David Gabauer

8.3k total citations · 11 hit papers
86 papers, 5.7k citations indexed

About

David Gabauer is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, David Gabauer has authored 86 papers receiving a total of 5.7k indexed citations (citations by other indexed papers that have themselves been cited), including 81 papers in Economics and Econometrics, 39 papers in General Economics, Econometrics and Finance and 28 papers in Finance. Recurrent topics in David Gabauer's work include Market Dynamics and Volatility (78 papers), Energy, Environment, Economic Growth (42 papers) and Monetary Policy and Economic Impact (37 papers). David Gabauer is often cited by papers focused on Market Dynamics and Volatility (78 papers), Energy, Environment, Economic Growth (42 papers) and Monetary Policy and Economic Impact (37 papers). David Gabauer collaborates with scholars based in Austria, Greece and United Kingdom. David Gabauer's co-authors include Ioannis Chatziantoniou, Nikolaos Antonakakis, Rangan Gupta, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Alexis Stenfors, Fernando Pérez de Gracia, Elie Bouri, George Filis and Juncal Cuñado and has published in prestigious journals such as Journal of Cleaner Production, Energy Economics and Physica A Statistical Mechanics and its Applications.

In The Last Decade

David Gabauer

82 papers receiving 5.6k citations

Hit Papers

Refined Measures of Dynamic Connectedness based on Time-V... 2018 2026 2020 2023 2020 2020 2021 2021 2022 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
    2020 946 citations Nikolaos Antonakakis, Ioannis Chatziantoniou et al. profile →
  2. Return connectedness across asset classes around the COVID-19 outbreak
    2020 482 citations Elie Bouri, David Gabauer et al. International Review of Financial Analysis profile →
  3. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
    2021 333 citations Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah et al. Global Finance Journal profile →
  4. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
    2021 309 citations Ioannis Chatziantoniou, David Gabauer et al. profile →
  5. Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets
    2022 305 citations Ioannis Chatziantoniou, Emmanuel Joel Aikins Abakah et al. profile →
  6. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
    2021 290 citations Mehmet Balcılar, David Gabauer et al. profile →
  7. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach
    2018 287 citations David Gabauer, Rangan Gupta profile →
  8. Dynamic connectedness of uncertainty across developed economies: A time-varying approach
    2018 266 citations Nikolaos Antonakakis, David Gabauer et al. profile →
  9. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
    2019 225 citations Nikolaos Antonakakis, Ioannis Chatziantoniou et al. profile →
  10. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
    2020 187 citations Ioannis Chatziantoniou, David Gabauer profile →
  11. Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system
    2021 128 citations David Gabauer profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
David Gabauer Austria 32 5.5k 1.5k 1.2k 1.2k 682 86 5.7k
Sang Hoon Kang South Korea 47 6.4k 1.2× 1.8k 1.2× 1.2k 1.0× 1.4k 1.2× 942 1.4× 197 6.7k
Ioannis Chatziantoniou United Kingdom 29 4.4k 0.8× 1.0k 0.7× 1.1k 0.9× 1.2k 1.0× 453 0.7× 65 4.7k
Seong‐Min Yoon South Korea 39 4.5k 0.8× 1.8k 1.2× 1.1k 0.9× 837 0.7× 445 0.7× 182 4.9k
Zaghum Umar United Arab Emirates 41 4.9k 0.9× 1.5k 1.0× 922 0.8× 808 0.7× 706 1.0× 145 5.3k
Mobeen Ur Rehman Pakistan 36 3.1k 0.6× 847 0.6× 557 0.5× 755 0.7× 626 0.9× 152 3.4k
Afees A. Salisu Nigeria 38 4.5k 0.8× 1.2k 0.8× 1.3k 1.1× 986 0.8× 366 0.5× 202 5.0k
Juan C. Reboredo Spain 41 6.8k 1.2× 2.6k 1.8× 1.7k 1.5× 1.8k 1.5× 302 0.4× 88 7.4k
Rıza Demirer United States 36 4.0k 0.7× 2.0k 1.4× 1.0k 0.9× 723 0.6× 190 0.3× 157 4.5k
Aktham Maghyereh United Arab Emirates 32 3.0k 0.6× 1.1k 0.7× 770 0.7× 856 0.7× 266 0.4× 135 3.5k
Amine Lahiani France 32 3.2k 0.6× 769 0.5× 1.0k 0.9× 1.1k 0.9× 405 0.6× 83 3.7k

Countries citing papers authored by David Gabauer

Since Specialization
Citations

This map shows the geographic impact of David Gabauer's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David Gabauer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Gabauer more than expected).

