PD Dr. Harald Kinateder
He received his PhD in Finance and habilitation from the University of Passau. His research focuses on asset pricing, corporate finance, energy economics, quantitative risk management, SME financing and time series analysis. He has published numerous contributions in peer-reviewed international journals. In addition, he regularly serves as a referee for well-known research journals and he is a board member of two well-established academic journals.
Associate Editor
Guest Editor
- SEF Special Issue Cryptocurrencies
- SEF Special Issue Sustainable Finance
Publications
- Kinateder, H., Gurrib, I., Choudhury, T. (2024): Navigating Crises: Gold’s Role as a Safe Haven for U.S. Sectors, Finance Research Letters 69: 106210.
- Batten, J.A., Kinateder, H., Szilagyi, P.G. (2024): Should you buy Gold Stocks or Paper Gold?, Finance Research Letters 69: 106202.
- Choudhury, T., Kinateder, H. (2024): Guest editorial: Sustainable finance, Studies in Economics and Finance 41: 453-455.
- Batten, J.A., Boubaker, S., Kinateder, H., Choudhury, T., Wagner, N. (2023): Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War, Journal of Economic Behavior & Organization 215: 325-350.
- Bouri, E., Gabauer, D., Gupta, R., Kinateder, H. (2023): Global Geopolitical Risk and Inflation Spillovers across European and North American Economies, Research in International Business and Finance 66: 102048.
- Bouri, E., Kamal, E., Kinateder, H. (2023): FTX Collapse and systemic Risk Spillovers from FTX Token to Major Cryptocurrencies, Finance Research Letters 56: 104099.
- Bouri, E., Nekhili, R., Kinateder, H., Choudhury, T. (2023): Expected Inflation and U.S. Stock Sector Indices: A dynamic time-scale Tale from inflationary and deflationary Crisis Periods, Finance Research Letters 55: 103845.
- Batten, J.A., Choudhury, T., Kinateder, H., Wagner, N. (2023): Volatility Impacts on the European Banking Sector: GFC and COVID-19, Annals of Operations Research 330: 335-360.
- Choudhury, T., Kinateder, H., Neupane, B. (2022): Gold, Bonds, and Epidemics: A safe haven study, Finance Research Letters 48: 102978.
- Batten, J.A., Kinateder, H., Wagner, N. (2022): Beating the Average: Equity Premium Variations, Uncertainty and Liquidity, Abacus 58: 567-588.
- Kinateder, H., Wagner, N. (2022): Oil and Stock Market Returns: Direction, Volatility or Liquidity?, in: Klein, T., Loßagk, S., Straßberger, M., Walther, T. (eds.): Modern Finance and Risk Management, World Scientific Publishing, Chapter 15, pp. 335-351.
- Kinateder, H., Choudhury, T. (2022): Guest editorial: Cryptocurrencies: current trends and future perspectives, Studies in Economics and Finance 39: 345-346.
- Anolick, N., Batten, J.A., Kinateder, H., Wagner, N. (2021): Time for Gift Giving: Abnormal Share Repurchase Returns and Uncertainty, Journal of Corporate Finance 66: 101787.
- Kinateder, H., Choudhury, T., Zaman, R., Scagnelli, S.D., Sohel, N. (2021): Does Boardroom Gender Diversity decrease Credit Risk in the Financial Sector? Worldwide Evidence, Journal of International Financial Markets, Institutions and Money 73: 101347.
- Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2021): Hedging Stocks with Oil, Energy Economics 93: 104422.
- Kinateder, H., Campbell, R., Choudhury, T. (2021): Safe Haven in GFC versus COVID-19: 100 turbulent Days in the Financial Markets, Finance Research Letters 43: 101951.
- Papavassiliou, V., Kinateder, H. (2021): Information Shares and Market Quality before and during the European Sovereign Debt Crisis, Journal of International Financial Markets, Institutions and Money 72: 101334.
