Dirk G. Baur

University of Western Australia - Business School

School of Business

35 Stirling Highway

Crawley, Western Australia 6009

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

  • University of Western Australia - Business School

SCHOLARLY PAPERS

125

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69,738

TOTAL CITATIONS
Rank 1,586

SSRN RANKINGS

Top 1,586

in Total Papers Citations

1,001

Scholarly Papers (125)

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1.

Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold

Number of pages: 29 Posted: 19 Dec 2006 Last Revised: 01 Sep 2015
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 7,072 (2,127)
Citation 227

Abstract:

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safe haven, hedge, hedging, gold, portfolio, stock market, bond market, stock-bond relationship

2.

Case Study: Porsche versus Volkswagen

Number of pages: 12 Posted: 23 Aug 2015
Dirk G. Baur
University of Western Australia - Business School
Downloads 4,944 (3,985)

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Porsche; Volkswagen; takeover; short squeeze; hedge funds

3.

Bitcoin: Medium of Exchange or Speculative Assets?

Number of pages: 31 Posted: 07 Feb 2015 Last Revised: 26 Sep 2017
Dirk G. Baur, Kihoon Hong and Adrian D. Lee
University of Western Australia - Business School, University of Technology Sydney (UTS) and Deakin University - Department of Finance (Property and Real Estate)
Downloads 3,896 (5,887)
Citation 209

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Bitcoin; digital currency; alternative currency; medium of exchange; asset class; safe haven

4.

Is Gold a Safe Haven? International Evidence

Number of pages: 35 Posted: 08 Dec 2009
Dirk G. Baur and Thomas K. J. McDermott
University of Western Australia - Business School and University of Galway
Downloads 2,703 (10,634)
Citation 65

Abstract:

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gold, safe haven, financial markets, uncertainty

5.

The Financial Economics of Gold – A Survey

FIRN Research Paper No. 2628018
Number of pages: 60 Posted: 09 Jul 2015
Fergal A. O'Connor, Brian M. Lucey, Jonathan A. Batten and Dirk G. Baur
University College Cork, Trinity Business School, Trinity College Dublin, RMIT University and University of Western Australia - Business School
Downloads 2,101 (15,880)
Citation 4

Abstract:

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Gold, survey, review

6.

Gold and Geopolitical Risk

Number of pages: 25 Posted: 13 Feb 2018
Dirk G. Baur and Lee A. Smales
University of Western Australia - Business School and University of Western Australia
Downloads 1,691 (22,333)
Citation 11

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Gold; safe haven; geopolitical risks; VIX; precious metals; Bitcoin

7.

The Seasonality of Gold - The Autumn Effect

Number of pages: 22 Posted: 23 Jan 2012 Last Revised: 09 Oct 2012
Dirk G. Baur
University of Western Australia - Business School
Downloads 1,625 (23,711)
Citation 2

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seasonality, anomaly, gold, silver, hedge, safe haven

8.

The Benefits of Financial Markets: A Case Study of European Football Clubs

Number of pages: 20 Posted: 27 Jan 2009 Last Revised: 02 Feb 2009
Dirk G. Baur and Conor McKeating
University of Western Australia - Business School and Dublin City University
Downloads 1,623 (23,765)
Citation 5

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football, public markets, IPO

9.

Central Banks and Gold

FIRN Research Paper
Number of pages: 33 Posted: 17 Sep 2013 Last Revised: 10 Nov 2016
Dirk G. Baur
University of Western Australia - Business School
Downloads 1,539 (25,766)
Citation 1

Abstract:

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gold, manipulation, central banks, gold lending, gold carry trade

10.

Investing in Gold - Market Timing or Buy-and-Hold?

Number of pages: 33 Posted: 17 Jul 2018 Last Revised: 15 Nov 2018
Dirk G. Baur, Hubert Dichtl, Wolfgang Drobetz and Viktoria-Sophie Wendt
University of Western Australia - Business School, dichtl research & consulting GmbH, University of Hamburg and BlackRock, Inc - London
Downloads 1,429 (28,801)

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gold; market efficiency; investment strategies; monthly seasonalities; fundamental factors; technical indicators; superior predictive ability test

11.

What is Co-Movement?

EUR Working Paper No. 20759 EN
Number of pages: 28 Posted: 01 Aug 2004
Dirk G. Baur
University of Western Australia - Business School
Downloads 1,398 (29,735)
Citation 5

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Co-movement, copula, tail dependence, Multinomial Logit Model, Multivariate GARCH

12.

Excess Volatility as an Impediment for a Digital Currency

Number of pages: 40 Posted: 11 Apr 2017 Last Revised: 04 May 2018
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 1,273 (34,113)
Citation 7

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Bitcoin, digital currency, medium of exchange, realized volatility

13.

Does the Mobility of Football Players Influence the Success of the National Team?

IIIS Discussion Paper No. 217
Number of pages: 26 Posted: 18 Apr 2007 Last Revised: 20 Aug 2008
Dirk G. Baur and Sibylle Lehmann
University of Western Australia - Business School and Max Planck Institute for Research on Collective Goods
Downloads 1,268 (34,285)
Citation 17

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Football, International Trade, Transfer market

14.

Gold - Fundamental Drivers and Asset Allocation

Number of pages: 50 Posted: 01 Apr 2013
Dirk G. Baur
University of Western Australia - Business School
Downloads 1,206 (36,836)
Citation 10

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gold, fundamental drivers, risk factors, gold in asset allocation, gold standard

15.

Bitcoin Time-of-Day, Day-of-Week and Month-of-Year Effects in Returns and Trading Volume

Number of pages: 21 Posted: 19 Dec 2017 Last Revised: 21 Dec 2017
Dirk G. Baur, Daniel Cahill, Keith Godfrey and Zhangxin (Frank) Liu
University of Western Australia - Business School, University of Western Australia, Buiness School, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia - Department of Accounting and Finance
Downloads 1,146 (39,704)
Citation 19

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Bitcoin; blockchain; day-of-week effects; January effect; Halloween effect; arbitrage; market efficiency

16.

