broadstock, I Chatziantoniou, D Gabauer Applications in Energy Finance: The Energy Sector, Economic Activity …, 2022 | 101 | 2022 |
A closer look into the global determinants of oil price volatility I Chatziantoniou, M Filippidis, G Filis, D Gabauer Energy Economics 95, 105092, 2021 | 91 | 2021 |
Knowledge Graphs in manufacturing and production: A systematic literature review G Buchgeher, D Gabauer, J Martinez-Gil, L Ehrlinger IEEE Access 9, 55537-55554, 2021 | 90 | 2021 |
Volatility connectedness of major cryptocurrencies: The role of investor happiness E Bouri, D Gabauer, R Gupta, AK Tiwari Journal of Behavioral and Experimental Finance 30, 100463, 2021 | 86 | 2021 |
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach I Chatziantoniou, D Gabauer, R Gupta Resources Policy 84, 103729, 2023 | 78* | 2023 |