Researcher Data Analysis SystemsTelefon: +43 50 343 875 david.gabauer@scch.at Data Science - DAS
I. Chatziantoniou, M. Filippidis, G. Filis, D. Gabauer. A closer look into the global determinants of oil price volatility. Energy Economics, volume 95, pages 105092, DOI: 10.1016/j.eneco.2020.105092, March, 2021.
I. Chatziantoniou, D. Gabauer. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. The Quarterly Review of Economics and Finance, volume 79, pages 1-4, DOI: 10.1016/j.qref.2020.12.003, February, 2021.
R. Demirer, D. Gabauer, R. Gupta, Q. Ji. Monetary Policy and Speculative Spillovers in Financial Markets. Research in International Business and Finance, volume 56, pages 101373, DOI: 10.1016/j.ribaf.2020.101373, April, 2021.
C. André, D. Gabauer, R. Gupta. Time-varying spillovers between housing sentiment and housing market in the United States. Finance Research Letters, pages 101925, DOI: 10.1016/j.frl.2021.101925, January, 2021.
N. Antonakakis, J. Cunado, G. Filis, D. Gabauer, F. Perez de Gracia. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. Energy Economics, volume online first, DOI: 10.1016/j.eneco.2020.104762, July, 2020.