The Effect of Credit Risk Transfer on Financial Stability

EUR Working Paper No. 21521 EN
Number of pages: 24 Posted: 08 Feb 2006
Dirk G. Baur and Elisabeth Joossens
University of Western Australia - Business School and Joint Research Centre
Downloads 1,089 (42,821)
Citation 11

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CDOs, CDS, Systemic risk, financial stability, securitization, economic capital

17.

How Stable Are Stablecoins?

The European Journal of Finance (forthcoming)
Number of pages: 35 Posted: 02 Mar 2020 Last Revised: 15 Jun 2021
Lai T. Hoang and Dirk G. Baur
The University of Western Australia and University of Western Australia - Business School
Downloads 1,044 (45,424)
Citation 1

Abstract:

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stablecoins; Bitcoin; cryptocurrencies; Tether; financial stability; safe assets

18.

A Safe Haven Index

Number of pages: 44 Posted: 02 Jul 2020 Last Revised: 05 Sep 2024
Dirk G. Baur, Thomas Dimpfl and Javier Pena
University of Western Australia - Business School, University of Hohenheim and University of Hohenheim
Downloads 977 (49,883)

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safe haven, gold, index, financial crisis

19.

Financial Turmoil and Safe Haven Assets

Number of pages: 34 Posted: 14 Feb 2012 Last Revised: 12 May 2013
Dirk G. Baur and Thomas K. J. McDermott
University of Western Australia - Business School and University of Galway
Downloads 952 (51,657)
Citation 15

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safe haven, safe assets, uncertainty, gold, US government bonds, Ellsberg decision rule, ambiguity-aversion, black swan event, contagion

20.

Corporate Integrity

Number of pages: 19 Posted: 29 Aug 2008
Dirk G. Baur
University of Western Australia - Business School
Downloads 878 (57,736)

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integrity, corporate integrity, corporate governance, executive compensation, shareholder activism

21.

Is Gold a Safe Haven in all Currencies?

Number of pages: 34 Posted: 18 Nov 2021
Dirk G. Baur
University of Western Australia - Business School
Downloads 872 (58,268)
Citation 20

Abstract:

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gold, safe haven, currency hedge, stock markets

22.

The Long-Run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises

Number of pages: 28 Posted: 06 Mar 2012 Last Revised: 14 Mar 2015
Dirk G. Baur and Duy Tien Tran
University of Western Australia - Business School and The University of Western Australia - UWA Business School
Downloads 851 (60,254)
Citation 6

Abstract:

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co-integration, nonlinear error-correction, Granger causality, gold, silver, bubbles, financial crisis

23.

Exchange-Traded Funds on Gold - A Free Lunch?

FIRN Research Paper
Number of pages: 23 Posted: 25 Jul 2013 Last Revised: 05 Aug 2013
Dirk G. Baur
University of Western Australia - Business School
Downloads 820 (63,403)
Citation 8

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exchange-traded funds (ETFs), physical ETFs, synthetic ETFs, gold, financialization

24.

The Destruction of a Safe Haven Asset?

Number of pages: 19 Posted: 07 Sep 2012
Dirk G. Baur and Kristoffer J. Glover
University of Western Australia - Business School and University of Technology Sydney (UTS) - UTS Business School
Downloads 805 (64,995)
Citation 4

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safe haven, gold, investor behavior, funding constraints, contagion

25.

Bitcoin, Gold and the Dollar - A Replication and Extension

Number of pages: 21 Posted: 24 Aug 2017 Last Revised: 26 Aug 2017
Dirk G. Baur, Thomas Dimpfl and Konstantin Kuck
University of Western Australia - Business School, University of Hohenheim and University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics
Downloads 802 (65,330)
Citation 30

Abstract:

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replication study, Bitcoin, cryptocurrencies

26.

Flights and Contagion - an Empirical Analysis of Stock-Bond Correlations

IIIS Discussion Paper No. 122
Number of pages: 27 Posted: 02 Mar 2006 Last Revised: 14 Jul 2009
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 791 (66,513)
Citation 20

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flight-to-quality, flight-from-quality, cross-asset contagion, cross-country contagion, multivariate GARCH, panel regression

27.

The (Un-)Sustainability of Bitcoin Investments

Number of pages: 14 Posted: 22 Apr 2019 Last Revised: 15 Jun 2021
Dirk G. Baur and Josua Oll
University of Western Australia - Business School and University of Oldenburg
Downloads 673 (82,289)
Citation 6

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Cryptocurrencies; Bitcoin; Carbon emissions; Climate change; Carbon intensity; Mean–variance analysis

28.

Speculative Trading in the Gold Market

International Review of Financial Analysis, Vol. 39, May 2015
Number of pages: 27 Posted: 25 Oct 2012 Last Revised: 23 Sep 2015
Dirk G. Baur and Kristoffer J. Glover
University of Western Australia - Business School and University of Technology Sydney (UTS) - UTS Business School
Downloads 661 (83,897)
Citation 15

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speculation, gold, bubble, heterogeneous agents, chartists, explosive process

29.

Is Bitcoin a Hedge? How Extreme Volatility Can Destroy the Hedge Property

Finance Research Letters, Forthcoming
Number of pages: 27 Posted: 20 Sep 2021 Last Revised: 22 Jan 2022
Dirk G. Baur, Lai T. Hoang and Md Zakir Hossain
University of Western Australia - Business School, The University of Western Australia and The University of Western Australia
Downloads 650 (85,706)
Citation 3

Abstract:

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Bitcoin, hedge, portfolio diversifier

30.

Stock Return Autocorrelations Revisited: A Quantile Regression Approach

Journal of Empirical Finance, Vol. 19, Issue 2, pp. 251-265, March 2012
Number of pages: 25 Posted: 20 Dec 2011 Last Revised: 09 Oct 2012
Dirk G. Baur, Thomas Dimpfl and Robert Jung
University of Western Australia - Business School, University of Hohenheim and University of Hohenheim - Institute of Economics
Downloads 646 (86,365)
Citation 8

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stock return distribution, quantile autoregression, overreaction and underreaction

31.

I Am a Blockchain Too...

Downloads 642 (87,073)
Citation 16

I Am a Blockchain Too...