Fields of papers citing papers by David Gabauer

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David Gabauer. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David Gabauer. The network helps show where David Gabauer may publish in the future.

Co-authorship network of co-authors of David Gabauer

This figure shows the co-authorship network connecting the top 25 collaborators of David Gabauer. A scholar is included among the top collaborators of David Gabauer based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with David Gabauer. David Gabauer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Chatziantoniou, Ioannis, David Gabauer, & Alexis Stenfors. (2025). US sectoral stock market volatility and geopolitical risk categories. Finance research letters. 76. 106916–106916. 4 indexed citations
2.
3.
Zhang, Yunhan, et al.. (2024). How connected is the oil-bank network? Firm-level and high-frequency evidence. Energy Economics. 136. 107684–107684. 8 indexed citations
4.
Balli, Faruk, et al.. (2024). Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. International Review of Economics & Finance. 93. 121–139. 8 indexed citations
5.
Bouri, Elie, David Gabauer, Rangan Gupta, & Harald Kinateder. (2023). Global geopolitical risk and inflation spillovers across European and North American economies. Research in International Business and Finance. 66. 102048–102048. 35 indexed citations
6.
Gabauer, David, Ioannis Chatziantoniou, & Alexis Stenfors. (2023). Model-Free Connectedness Measures. SSRN Electronic Journal. 1 indexed citations
7.
Naeem, Muhammad Abubakr, Ioannis Chatziantoniou, David Gabauer, & Sitara Karim. (2023). Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. International Review of Financial Analysis. 91. 102986–102986. 24 indexed citations
8.
Balli, Faruk, et al.. (2023). Contemporaneous and lagged R 2 decomposed connectedness approach: New evidence from the energy futures market. Finance research letters. 57. 104168–104168. 35 indexed citations
9.
Dash, Saumya Ranjan, et al.. (2023). Investigating dynamic connectedness of global equity markets: the role of investor attention. Applied Economics. 56(55). 7222–7243.
10.
Gabauer, David & Alexis Stenfors. (2023). Quantile-on-Quantile Connectedness Measures: Evidence From the US Treasury Yield Curve. SSRN Electronic Journal. 2 indexed citations
11.
Balcılar, Mehmet, David Gabauer, Rangan Gupta, & Christian Pierdzioch. (2023). Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century. Mathematics. 11(9). 2077–2077. 6 indexed citations
12.
Antonakakis, Nikolaos, David Gabauer, & Ioannis Chatziantoniou. (2023). What is Driving Connectedness? Stylized Facts from Mean and Volatility Dynamics. SSRN Electronic Journal. 1 indexed citations
13.
Çepni, Oğuzhan, et al.. (2023). Time-Varying Spillover of us Trade War on the Growth of Emerging Economies. ˜The œJournal of developing areas. 57(1). 167–181.
14.
Gabauer, David, Rangan Gupta, Hardik A. Marfatia, & Stephen M. Miller. (2023). Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. International Review of Economics & Finance. 89. 349–362. 31 indexed citations
15.
Naeem, Muhammad Abubakr, Ioannis Chatziantoniou, David Gabauer, & Sitara Karim. (2023). Measuring the G20 Stock Market Return Transmission Mechanism: Evidence from the R2 Connectedness Approach. SSRN Electronic Journal. 2 indexed citations
16.
Naeem, Muhammad Abubakr, Ioannis Chatziantoniou, David Gabauer, & Sitara Karim. (2023). Measuring the G20 Stock Market Return Transmission Mechanism: Evidence From the R2 Connectedness Approach. SSRN Electronic Journal. 6 indexed citations
17.
Gabauer, David, et al.. (2023). Partial least squares regression with multiple domains. Journal of Chemometrics. 37(5). 5 indexed citations
18.
Long, Suwan, Ioannis Chatziantoniou, David Gabauer, & Brian M. Lucey. (2022). Do Social Media Sentiments Drive Cryptocurrency Intraday Price Volatility? Evidence from Dynamic Return and Volatility Connectedness. SSRN Electronic Journal. 2 indexed citations
19.
Tiwari, Aviral Kumar, Emmanuel Joel Aikins Abakah, David Gabauer, & Richard Adjei Dwumfour. (2021). 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. 51. 100692–100692. 333 indexed citations breakdown →
20.
Antonakakis, Nikolaos, Ioannis Chatziantoniou, & David Gabauer. (2018). European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model. SSRN Electronic Journal. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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