World's Best Scientists 2026 revealed!
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Rising Stars
2025

D-Index & Metrics

Rising Stars

D-Index
33
Citations
6279
World Ranking
912
National Ranking
2

Economics and Finance

D-Index
38
Citations
8792
World Ranking
2511
National Ranking
10

Research.com Recognitions

  • 2025 - Research.com Rising Stars Award

Overview

David Gabauer is affiliated with Lincoln University in New Zealand. Their research is situated predominantly within the field of Economics, Econometrics and Finance, encompassing 192 publications. A majority of these focus on subfields including Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Renewable Energy, Sustainability and the Environment, and Information Systems.

Their work addresses several main topics, notably Market Dynamics and Volatility, Energy, Environment, Economic Growth, Monetary Policy and Economic Impact, Financial Markets and Investment Strategies, Energy, Environment, and Transportation Policies, Financial Risk and Volatility Modeling, and Complex Systems and Time Series Analysis.

David Gabauer has contributed to journals such as the SSRN Electronic Journal with 29 publications, Energy Economics, Finance Research Letters, Resources Policy, and the International Review of Financial Analysis. Frequent coauthors include Ioannis Chatziantoniou, Rangan Gupta, Alexis Stenfors, Nikolaos Antonakakis, and Elie Bouri.

Recent papers authored or coauthored by David Gabauer include:

  • "Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions" (2020) published in Journal of Risk and Financial Management
  • "Return connectedness across asset classes around the COVID-19 outbreak" (2020) published in International Review of Financial Analysis
  • "Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies" (2021) published in Global Finance Journal
  • "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach" (2021) published in Economics Letters
  • "Quantile time-frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets" (2022) published in Journal of Cleaner Production

Best Publications

  • Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions

    Nikolaos Antonakakis;Nikolaos Antonakakis;Ioannis Chatziantoniou;David Gabauer;David Gabauer

  • Return connectedness across asset classes around the COVID-19 outbreak

    Elie Bouri;Oguzhan Cepni;Oguzhan Cepni;David Gabauer;Rangan Gupta

  • Quantile time-frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets

    Unknown

  • Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies

    Aviral Kumar Tiwari;Emmanuel Joel Aikins Abakah;David Gabauer;Richard Adjei Dwumfour

  • Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach

    Nikolaos Antonakakis;David Gabauer;Rangan Gupta;Vasilios Plakandaras

  • Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach

    Ioannis Chatziantoniou;David Gabauer;Alexis Stenfors

  • Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

    Mehmet Balcilar;David Gabauer;Zaghum Umar

  • On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach

    David Gabauer;Rangan Gupta

  • On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach

    David Gabauer;Rangan Gupta

  • Oil volatility, oil and gas firms and portfolio diversification

    Nikolaos Antonakakis;Juncal Cunado;George Filis;David Gabauer

  • Dynamic connectedness of uncertainty across developed economies: a time-varying approach

    Nikolaos Antonakakis;David Gabauer;Rangan Gupta;Vasilios Plakandaras

  • Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios

    Nikolaos Antonakakis;Nikolaos Antonakakis;Ioannis Chatziantoniou;Ioannis Chatziantoniou;David Gabauer;David Gabauer

  • EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness

    Ioannis Chatziantoniou;David Gabauer

  • Refined Measures of Dynamic Connectedness based on TVP-VAR

    Nikolaos Antonakakis;David Gabauer

  • Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

    Nikolaos Antonakakis;Juncal Cunado;George Filis;David Gabauer

  • Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system

    David Gabauer

  • Volatility impulse response analysis for DCC-GARCH models: The role of volatility transmission mechanisms

    David Gabauer

  • International monetary policy spillovers: evidence from a time-varying parameter vector autoregression

    Nikolaos Antonakakis;Nikolaos Antonakakis;David Gabauer;Rangan Gupta

  • Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic

    Unknown

  • Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies

    Unknown

  • A closer look into the global determinants of oil price volatility

    Ioannis Chatziantoniou;Michail Filippidis;George Filis;David Gabauer

  • Spillovers across macroeconomic, financial and real estate uncertainties : a time-varying approach

    David Gabauer;David Gabauer;Rangan Gupta

  • Volatility connectedness of major cryptocurrencies: The role of investor happiness

    Elie Bouri;David Gabauer;Rangan Gupta;Aviral Kumar Tiwari

  • The dynamic connectedness of UK regional property returns

    Nikolaos Antonakakis;Nikolaos Antonakakis;Ioannis Chatziantoniou;Christos Floros;Christos Floros;David Gabauer

  • Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity

    David C. Broadstock;Ioannis Chatziantoniou;David Gabauer

Frequent Co-Authors

Rangan Gupta
Rangan Gupta University of Pretoria
Nikolaos Antonakakis
Nikolaos Antonakakis University of Nicosia
Elie Bouri
Elie Bouri Lebanese American University
Riza Demirer
Riza Demirer Southern Illinois University Edwardsville
Juncal Cunado
Juncal Cunado University of Navarra
George Filis
George Filis Panteion University
Fernando Perez de Gracia
Fernando Perez de Gracia University of Navarra
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya
Christos Floros
Christos Floros Hellenic Mediterranean University
Mehmet Balcilar
Mehmet Balcilar University of New Haven

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