Number of pages: 28 Posted: 06 Jun 2018 Last Revised: 19 Dec 2020
Daniel Cahill, Dirk G. Baur, Zhangxin (Frank) Liu and Joey (Wenling) Yang
University of Western Australia, Buiness School, University of Western Australia - Business School, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia
Downloads 338 (185,062)

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Blockchain; Bitcoin; announcement; event study; investor attention.

I Am a Blockchain Too: How Does the Market Respond to Companies’ Interest in Blockchain?

2019 Financial Markets & Corporate Governance Conference
Number of pages: 50 Posted: 22 Jan 2019 Last Revised: 24 Nov 2019
Daniel Cahill, Dirk G. Baur, Zhangxin (Frank) Liu and Joey (Wenling) Yang
University of Western Australia, Buiness School, University of Western Australia - Business School, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia
Downloads 304 (207,579)
Citation 16

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Blockchain; Bitcoin; announcement; event study; investor attention

32.

Financial Contagion and the Real Economy

Downloads 609 (93,197)
Citation 33

Financial Contagion and the Real Economy

CAMA Working Paper No.16/2010
Number of pages: 35 Posted: 01 Sep 2010 Last Revised: 03 Dec 2010
Dirk G. Baur
University of Western Australia - Business School
Downloads 409 (149,556)
Citation 33

Abstract:

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contagion, stock market contagion, sector contagion, financial crisis, financial crisis definition

Financial Contagion and the Real Economy

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 34 Posted: 18 Aug 2010
Dirk G. Baur
University of Western Australia - Business School
Downloads 200 (315,317)

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contagion, stock market contagion, sector contagion, financial crisis, financial crisis definition, crisis period identification

33.

Price Discovery in Bitcoin Spot or Futures?

Number of pages: 35 Posted: 13 May 2018 Last Revised: 01 Dec 2018
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 587 (97,650)
Citation 33

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Bitcoin, Futures, Price Discovery, Co-Integration, Information Shares

34.

The Risk of Beta – Investor Learning and Prospect Theory

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 40 Posted: 15 Jan 2010 Last Revised: 14 Mar 2010
Dirk G. Baur and Niels Schulze
University of Western Australia - Business School and Deutsche Bundesbank - Financial Stability Department
Downloads 552 (105,447)

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Systematic risk, quantile regression, investor learning, herding, prospect theory, correlation asymmetry, asset pricing

35.

Virtual Currencies: Media of Exchange or Speculative Asset?

SWIFT Institute Working Paper No. 2014-007
Number of pages: 33 Posted: 06 Jul 2016
Dirk G. Baur, Kihoon Hong and Adrian D. Lee
University of Western Australia - Business School, University of Technology Sydney (UTS) and Deakin University - Department of Finance (Property and Real Estate)
Downloads 528 (111,458)

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Bitcoin; Virtual Currency; Digital Currency; Alternative Currency; Medium of Exchange; Asset Class; Safe Haven

36.

Integration and Competition in Securities Trading, Clearing and Settlement

Number of pages: 23 Posted: 23 Mar 2006
Dirk G. Baur
University of Western Australia - Business School
Downloads 525 (112,279)

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clearing and settlement, vertical integration, horizontal integration, consolidation, competition

37.

The Bitcoin Gold Correlation Puzzle

Journal of Behavioral and Experimental Finance, forthcoming
Number of pages: 19 Posted: 23 Jul 2021 Last Revised: 22 Jan 2022
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and The University of Western Australia
Downloads 497 (119,976)
Citation 7

Abstract:

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Bitcoin, gold, correlation, similarity, narrative, substitution, catching up

38.

COVID-19 Infection of Australian Companies

Number of pages: 43 Posted: 26 May 2020 Last Revised: 08 Jun 2020
Dirk G. Baur and Allan Trench
University of Western Australia - Business School and The University of Western Australia
Downloads 495 (120,524)
Citation 3

Abstract:

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COVID-19, coronavirus, contagion, systemic risk, idiosyncratic risk

39.

A Flexible Dynamic Correlation Model

Number of pages: 36 Posted: 25 Feb 2003
Dirk G. Baur
University of Western Australia - Business School
Downloads 485 (123,577)
Citation 2

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Multivariate GARCH, BEKK, Covariance Models,

40.

Safe Haven Assets - The Bigger Picture

Number of pages: 29 Posted: 22 Mar 2021
Dirk G. Baur, Thomas Dimpfl and Konstantin Kuck
University of Western Australia - Business School, University of Hohenheim and University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics
Downloads 469 (128,578)

Abstract:

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safe haven, safe assets, quantile regression, crisis

41.

Coexceedances in Financial Markets - a Quantile Regression Analysis of Contagion

University of Tuebingen Economics Discussion Paper No. 253
Number of pages: 23 Posted: 17 Nov 2003
Dirk G. Baur and Niels Schulze
University of Western Australia - Business School and Deutsche Bundesbank - Financial Stability Department
Downloads 458 (132,313)
Citation 16

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Financial Crises, Contagion, Coexceedances, Quantile Regression

42.

The Contradiction of the Time Value of Money and Sustainability

Number of pages: 14 Posted: 13 May 2015
Dirk G. Baur and Thomas Lagoarde-Segot
University of Western Australia - Business School and Euromed Management Marseille
Downloads 429 (143,402)
Citation 2

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time value of money; capital budgeting; inter-generational equity; separation of ownership and management; lack of commitment

43.

Forecasting Bitcoin Volatility: Evidence from the Options Market

Journal of Futures Markets, Forthcoming
Number of pages: 41 Posted: 09 Apr 2020 Last Revised: 08 Jun 2020
Lai T. Hoang and Dirk G. Baur
The University of Western Australia and University of Western Australia - Business School
Downloads 422 (145,703)
Citation 8

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Bitcoin, Bitcoin Options Market, Implied Volatility, Forecasting, Realized Volatility

44.

Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?

Ruhr Economic Paper No. 506
Number of pages: 29 Posted: 08 Feb 2015
Dirk G. Baur, Joscha Beckmann and Robert Czudaj
University of Western Australia - Business School, University of Duisburg-Essen - Department of Economics and Business Administration and University of Duisburg-Essen
Downloads 418 (147,388)
Citation 5

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Bayesian econometrics; dynamic model averaging; forecasting; gold

45.

