Mag. Thomas Wetzlmaier

Research Project Manager

Publikationen

Suche

• 2023

• Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century

  Balcilar, M., Gabauer, D., Gupta, R., & Pierdzioch, C. (2023). Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century. Mathematics, 11(9), 2077.

• Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies

  Chatziantoniou, I., Elsayed, A. H., Gabauer, D., & Gozgor, G. (2023). Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. Energy Economics, 120, 106627.

• Dynamic Connectedness among the Implied Volatilities of Oil Prices and Financial Assets: New Evidence of the COVID-19 Pandemic

  Antonakakis, N., Cunado, J., Filis, G., Gabauer, D., & de Gracia, F. P. (2023). Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic. International Review of Economics & Finance, 83, 114–123.

• Time-varying spillover of US trade war on the growth of emerging economies

  Çepni, O., Gabauer, D., Gupta, R., & Ramabulana, K. (2023). Time-Varying Spillover of us Trade War on the Growth of Emerging Economies. The Journal of Developing Areas, 57(1), 167–181.

• 2022

• Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves

  Stenfors, A., Chatziantoniou, I., & Gabauer, D. (2022). Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. Journal of International Financial Markets, Institutions and Money, 81, 101658.

• Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum

  Salisu, A. A., Pierdzioch, C., Gupta, R., & Gabauer, D. (2022). Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. International Review of Financial Analysis, 83, 102300.

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

  Adekoya, O. B., Akinseye, A. B., Antonakakis, N., Chatziantoniou, I., Gabauer, D., & Oliyide, J. (2022). Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies. Resources Policy, 78, 102877.

• A Comparative Analysis of Anomaly Detection Methods for Predictive Maintenance in SME

  Qasim, M., Khan, M., Mehmood, W., Sobieczky, F., Pichler, M., & Moser, B. (2022). A Comparative Analysis of Anomaly Detection Methods for Predictive Maintenance in SME. Database and Expert Systems Applications - DEXA 2022 Workshops, 22–31.

• A Systematic Mapping Study of Predictive Maintenance in SMEs

  Khan, M., Ahmad, A., Sobieczky, F., Pichler, M., Moser, B. A., & Bukovsky, I. (2022). A Systematic Mapping Study of Predictive Maintenance in SMEs. IEEE Access, 10, 88738–88749.

• On the Creation and Maintenance of a Documentation Generator in an Applied Research Context

  Dorninger, B., Moser, M., Pichler, J., Rappl, M., & Sautter, J. (2022). On the Creation and Maintenance of a Documentation Generator in an Applied Research Context. Database and Expert Systems Applications - DEXA 2022 Workshops, 129–140.

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

  Chatziantoniou, I., Abakah, E. J. A., Gabauer, D., & Tiwari, A. K. (2022). Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets. Journal of Cleaner Production, 361, 132088.

• Time-Varying Predictability of Financial Stress on Inequality in United Kingdom

  Berisha, E., Gabauer, D., Gupta, R., & Nel, J. (2022). Time-varying predictability of financial stress on inequality in United Kingdom. Journal of Economic Studies.

• Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets

  Apergis, N., Chatziantoniou, I., & Gabauer, D. (2022). Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets. Applied Economics, 55(24), 2740–2754.

• Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic

  Chatziantoniou, I., Gabauer, D., & Perez de Gracia, F. (2022). Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. Energy Economics, 111, 106051.

• The Evolution of Monetary Policy Focal Points

  Stenfors, A., Chatziantoniou, I., & Gabauer, D. (2022). The Evolution of Monetary Policy Focal Points. Journal of Economic Issues, 56(2), 348–355.

• Towards a Reference Software Architecture for Human-AI Teaming in Smart Manufacturing

  Haindl, P., Buchgeher, G., Khan, M., & Moser, B. (2022). Towards a Reference Software Architecture for Human-AI Teaming in Smart Manufacturing. 2022 IEEE/ACM 44th International Conference on Software Engineering: New Ideas and Emerging Results (ICSE-NIER).

• 2D nnUNet for classification and segmentation of anatomical structures in fetal torso ultrasound

  Dacho, C., Gabauer, D., Brunner, D., & Fischer, L. (2022). 2D nnUNet for classification and segmentation of anatomical structures in fetal torso ultrasound. Medical Imaging 2022: Image Processing.

• Migrating Cyber-Physical Systems to OPC UA

  Buchgeher, G., Dorninger, B., Klammer, C., Walchshofer, A., & Kern, A. (2022). Migrating Cyber-Physical Systems to OPC UA. Procedia Computer Science, 200, 276–283.

• Root Cause Analysis in the Industrial Domain using Knowledge Graphs: A Case Study on Power Transformers

  Martinez-Gil, J., Buchgeher, G., Gabauer, D., Freudenthaler, B., Filipiak, D., & Fensel, A. (2022). Root Cause Analysis in the Industrial Domain using Knowledge Graphs: A Case Study on Power Transformers. Procedia Computer Science, 200, 944–953.

• Teaming.AI: Enabling Human-AI Teaming Intelligence in Manufacturing

  Hoch, T., Heinzl, B., Czech, G., Khan, M., Waibel, P., Bachhofner, S., Kiesling, E., & Moser, B. A. (2022). Teaming.AI: Enabling Human-AI Teaming Intelligence in Manufacturing. International Conference on Interoperability for Enterprise Systems and Applications (I-ESA)

• 2021

• Value-Oriented Quality Metrics in Software Development: Categorization and Practical Relevance from a Software Engineering Perspective

  Haindl, P., & Plösch, R. (2021). Value‐oriented quality metrics in software development: Practical relevance from a software engineering perspective. IET Software, 16(2), 167–184. Portico.

