About

David Gabauer is a Senior Data Scientist at the Software Competence Center Hagenberg (SCCH), Austria. He is involved in several applied and fundamental industrial research projects related to quality control and predictive maintenance.

David received the B.Sc. and M.Sc. degrees in Economics from Johannes Kepler University in Linz and the PhD degree in Social and Economic Sciences from the Vienna University of Economics and Business, Austria.

His research interests include machine learning, deep learning, computer vision, pattern recognition, international finance, and time series econometrics.

He has published more than 30 articles in widely renowned academic journals. Among the many his work appeared in Energy Economics, Resources Policy, Finance Research Letters, Journal of International Financial Markets, Institutions & Money, International Review of Financial Analysis, International Journal of Finance & Economics, Journal of Behavioral and Experimental Finance, Economics Letters, Empirical Economics, Urban Studies, Annals of Regional Science and Journal of Forecasting. Furthermore, he referees frequently for journals in the fields of economics, finance, and statistics.

Articles in Peer-Reviewed Journals

2022

Broadstock, D., Chatziantoniou, I., & Gabauer, D. Minimum connectedness portfolios and the market for green bonds: Advocating socially responsible investment (SRI) activity. Applications in Energy Finance.

Chatziantoniou, I., Floros, C., & Gabauer, D. Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19: An application based on the TVP-VAR extended joint connectedness approach. Applications in Energy Finance.

Balcilar, M., Gabauer, D., Gupta, R., & Pierdzioch, C. Uncertainty and forecastability of regional output growth in the United Kingdom: Evidence from Machine Learning. Journal of Forecasting.

Chatziantoniou, I., Gabauer, D., & Stenfors, A. The evolution of monetary policy focal points. Journal of Economic Issues.

Tiwari, AK., Aikins Abakah, E., Gabauer, D., & Dwumfour, RA. Green bond, renewable energy stocks and carbon price: Dynamic connectedness, hedging and investment strategies during COVID-19 pandemic. Global Finance Journal.

2021

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

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

Chatziantoniou, I., & Gabauer, D. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. Quarterly Review of Economics and Finance.

Gabauer, D. Dynamic measures of asymmetric and pairwise spillovers within an optimal currency area: Evidence from the ERM I system. Journal of Multinational Financial Management.

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

Chatziantoniou, I., Gabauer, D., & Marfatia, H. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. Scottish Journal of Political Economy.

Bouri, E., Gabauer, D., Gupta, R., & Tiwari, A. Volatility connectedness of major cryptocurrencies: The role of investor happiness. Journal of Behavioral and Experimental Finance.

Bouri, E., Demirer, R., Gabauer, D., & Gupta, R. Financial market connectedness: The role of investors' happiness. Finance Research Letters.

Andre, C., Gabauer, D., & Gupta, R. Time-varying spillovers between housing sentiment and housing market in the United States. Finance Research Letters.

Demirer, R., D Gabauer, D., & Gupta, R. Monetary policy and speculative spillovers in financial markets. Research in International Business and Finance.

Gabauer, D., Gupta, R., Nel, J., & Yamaka, W. Time-varying predictability of labor productivity on inequality in United Kingdom. Social Indicators Research.

Lesame, K., Bouri, E., Gabauer, D., & Gupta, R. On the dynamics of international Real Estate Investment Trust propagation mechanisms: Evidence from time-varying return and volatility connectedness measures. Entropy.

Buchgeher, G., Gabauer, D., Martinez-Gil, J., & Ehrlinger, L. Knowledge Graphs in manufacturing and production: A systematic literature review. IEEE Access.

2020

Antonakakis, N., Chatziantoniou, I., & Gabauer, D. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management. (Best Paper Award)

Gabauer, D. Volatility impulse responses for DCC-GARCH: The role of volatility transmission mechanisms. Journal of Forecasting.

Bouri, E., Cepni, O., Gabauer, D., & Gupta, R. Return connectedness across asset classes around the COVID-19 outbreak. International Review of Financial Analysis.

Chatziantoniou, I., Gabauer, D., & Stenfors, A. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. Journal of International Financial Markets, Institutions and Money.

Antonakakis, N., Cunado, J., Filis, G., Gabauer, D., & De Gracia, F. P. Oil and asset classes implied volatilities: dynamic connectedness and investment strategies. Energy Economics.

Antonakakis, N., Chatziantoniou, I., & Gabauer, D. The impact of euro through time: Exchange rate dynamics under different regimes. International Journal of Finance and Economics.

Gabauer, D., Gupta, R., & Subramaniam, S. On the transmission mechanism of Asia-Pacific yield curve characteristics. International Journal of Finance and Economics.

Antonakakis, N., Chatziantoniou, I., & Gabauer, D. Price and volume dynamics in the US housing market: Evidence from a regional decomposition approach. Annals of Regional Sciences.

Berisha, E., Gabauer, D., Gupta, R., & Lau, CKM. Time-varying influence of household debt on inequality in United Kingdom. Empirical Economics.

Gabauer, D., & Gupta, R. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. Structural Change and Economic Dynamics.

2019

Antonakakis, N., Chatziantoniou, I., & Gabauer, D. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. Journal of International Financial Markets, Institutions and Money.

Antonakakis, N., Gabauer, D., & Gupta, R. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. International Review of Financial Analysis.

Christou, C., Gabauer, D., & Gupta, R. Time-varying impact of uncertainty shocks on macroeconomic variables of the United Kingdom: Evidence from over 150 years of monthly data. Finance Research Letter.

Antonakakis, N., Gabauer, D., & Gupta, R. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. Physica A: Statistical Mechanics and Its Applications.

2018

Gabauer, D., & Gupta, R. On the transmission mechanism of country-specific and international economic uncertainty spillovers: A categorical TVP-VAR decomposition approach. Economics Letters.

Antonakakis, N., Gabauer, D., Gupta, R., & Plakandaras, V. Dynamic connectedness of uncertainty across developed economies: A time-varying approach. Economics Letters.

Antonakakis, N., Cunado, J., Filis, G., Gabauer, D., & De Gracia, F. P. Oil volatility, oil and gas firms and portfolio diversification. Energy Economics.

Antonakakis, N., Chatziantoniou, I., Floros, C., & Gabauer, D. The dynamic connectedness of UK regional property returns. Urban Studies.

Contact

Senior Data Scientist
Data Analysis Systems
Software Competence Center Hagenberg
Softwarepark 32a, 4232 Hagenberg im Mühlkreis, Austria