Stock-Bond Co-Movements and Cross-Country Linkages

IIIS Discussion Paper No. 216
Number of pages: 27 Posted: 05 Apr 2007 Last Revised: 08 Apr 2009
Dirk G. Baur
University of Western Australia - Business School
Downloads 411 (150,261)
Citation 6

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stock market co-movements, bond market co-movements, stock-bond co-movements, flight-to-quality, contagion

46.

Not all Gold Shines in Crisis Times - COVID-19 Evidence

Number of pages: 31 Posted: 23 Aug 2020
Dirk G. Baur and Allan Trench
University of Western Australia - Business School and The University of Western Australia
Downloads 404 (153,226)
Citation 1

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gold, gold shares, safe haven, COVID-19, crises, contagion

47.

The Gold Exposure of Institutional Investors

Number of pages: 51 Posted: 17 Aug 2021
Dirk G. Baur, Lai T. Hoang and Lorenzo Casavecchia
University of Western Australia - Business School, The University of Western Australia and University of Technology Sydney
Downloads 396 (156,733)

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Gold, institutional investors, portfolio diversification, safe haven

48.

Financial Stability and Extreme Market Conditions

European Communities Working Paper No. 22174
Number of pages: 15 Posted: 01 Jun 2006
Niels Schulze and Dirk G. Baur
Deutsche Bundesbank - Financial Stability Department and University of Western Australia - Business School
Downloads 373 (167,549)
Citation 8

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Financial stability, Systemic risk, Contagion, Quantile regression

49.

Global Sensitivity Analysis for Latent Factor Credit Risk Models

Number of pages: 29 Posted: 03 Jan 2005
Dirk G. Baur, Jessica Cariboni and Francesca Campolongo
University of Western Australia - Business School, Joint Research Center of the European Commission and Europoean Commission - Joint Reserach Centre
Downloads 366 (171,146)
Citation 1

Abstract:

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Credit risk model, latent factor model, copula, global sensitivity analysis

50.

Monopoly in Real Life - The Housing Market, Finance and Inequality

Number of pages: 31 Posted: 15 Mar 2017 Last Revised: 30 Jan 2019
Dirk G. Baur
University of Western Australia - Business School
Downloads 364 (172,136)

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house prices; debt; inequality; monetary policy; board game Monopoly

51.

Asymmetric Volatility in Cryptocurrencies

Number of pages: 11 Posted: 29 Mar 2019
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 360 (174,221)
Citation 34

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asymmetric volatility, Bitcoin, cryptocurrencies, FOMO

52.

Bayesian Model Averaging, Ordinary Least Squares and the Price of Gold

Number of pages: 28 Posted: 09 Feb 2017
Dirk G. Baur and Brian M. Lucey
University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 352 (179,120)

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Gold, bayesian model averaging, model uncertainty

53.

A Crypto Safe Haven Against Bitcoin

Number of pages: 15 Posted: 23 Sep 2019 Last Revised: 14 Nov 2022
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and The University of Western Australia
Downloads 349 (181,398)
Citation 13

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Bitcoin, Tether, Cryptocurrencies, Stablecoins, Safe Haven

54.

Electric Vehicle Production and the Price of Lithium

Number of pages: 37 Posted: 30 Nov 2018
Dirk G. Baur and Darren Gan
University of Western Australia - Business School and The University of Western Australia - UWA Business School
Downloads 348 (180,806)
Citation 3

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car manufacturers; electric vehicles; lithium; oil; government regulation

55.

Loaded for Bear: Bitcoin Private Wallets, Exchange Reserves and Prices

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 04 Sep 2021 Last Revised: 25 Jul 2022
Lai T. Hoang and Dirk G. Baur
The University of Western Australia and University of Western Australia - Business School
Downloads 347 (181,398)
Citation 8

Abstract:

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blockchain; bitcoin; exchange reserves; price pressure; on-chain transactions; off-chain transactions

56.

Heterogeneous Expectations in the Gold Market: Specification and Estimation

Journal of Economic Dynamics and Control, Vol. 40, 2014
Number of pages: 40 Posted: 24 Dec 2011 Last Revised: 23 Sep 2015
Dirk G. Baur and Kristoffer J. Glover
University of Western Australia - Business School and University of Technology Sydney (UTS) - UTS Business School
Downloads 344 (183,166)
Citation 3

Abstract:

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gold price, heterogeneous agents, switching, bubbles, STR models

57.

International Investors, Exchange Rates and Equity Prices

FIRN Research Paper
Number of pages: 60 Posted: 03 Feb 2014 Last Revised: 20 Feb 2014
Dirk G. Baur and Isaac Miyakawa
University of Western Australia - Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 343 (183,727)
Citation 1

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exchange rates, equity-currency correlation, international investors, Uncovered Equity Parity

58.

Gold Mining Companies and the Price of Gold

Number of pages: 23 Posted: 27 Feb 2012 Last Revised: 07 May 2014
Dirk G. Baur
University of Western Australia - Business School
Downloads 337 (187,278)
Citation 8

Abstract:

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gold, gold-mining stocks, asymmetric payoff, real options, exchange-traded funds

59.

How To Use Gold as a Safe Haven

Number of pages: 32 Posted: 02 Jun 2023 Last Revised: 17 Oct 2023
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 326 (194,036)

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safe haven, gold, tactical investment, strategic investment, hedging

60.

The Role of Gold and the VIX in Investment Portfolios – A Financial and Sustainability Perspective

Number of pages: 24 Posted: 14 Nov 2017
Dirk G. Baur and Josua Oll
University of Western Australia - Business School and University of Oldenburg
Downloads 325 (195,290)

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gold; sustainability; VIX; carbon emissions

61.

Do Gold Prices Cause Production Costs? Evidence from Country and Company Data

FIRN Research Paper No. 2507733
Number of pages: 27 Posted: 09 Oct 2014 Last Revised: 04 Feb 2015
Fergal A. O'Connor, Dirk G. Baur and Brian M. Lucey
University College Cork, University of Western Australia - Business School and Trinity Business School, Trinity College Dublin
Downloads 302 (210,627)
Citation 1

Abstract:

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gold price, gold production costs, mining, causality, real optionality, Ricardo

62.

