David Gabauer

Lincoln University - Pennsylvania — United States

Economics, Econometrics and Finance · Social Sciences

35h-index8.1kcitations132works6.42yr avg
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Research Topics

Market Dynamics and Volatility(104), Energy, Environment, Economic Growth(47), Monetary Policy and Economic Impact(45), Complex Systems and Time Series Analysis(16), Financial Markets and Investment Strategies(15)

Publications132 total

Supply constraints, COVID-19, and regional spillovers in Northern Ireland’s rental market
Lincoln University Research Archive (Lincoln University)·2026
Firm-Level Exposure to Geopolitical Risk and Corporate Investment
SSRN Electronic Journal·2026Open Access
Ripple effects in New Zealand regional rent prices: Evidence from the contemporaneous and lagged <i>R</i> 2$^2$‐decomposed connectedness approach with exogenous input
Real Estate Economics·2025
The lead–lag relationship of US fiscal policy uncertainty: New evidence from <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si2.svg" display="inline" id="d1e1080"> <mml:msup> <mml:mrow> <mml:mi>R</mml:mi> </mml:mrow> <mml:mrow> <mml:mn>2</mml:mn> </mml:mrow> </mml:msup> </mml:math> decomposed connectedness measures
Finance research letters·2025Open Access
US sectoral stock market volatility and geopolitical risk categories
Finance research letters·2025· 7 citedOpen Access
Decomposing the Rate of Inflation: Price-Setting and Monetary Policy
SSRN Electronic Journal·2025Open Access
US sectoral stock market volatility and geopolitical risk categories
SSRN Electronic Journal·2025Open Access
Eurozone Sectoral Inflation Networks
SSRN Electronic Journal·2025Open Access
Exploring Market Interdependence Across Fintech, Stock, and Commodity Markets. Measuring Cross-Market Risk with a Dcc-Based Model-Free Framework
SSRN Electronic Journal·2025· 1 citedOpen Access
Stock market bubbles and the forecastability of gold returns and volatility
Applied Stochastic Models in Business and Industry·2024· 2 citedOpen Access
The impact of oil shocks on green, clean, and socially responsible markets
Energy Economics·2024· 30 citedOpen Access
Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.svg" display="inline" id="d1e3261"><mml:msup><mml:mrow/><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:msup></mml:math> decomposed connectedness measures
Energy Economics·2024· 26 cited
How connected is the oil-bank network? Firm-level and high-frequency evidence
Energy Economics·2024· 10 cited
Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers
Financial Innovation·2024· 3 citedOpen Access
Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach
International Review of Economics & Finance·2024· 14 citedOpen Access
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures
European Journal of Finance·2024· 9 cited
Gold, platinum and the predictability of bubbles in global stock markets
Resources Policy·2024· 5 cited
On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data
Applied Economics·2024· 1 cited
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach
Financial Innovation·2024· 18 citedOpen Access
FedMSPC: A Federated Multivariate Statistical Process Control Framework For Privacy-Preserving Process Modeling Across Company Borders
Lecture notes in mechanical engineering·2024· 3 cited
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Frequent Co-authors

Ioannis Chatziantoniou(22), Rangan Gupta(16), Nikolaos Antonakakis(15), Juncal Cuñado(7), Fernando Pérez de Gracia(7), Alexis Stenfors(5), George Filis(5), Elie Bouri(3), Aviral Kumar Tiwari(2), Emmanuel Joel Aikins Abakah(2), Vasilios Plakandaras(2), David C. Broadstock(2), Ahmed H. Elsayed(2), Rıza Demirer(2), Hardik A. Marfatia(2), Oğuzhan Çepni(1), Richard Adjei Dwumfour(1), Mehmet Balcılar(1), Zaghum Umar(1), Oluwasegun B. Adekoya(1)