• The University of Western Australia (M251), 35 Stirling Highway,

    6009 Perth

    Australia

  • 1064 Citations
  • 12 h-Index
20102019
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Personal profile

Biography

MSc Economics (University of Tuebingen, 1999); PhD Financial Econometrics (University of Tuebingen, 2003); Post-doctoral fellow (Trinity College Dublin, 2005 – 2007); Lecturer (Dublin City University, 2007-2009); Senior Lecturer (University of Technology, Sydney, 2009-2012); Associate Professor (University of Technology, Sydney and Kuehne Logistics University Hamburg, 2012-2015), Professor of Finance (UWA, 2016-)

Roles and responsibilities

Research Officer European Commission (2003-2005), Financial Impact Assessment

Funding overview

Swift Institute $15,000 on Bitcoin (2015)

Previous positions

Lecturer (Dublin City University, 2007-2009); Senior Lecturer (University of Technology, Sydney, 2009-2012); Associate Professor (University of Technology, Sydney and Kuehne Logistics University Hamburg, 2012-2015

Teaching overview

Research Methods in Accounting and Finance (FINA4590)

Research

Gold; Financial Contagion; Virtual Currencies; Shadow Banking; Sustainable Finance; Dependence Modelling; Quantile Regression

Languages

German
English
Italian
Portuguese
Spanish

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Projects 2018 2019

Research Output 2010 2018

  • 1064 Citations
  • 12 h-Index
  • 30 Article
  • 3 Chapter
  • 2 Working paper

Asymmetric volatility in cryptocurrencies

Baur, D. G. & Dimpfl, T., 1 Dec 2018, In : Economics Letters. 173, p. 148-151 4 p.

Research output: Contribution to journalArticle

Asymmetric volatility
Trading activity
Investors
Equity markets
Asymmetry
2 Citations

Automobile manufacturers, electric vehicles and the price of oil

Baur, D. G. & Todorova, N., 1 Aug 2018, In : Energy Economics. 74, p. 252-262 11 p.

Research output: Contribution to journalArticle

Electric vehicles
Automobiles
Railroad cars
Hybrid vehicles
Substitution reactions
20 Citations

Bitcoin, gold and the US dollar - A replication and extension

Baur, D. G., Dimpfl, T. & Kuck, K., Jun 2018, In : Finance Research Letters. 25, p. 103-110

Research output: Contribution to journalArticle

Replication
Generalized autoregressive conditional heteroscedasticity
Statistical methods
Econometric models
U.S. States

I Am a Blockchain Too...

Cahill, D., Baur, D., Liu, Z. & Yang, W., 23 May 2018.

Research output: Working paper

Announcement
Small firms
Large firms
Price reaction
Listed companies

The asymmetric return-volatility relationship of commodity prices

Baur, D. G. & Dimpfl, T., 1 Oct 2018, In : Energy Economics. 76, p. 378-387 10 p.

Research output: Contribution to journalArticle

Commodity prices
Return volatility
Financial markets
Asymmetric effects
Equity returns