Explanatory Mining for Gold: Contrasting Evidence from Simple and Multiple Regressions

Number of pages: 24 Posted: 20 Sep 2010
Dirk G. Baur
University of Western Australia - Business School
Downloads 298 (214,322)
Citation 3

Abstract:

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gold, store of value, inflation hedge, exchange rate, safe haven, uncertainty, cost of carry

63.

Green Gold - A Gold Mining Perspective

Number of pages: 57 Posted: 17 Jan 2020
Dirk G. Baur, Allan Trench and Sam Ulrich
University of Western Australia - Business School, The University of Western Australia and The University of Western Australia
Downloads 289 (220,514)
Citation 1

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gold, sustainable, mining, exploration, environmental, ESG

64.

Predicting the Equity Premium with the Demand for Gold Coins and Bars

FIRN Research Paper
Number of pages: 15 Posted: 05 Jun 2013 Last Revised: 06 Feb 2015
Dirk G. Baur and Gunter Löffler
University of Western Australia - Business School and Ulm University
Downloads 273 (233,732)

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equity premium, stock returns, gold, gold coins, dividend yield, predictive regressions

65.

Think Again: Volatility Asymmetry and Volatility Persistence

Number of pages: 37 Posted: 08 Jul 2016 Last Revised: 09 Feb 2017
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 257 (248,547)
Citation 5

Abstract:

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volatility asymmetry; volatility persistence; volatility feedback; GARCH; realized volatility; jumps; quantile regression

66.

The Structure and Degree of Dependence - A Quantile Regression Approach

Number of pages: 40 Posted: 04 Apr 2011
Dirk G. Baur
University of Western Australia - Business School
Downloads 248 (257,672)
Citation 10

Abstract:

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quantile regression, copula, dependence modelling, tail dependence, contagion, financial crises

67.

Why Do Central Banks Hold Gold? An Analysis of Trust

Number of pages: 50 Posted: 14 Jun 2013 Last Revised: 07 Aug 2013
Dirk G. Baur and Isaac Miyakawa
University of Western Australia - Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 247 (258,705)

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central bank reserves, central bank gold reserves, gold, sovereign debt, trust

68.

Gold Production and the Global Energy Transition

Number of pages: 13 Posted: 27 Oct 2023
Allan Trench, Dirk G. Baur, Sam Ulrich and John Sykes
The University of Western Australia, University of Western Australia - Business School, The University of Western Australia and The University of Western Australia
Downloads 242 (263,924)
Citation 1

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Gold Mining, Energy, Emissions, Economics, Business.

69.

Big Oil in the Transition or Green Paradox? A Capital Market Approach

Number of pages: 47 Posted: 23 Oct 2020 Last Revised: 29 Aug 2022
Dirk G. Baur and Neda Todorova
University of Western Australia - Business School and Griffith University
Downloads 236 (270,350)

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Oil, Clean Energy, Renewable Energy, Transition, Decarbonization, ESG

70.

Why is Gold a Safe Haven? (Presentation Slides)

Journal of Behavioral and Experimental Finance, Forthcoming
Number of pages: 8 Posted: 03 May 2016
Dirk G. Baur and Thomas K. J. McDermott
University of Western Australia - Business School and University of Galway
Downloads 236 (270,350)
Citation 1

Abstract:

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safe haven; safe assets; gold; US government bonds; flight to quality; flight to gold; decision-making under stress; local thinking

71.

The Timing of the Flight to Gold: An Intra-Day Analysis of Gold and the S&P500

Finance Research Letters, Forthcoming
Number of pages: 17 Posted: 23 Sep 2018 Last Revised: 11 May 2019
Dirk G. Baur and Konstantin Kuck
University of Western Australia - Business School and University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics
Downloads 222 (286,853)

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Gold, safe haven, intra-day data, high-frequency

72.

Diversification Is Not A Free Lunch

Number of pages: 21 Posted: 03 Jan 2024
Dirk G. Baur
University of Western Australia - Business School
Downloads 219 (293,109)

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diversification, free lunch, protection, ignorance, Sharpe Ratio, portfolio optimization, Harry Markowitz

73.

Purchasing Power Parity: Granger Causality Tests for the Yen-Dollar Exchange Rate

Tuebingen University Working Paper No. 213
Number of pages: 22 Posted: 17 Jun 2005
Gunther Schnabl and Dirk G. Baur
University of Leipzig - Institute for Economic Policy and University of Western Australia - Business School
Downloads 218 (291,861)
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Yen, yen-dollar exchange rate, purchasing power parity, Granger causality test

74.

Multivariate Contagion and Interdependence

Number of pages: 33 Posted: 23 Jan 2006 Last Revised: 25 Jan 2009
Dirk G. Baur and Renee Fry
University of Western Australia - Business School and Australian National University (ANU) - Department of Economics
Downloads 213 (298,301)
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contagion, interdependence, common movements, panel data, fixed time effects, Asian crisis, equity markets, endogenous crisis period, asymmetries

75.

Digging Deeper - Is Bitcoin Digital Gold? A Mining Perspective

Number of pages: 37 Posted: 17 Apr 2023 Last Revised: 11 Oct 2023
Dirk G. Baur, Jonathan R. Karlsen, Lee A. Smales and Allan Trench
University of Western Australia - Business School, The University of Western Australia, University of Western Australia and The University of Western Australia
Downloads 210 (302,290)

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Bitcoin, gold, mining, decentralized mining, centralized mining, proof of work, proof of stake

76.

Bubbles and Crashes in the Australian Residential Property Market

Number of pages: 40 Posted: 09 Oct 2016 Last Revised: 03 May 2017
Dirk G. Baur and Richard A. Heaney
University of Western Australia - Business School and University of Western Australia
Downloads 208 (305,114)
Citation 2

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Australian housing market, bubbles, crashes; contagion, diversification

77.

Cryptocurrencies are Not Immune to Coronavirus: Evidence from Investor Fear

Number of pages: 41 Posted: 04 Feb 2021 Last Revised: 06 Jun 2021
Lai T. Hoang and Dirk G. Baur
The University of Western Australia and University of Western Australia - Business School
Downloads 204 (310,745)
Citation 4

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cryptocurrencies, bitcoin, coronavirus, pandemic, Google Trends

78.