• Crude Oil Futures Contracts and Commodity Markets: New Evidence from a TVP-VAR Extended Joint Connectedness Approach

  Balcilar, M., Gabauer, D., & Umar, Z. (2021). Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. Resources Policy, 73, 102219.

• Time-varying spillovers between housing sentiment and housing market in the United States

  André, C., Gabauer, D., & Gupta, R. (2021). Time-varying spillovers between housing sentiment and housing market in the United States☆. Finance Research Letters, 42, 101925.

• Adopting Microservices for Industrial Control Systems: A Five Step Migration Path

  Buchgeher, G., Ramler, R., Stummer, H., & Kaufmann, H. (2021). Adopting Microservices for Industrial Control Systems: A Five Step Migration Path. 2021 26th IEEE International Conference on Emerging Technologies and Factory Automation (ETFA ).

• Task-specific Automation in Deep Learning Processes

  Buchgeher, G., Czech, G., Ribeiro, A. S., Kloihofer, W., Meloni, P., Busia, P., Deriu, G., Pintor, M., Biggio, B., Chesta, C., Rinelli, L., Solans, D., & Portela, M. (2021). Task-Specific Automation in Deep Learning Processes. Database and Expert Systems Applications - DEXA 2021 Workshops, 159–169.

• On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measuress

  Lesame, K., Bouri, E., Gabauer, D., & Gupta, R. (2021). On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures. Entropy, 23(8), 1048.

• Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market

  Chatziantoniou, I., Gabauer, D., & Marfatia, H. A. (2021). Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. Scottish Journal of Political Economy, 69(3), 283–300. Portico.

• Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach

  Chatziantoniou, I., Gabauer, D., & Stenfors, A. (2021). Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach. Economics Letters, 204, 109891.

• Financial market connectedness: The role of investors' happiness

  Bouri, E., Demirer, R., Gabauer, D., & Gupta, R. (2022). Financial market connectedness: The role of investors’ happiness. Finance Research Letters, 44, 102075.

• Knowledge Graphs in Manufacturing and Production: A Systematic Literature Review

  Buchgeher, G., Gabauer, D., Martinez-Gil, J., & Ehrlinger, L. (2021) Knowledge Graphs in Manufacturing and Production: A Systematic Literature Review. IEEE Access, vol. 9, pp. 55537-55554.

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

  Chatziantoniou, I., Filippidis, M., Filis, G., & Gabauer, D. (2021). A closer look into the global determinants of oil price volatility. Energy Economics, 95, 105092.

• Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom

  Gabauer, D., Gupta, R., Nel, J., & Yamaka, W. (2021). Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom. Social Indicators Research, 155(3), 771–788.

• 2020

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

  Antonakakis, N., Cunado, J., Filis, G., Gabauer, D., & de Gracia, F. P. (2020). Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. Energy Economics, 91, 104762.

• An early investigation of unit testing practices of component-based software systems

  Buchgeher, G., Fischer, S., Moser, M., & Pichler, J. (2020). An Early Investigation of Unit Testing Practices of Component-Based Software Systems. 2020 IEEE Workshop on Validation, Analysis and Evolution of Software Tests (VST).

• Formalizing architectural rules with ontologies - An industrial evaluation

  Schroder, S., & Buchgeher, G. (2019). Formalizing Architectural Rules with Ontologies - An Industrial Evaluation. 2019 26th Asia-Pacific Software Engineering Conference (APSEC).

• 2019

• Establishing a user-centered design process for human-machine interfaces: Threats to success

  Winterer, M., Salomon, C., Buchgeher, G., Zehethofer, M., & Derntl, A. (2019). Establishing a User-Centered Design Process for Human-Machine Interfaces: Threats to Success. Lecture Notes in Computer Science, 89–102.

• Extracting high-level system specifications from source code via abstract state machines

  Ferrarotti, F., Pichler, J., Moser, M., & Buchgeher, G. (2019). Extracting High-Level System Specifications from Source Code via Abstract State Machines. Lecture Notes in Computer Science, 267–283.

• Applicability of controlled natural languages for architecture analysis and documentation: an industrial case study

  Schröder, S., & Buchgeher, G. (2019). Applicability of controlled natural languages for architecture analysis and documentation. Proceedings of the 13th European Conference on Software Architecture - Volume 2.

• Discovering architectural rules in practice

  Schröder, S., & Buchgeher, G. (2019). Discovering architectural rules in practice. Proceedings of the 13th European Conference on Software Architecture - Volume 2.

• Using decision models for documenting microservice architectures: A student experiment and focus group study

  Haselbock, S., Weinreich, R., & Buchgeher, G. (2019). Using Decision Models for Documenting Microservice Architectures: A Student Experiment and Focus Group Study. 2019 IEEE International Conference on Service-Oriented System Engineering (SOSE).

• An expert interview study on areas of microservice design

  Haselbock, S., Weinreich, R., & Buchgeher, G. (2018). An Expert Interview Study on Areas of Microservice Design. 2018 IEEE 11th Conference on Service-Oriented Computing and Applications (SOCA).

• Benefits and drawbacks of representing and analyzing source code and software engineering artifacts with graph databases

  Ramler, R., Buchgeher, G., Klammer, C., Pfeiffer, M., Salomon, C., Thaller, H., & Linsbauer, L. (2018). Benefits and Drawbacks of Representing and Analyzing Source Code and Software Engineering Artifacts with Graph Databases. Software Quality: The Complexity and Challenges of Software Engineering and Software Quality in the Cloud, 125–148.

• Microservice design space analysis and decision documentation: A case study on API management

  Haselbock, S., Weinreich, R., Buchgeher, G., & Kriechbaum, T. (2018). Microservice Design Space Analysis and Decision Documentation: A Case Study on API Management. 2018 IEEE 11th Conference on Service-Oriented Computing and Applications (SOCA).