David Gabauer

Senior Lecturer

Lincoln University

New Zealand

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David Gabauer is a Senior Lecturer at Lincoln University, New Zealand. His research focuses on connectedness in financial markets, including conventional and Islamic cryptocurrencies, clean energy investments, and housing price dynamics. He has explored the implications of social media sentiments on cryptocurrency volatility and the transmission mechanisms in G20 stock markets. His work utilizes advanced econometric techniques to analyze interconnectedness across various asset classes and economic indicators.

Articles (10)

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2025

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2024

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2024

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2024

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2024

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2024

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2024

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2024

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2024

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2024

Collaborators (6)

Ioannis Chatziantoniou

Hellenic Mediterranean University

GREECE

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Juncal Cunado

Full Professor

Public University of Navarre

SPAIN

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Stephen Miller

Professor

University of Nevada

UNITED STATES

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Riza Demirer

Distinguished Research Professor

Southern Illinois University Edwardsville

UNITED STATES

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Alexis Stenfors

Academic, Reader, Reader in Economics and Finance

University of Portsmouth

UNITED KINGDOM

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Brian Lucey

Trinity College Dublin

IRELAND

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David Gabauer

Research Interests

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About

Articles (10)

On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data

Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve

Gold, platinum and the predictability of bubbles in global stock markets

Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures

Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models

Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach

Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers

Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R<sup>2</sup> decomposed connectedness measures

How connected is the oil-bank network? Firm-level and high-frequency evidence

Investigating dynamic connectedness of global equity markets: the role of investor attention

Collaborators (6)

Ioannis Chatziantoniou

Juncal Cunado

Stephen Miller

Riza Demirer

Alexis Stenfors

Brian Lucey

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