Are Stablecoins the Money Market Mutual Funds of the Future?

Journal of Empirical Finance, volume 79, 2024[10.1016/j.jempfin.2024.101557]
Number of pages: 50 Posted: 12 Sep 2023 Last Revised: 08 Nov 2024
Nico Oefele, Dirk G. Baur and Lee A. Smales
University of Western Australia - Business School, University of Western Australia - Business School and University of Western Australia
Downloads 202 (313,571)

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stablecoins, money market mutual funds, financial intermediation, peg deviations, sponsor support

79.

State-Dependent Momentum in International Stock Markets

Number of pages: 37 Posted: 10 Jul 2012
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 202 (313,571)

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quantile autoregression (QAR), return autocorrelation, investor behavior, momentum, underreaction, financial crisis

80.

Momentum in the Irish Stock Market

Number of pages: 19 Posted: 21 Aug 2008
Dan J. O'Donnell and Dirk G. Baur
affiliation not provided to SSRN and University of Western Australia - Business School
Downloads 196 (322,404)

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momentum, anomaly, market efficiency

81.

Is Gold a High-Quality Liquid Asset?

Number of pages: 45 Posted: 29 Jan 2025 Last Revised: 12 Feb 2025
Dirk G. Baur, David Gornall, Lai T. Hoang and Johan Palmberg
University of Western Australia - Business School, World Gold Council, The University of Western Australia and World Gold Council
Downloads 183 (343,410)

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gold, HQLA, Basel III, government bonds

82.

The Anatomy of Cryptocurrency Connectedness

Number of pages: 42 Posted: 12 Mar 2022
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and The University of Western Australia
Downloads 176 (355,463)
Citation 2

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cryptocurrencies, Bitcoin, spillovers, connectedness

83.

Safe Haven Assets in Portfolio Risk Management - A Note on 'Safe Haven'

Number of pages: 24 Posted: 18 Jan 2024
Dirk G. Baur
University of Western Australia - Business School
Downloads 173 (362,696)

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safe haven, insurance, risk management, risk mitigation, portfolio management

84.

Information Transmission across Cryptocurrency Markets and the Role of the Blockchain

Number of pages: 42 Posted: 06 May 2020
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 171 (364,583)
Citation 2

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Bitcoin, cryptocurrencies, blockchain, market efficiency, latency, sampling frequency

85.

The Gold Fixing Game

Number of pages: 63 Posted: 07 Jul 2014
Dirk G. Baur
University of Western Australia - Business School
Downloads 168 (370,301)
Citation 1

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manipulation; misbehaviour, gold; gold price fixing; role-play; simulation

86.

Gold and Currencies

Number of pages: 26 Posted: 31 Jan 2017 Last Revised: 01 Feb 2017
Dirk G. Baur
University of Western Australia - Business School
Downloads 167 (372,138)

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gold, exchange rates, law of one price, numeraire, commodities, VAR

87.

Gold Demand Across Countries

Number of pages: 34 Posted: 02 Feb 2021
Dirk G. Baur, Balagopal Gopalakrishnan and Sanket Mohapatra
University of Western Australia - Business School, Indian Institute of Management Ahmedabad and Indian Institute of Management Ahmedabad
Downloads 165 (376,094)

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Gold Demand, Jewelry, Bars and Coins, Gold ETFs, Financialization

88.

Dissecting Financial Connectedness in Spillovers and Correlations

Number of pages: 53 Posted: 12 Aug 2020 Last Revised: 04 Jan 2022
Lai T. Hoang and Dirk G. Baur
The University of Western Australia and University of Western Australia - Business School
Downloads 153 (401,062)
Citation 1

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spillovers, contemporaneous correlations, VAR, COVID-19, market efficiency, financial contagion

89.

The Stock Market, the Real Economy and Contagion

Number of pages: 61 Posted: 03 Jul 2014
Dirk G. Baur and Isaac Miyakawa
University of Western Australia - Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 153 (401,062)

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global stock markets; real economic activity; predictive regressions; contagion; financial crises; co-integration

90.

A Storm But No Damage? A Two-Country Equity and Currency Market Perspective of Brexit

Number of pages: 31 Posted: 20 Mar 2018
Dirk G. Baur, Thomas Dimpfl and Sirimon Treepongkaruna
University of Western Australia - Business School, University of Hohenheim and The University of Western Australia
Downloads 151 (405,411)

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Brexit, Cross-Listing, Price Discovery, Volatility, High-Frequency Data, Contagion

91.

Googling Gold and Mining Bad News

Number of pages: 17 Posted: 08 Jan 2016 Last Revised: 28 Jul 2016
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 150 (407,616)
Citation 3

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gold, volatility, investor attention, google, search queries

92.

Gold and the Safe Asset Shortage Conundrum

Number of pages: 24 Posted: 19 Apr 2023
Dirk G. Baur
University of Western Australia - Business School
Downloads 141 (428,310)
Citation 1

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gold, safe asset, safe haven, safe asset shortage, Quantitative Easing (QE), Silicon C7, G01, G1, G2, E4, E5

93.

Market Integration and Contagion – The Curious Case of the Eurozone Debt Crisis

FIRN Research Paper No. 2759648
Number of pages: 34 Posted: 09 Apr 2016 Last Revised: 17 May 2016
Dirk G. Baur
University of Western Australia - Business School
Downloads 139 (433,126)

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contagion; correlations; co-exceedances; decoupling; flight to quality; market integration; Eurozone debt crisis

94.

Decoding DAI: Exploring Collateral Evolution and Price Dynamics

Number of pages: 29 Posted: 10 Jul 2024
Nico Oefele, Dirk G. Baur, Lee A. Smales and Ganesh Viswanath-Natraj
University of Western Australia - Business School, University of Western Australia - Business School, University of Western Australia and Warwick Business School
Downloads 138 (435,587)

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stablecoin, collateral, decentralization, real-world asset, arbitrage JEL codes: G14, G15, G23

95.

Flight to Quality - Money Market Mutual Funds and Stablecoins During the March 2023 Banking Crisis

Economics Letters, Volume 234, January 2024, https://doi.org/10.1016/j.econlet.2023.111464
Number of pages: 10 Posted: 23 May 2023 Last Revised: 01 Dec 2023
Nico Oefele, Dirk G. Baur and Lee A. Smales
University of Western Australia - Business School, University of Western Australia - Business School and University of Western Australia
Downloads 137 (438,156)
Citation 3

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Silicon Valley Bank, Signature Bank, flight-to-quality, money market mutual fund, stablecoin

96.

No Puzzle: The Foreign Exchange Exposure of Australian Firms

Number of pages: 32 Posted: 16 Mar 2013
Dirk G. Baur and Isaac Miyakawa
University of Western Australia - Business School and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 134 (445,902)

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exchange rate risk, FX exposure, asymmetric exposure, commodity currency

97.

Do Crypto Investors Care about Energy Use and Climate Change? Evidence from Ethereum’s Transition to Proof-of-Stake

Number of pages: 25 Posted: 13 Feb 2024
Dirk G. Baur and Jonathan R. Karlsen
University of Western Australia - Business School and The University of Western Australia
Downloads 130 (456,892)
Citation 2

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Ethereum, Bitcoin, Proof-of-Stake (PoS), Proof-of-Work (PoW), ESG, carbon emissions, climate change

98.

Flight to Quality - Gold Mining Shares versus Gold Bullion

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 50 Posted: 02 Dec 2019 Last Revised: 16 Feb 2021
Dirk G. Baur, Philipp Prange and Karsten Schweikert
University of Western Australia - Business School, Zeppelin University and University of Hohenheim
Downloads 128 (462,442)
Citation 1

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gold, safe haven, flight to quality, gold mining, financial shocks

99.

Regime-Dependent Good and Bad Volatility of Bitcoin

Number of pages: 19 Posted: 01 Aug 2019 Last Revised: 29 Aug 2022
Kislay Jha and Dirk G. Baur
Indian Institute of Technology (IIT), Kanpur and University of Western Australia - Business School
Downloads 125 (470,987)

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Semivariance; Bitcoin; Volatility Asymmetry; High-Frequency Data; HAR; Quantile Regression

100.

The Anna Karenina Principle and Stock Prices

Number of pages: 30 Posted: 29 Oct 2021
Dirk G. Baur
University of Western Australia - Business School
Downloads 119 (492,343)

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Anna Karenina Principle, volatility asymmetry, return dispersion

101.

Multivariate Market Association and its Extremes

Technical EUR Report No. 20701 EN
Number of pages: 25 Posted: 27 Aug 2003
Dirk G. Baur
University of Western Australia - Business School
Downloads 116 (498,859)
Citation 2

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cross-sectional dispersion, correlation asymmetry, quantile regression

102.

The Asymmetric Return - Volatility Relationship of Commodity Price Changes

Number of pages: 23 Posted: 01 Apr 2019
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 115 (502,071)
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asymmetric volatility, leverage effect, volatility feedback effect, commodities; financialization

103.

The effect of currency risk on crypto asset utilization in Türkiye

Emerging Markets Review, volume 65, 2025[10.1016/j.ememar.2025.101264]
Number of pages: 37 Posted: 07 Feb 2024 Last Revised: 17 Feb 2025
Nico Oefele, Dirk G. Baur and Lee A. Smales
University of Western Australia - Business School, University of Western Australia - Business School and University of Western Australia
Downloads 112 (511,962)

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cryptoization, emerging market, stablecoin, currency substitution, dollarization, crypto asset, financial stability

104.

House Prices and Economic Risks - Are Irish Households Rational?

Number of pages: 33 Posted: 21 Aug 2008
Dirk G. Baur and Conor McKeating
University of Western Australia - Business School and Dublin City University
Downloads 112 (511,962)

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house prices, economic risk, household investment decisions

105.

Financial Market Evidence of Gold's Unique Role in India

Number of pages: 42 Posted: 27 Jan 2022
Dirk G. Baur, Balagopal Gopalakrishnan and Sanket Mohapatra
University of Western Australia - Business School, Indian Institute of Management Ahmedabad and Indian Institute of Management Ahmedabad
Downloads 102 (548,181)

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gold, India, Culture

106.

Inter-Quantile Ranges and Volatility of Financial Data

Number of pages: 34 Posted: 08 Sep 2016 Last Revised: 05 Oct 2016
Thomas Dimpfl and Dirk G. Baur
University of Hohenheim and University of Western Australia - Business School
Downloads 99 (559,667)

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quantile autoregression (QAR), asymmetric volatility, inter-quantile range

107.

The Importance of Spillovers

Number of pages: 41 Posted: 30 Nov 2021
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and The University of Western Australia
Downloads 96 (570,992)
Citation 1

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spillovers, contemporaneous correlations, VAR, COVID-19, efficient markets

108.

Global Valuation of Firms in a Natural Experiment

Number of pages: 17 Posted: 08 Aug 2017
Dirk G. Baur and Sreevijay Rajakumar
University of Western Australia - Business School and The University of Western Australia - UWA Business School
Downloads 95 (574,715)

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109.

The Precious Metals Holdings of Chinese Commercial Banks

Number of pages: 31 Posted: 19 Sep 2019
Dirk G. Baur, Md Zakir Hossain, Anna Retnawati, Sirimon Treepongkaruna and Jing Yu
University of Western Australia - Business School, The University of Western Australia, The University of Western Australia, The University of Western Australia and The University of Sydney
Downloads 94 (578,703)

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gold, China, commercial banks, import licenses, gold swaps, BIS, trading income, interconnectedness, systemic risk

110.

A Simple Model to Estimate Spillovers and Correlations

Number of pages: 24 Posted: 03 Mar 2023
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and The University of Western Australia
Downloads 92 (586,434)

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spillovers, contemporaneous correlations, connectedness

111.

The Cost of Financial Intermediation in Australia

Number of pages: 47 Posted: 28 Feb 2024
Indeewari Colombage, Dirk G. Baur and Yihui Lan
The University of Western Australia - UWA Business School, University of Western Australia - Business School and The University of Western Australia
Downloads 90 (594,418)

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cost of financial intermediation, consumer welfare, bank competition, financial technology, customer-owned banks

112.

Oil prices and Clean Energy Stock Prices Revisited

Number of pages: 35 Posted: 28 Oct 2019 Last Revised: 05 Mar 2020
Dirk G. Baur and Lee A. Smales
University of Western Australia - Business School and University of Western Australia
Downloads 90 (594,418)
Citation 1

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renewable energy, oil prices, correlations, spillovers, replication

113.

Spillovers and Asset Allocation

Number of pages: 57 Posted: 05 Jun 2019 Last Revised: 05 Oct 2020
Lai T. Hoang and Dirk G. Baur
The University of Western Australia and University of Western Australia - Business School
Downloads 83 (624,150)

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spillover, return spillovers, volatility spillovers, portfolio optimization, asset allocation

114.

Charging Up on Lithium - the Metal or the Miner?

Number of pages: 34 Posted: 16 Apr 2024 Last Revised: 09 Dec 2024
Lichoo Tay, Dirk G. Baur and Jonathan R. Karlsen
The University of Western Australia, University of Western Australia - Business School and The University of Western Australia
Downloads 81 (632,922)

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lithium, mining, investor exposure, decarbonisation

115.

Insider Trading Laws as a Defeat Device

Number of pages: 27 Posted: 29 Apr 2019 Last Revised: 20 May 2019
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim
Downloads 79 (641,998)

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insider trading, trust, efficient markets, illusion, defeat device, extreme price movements, crash risk, manipulation

116.

Real Estate Tokenisation: Benefits, Limitations and Market Dynamics

Number of pages: 60 Posted: 29 Jan 2025
Rafferty Smith and Dirk G. Baur
University of Western Australia and University of Western Australia - Business School
Downloads 72 (675,317)

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tokenisation, real estate, transaction costs, Etherscan

117.

From Financial to Carbon Diversification – The Potential of Physical Gold

Energy Economics, Vol. 81 (C), pages 1002-1010, 2019
Number of pages: 25 Posted: 14 Mar 2020
Dirk G. Baur and Josua Oll
University of Western Australia - Business School and University of Oldenburg
Downloads 70 (685,449)
Citation 3

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gold, physical assets, sustainability, carbon emissions

118.

Alternative Investment Behavior of Households During Crises: The Effects of the COVID-19 Shock on Gold Purchases in India

Journal of Economic Behavior & Organization, forthcoming
Number of pages: 66 Posted: 04 Dec 2024 Last Revised: 13 Dec 2024
Dirk G. Baur, Balagopal Gopalakrishnan and Sanket Mohapatra
University of Western Australia - Business School, Indian Institute of Management Ahmedabad and Indian Institute of Management Ahmedabad
Downloads 68 (696,008)

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Gold, Safe haven, COVID-19, Quasi-natural experiment, Gold pledging

119.

Failed Regulation - Do Australians understand interest rate comparisons?

Number of pages: 54 Posted: 17 Dec 2024
Indeewari Colombage, Dirk G. Baur and Yihui Lan
The University of Western Australia - UWA Business School, University of Western Australia - Business School and The University of Western Australia
Downloads 45 (845,060)

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Comparison Rate, Consumer lending, Cost of Lending, Transparency in lending, Disclosure regulation

120.

Tackling Climate Change - Investing to Strand Coal

Number of pages: 38 Posted: 24 Feb 2025
Dirk G. Baur, Gianni Kain and Allan Trench
University of Western Australia - Business School, University of Western Australia and The University of Western Australia
Downloads 18 (1,124,546)

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coal, stranding, climate change, carbon emissions, carbon offset, carbon credit

121.

Asymmetric Volatility in the Gold Market

https://doi.org/10.3905/jai.2012.15.2.024
Posted: 22 May 2019
Dirk G. Baur
University of Western Australia - Business School

Abstract:

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gold, commodities, volatility asymmetry, leverage effect, volatility feedback effect, uncertainty

122.

Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis

Journal of Fixed Income, Vol. 25, No. 3, 2016
Posted: 15 Nov 2017
Dirk G. Baur and Gunter Löffler
University of Western Australia - Business School and Ulm University

Abstract:

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contagion; Eurozone crisis; co-exceedanes; persistence

123.

Return and Volatility Linkages between the Us and the German Stock Market

Journal of International Money and Finance, Vol. 25, No. 4 , pp. 598-613 , June 2006
Posted: 15 Jun 2006
Dirk G. Baur and Robert Jung
University of Western Australia - Business School and University of Hohenheim - Institute of Economics

Abstract:

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Spillovers, Contemporaneous correlation, Information transmission, Intra-day data, GARCH models

124.

Testing for Contagion - Mean and Volatility Contagion

Journal of Multinational Financial Management, Vol. 13, Nos. 4-5 , pp. 405-422, December 2003
Posted: 14 Jun 2006
Dirk G. Baur
University of Western Australia - Business School

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Comovement, Contagion, Correlation, Spillover

125.

Modelling the Effects of Meteorological Variables on Ozone Concentration - a Quantile Regression Approach

Atmospheric Environment, Vol. 38, No. 28, pp. 4689-4699, 2004
Posted: 27 Jan 2005
Dirk G. Baur, Michaela Saisana and Niels Schulze
University of Western Australia - Business School, Joint Research Centre, Italy and Deutsche Bundesbank - Financial Stability Department

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Air pollution, Photochemical modeling, Quantile regression, Conditional density estimation

Other Papers (2)

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1.

Cut Your Losses and Let Your Profits Run

The Journal of Portfolio Management, forthcoming November 2023
Posted: 15 Oct 2022 Last Revised: 30 Aug 2023
Dirk G. Baur and Thomas Dimpfl
University of Western Australia - Business School and University of Hohenheim

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investment strategies, disposition effect, cut your losses, ride winners, sell losers

2.

Automobile Manufacturers, Electric Vehicles and the Price of Oil

Energy Economics, Vol. 74, 2018, 252 - 262.
Posted: 06 Jun 2017 Last Revised: 01 Sep 2020
Dirk G. Baur and Neda Todorova
University of Western Australia - Business School and Griffith University

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Automobile companies, Oil prices, Electric vehicles, Financialization