- Kinateder, H., Papavassiliou, V. (2021): Calendar Effects in Bitcoin Returns and Volatility, Finance Research Letters 38: 101420.
- Kinateder, H., Bauer, R., Wagner, N. (2020): Drivers of Illiquidity in the ASEAN Sovereign Bond Market, Bulletin of Monetary Economics and Banking 23: 501-524.
- Kinateder, H., Weber, K., Wagner, N. (2019): Revisiting Calendar Anomalies in BRICS Countries, Bulletin of Monetary Economics and Banking 22: 213–236.
- Kinateder, H., Papavassiliou, V. (2019): Sovereign Bond Return Prediction with realized Higher Moments, Journal of International Financial Markets, Institutions and Money 62: 53-73.
- Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2019): Time-Varying Energy and Stock Market Integration in Asia, Energy Economics 80: 777-792.
- Geuder, J., Kinateder, H., Wagner, N. (2019): Cryptocurrencies as financial Bubbles: The Case of Bitcoin, Finance Research Letters 31: 179-184.
- Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2019): Liquidity, Surprise Volume and Return Premia in the Oil Market, Energy Economics 77: 93-104.
- Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2018): Addressing COP21 using a Stock and Oil Market Integration Index, Energy Policy 116: 127-136.
- Kinateder, H., Wagner, N. (2017): Quantitative Easing and the Pricing of EMU Sovereign Debt, Quarterly Review of Economics and Finance 66: 1-12.
- Kinateder, H., Fabich, M., Wagner, N. (2017): Domestic Mergers and Acquisitions in BRICS Countries: Acquirers and Targets, Emerging Markets Review 32: 190-199.
- Batten, J.A., Kinateder, H., Szilagyi, P., Wagner, N. (2017): Can Stock Market Investors hedge Energy Risk? Evidence from Asia, Energy Economics 66: 559-570.
- Kinateder, H., Hofstetter, B., Wagner, N. (2017): Do Liquidity Variables Improve Out-of-Sample Prediction of Sovereign Spreads during Crisis Periods?, Finance Research Letters 21: 144-150.
- Kinateder, H. (2016): Basel II versus III: A Comparative Assessment of Minimum Capital Requirements for Internal Model Approaches, Journal of Risk 18: 25-45.
- Kinateder, H. (2015): What drives tail Risk in aggregate European Equity Markets?, Journal of Risk Finance 16: 395-406.
- Batten, J.A., Kinateder, H., Wagner, N. (2014): Multifractality and Value-at-Risk Forecasting of Exchange Rates, Physica A 401: 71-81.
- Kinateder, H., Wagner, N. (2014): Multiple-period Market Risk Prediction under Long Memory: When VaR is Higher than Expected, Journal of Risk Finance 15: 4-32.
- Kinateder, H., Wagner, N. (2011): VaR Prediction under Long Memory in Volatility, in: Hu, B., Morasch, K., Pickl, S., Siegle, M. (eds.): Operations Research Proceedings 2010, Springer, Berlin, pp. 123-128.
Papers accepted at Professional Meetings
- Annual Financial Market Liquidity Conference
- Applied Financial Modelling Conference
- CEQURA Conference
- Green Finance Conference on Climate Finance and Investment Promoting Low Carbon Development
- Financial Risks International Forum
- International AFIR Colloquium
- International Conference of the Financial Engineering and Banking Society
- International Conference on Energy Finance
- International Conference on Energy, Finance and the Macroeconomy
- International Operations Research Conference
- International Risk Management Conference
- International Symposium on Environment and Energy Finance Issues
- Symposium on Finance, Banking and Insurance
Ad-hoc Refereeing
- Applied Energy
- British Journal of Management
- Credit and Capital Markets
- Economic Modelling
- Emerging Markets Review
- Energy Economics
- Energy Reports
- Energy Strategy Reviews
- Entropy
- European Journal of Political Economy
- Finance Research Letters
- Heliyon
- International Journal of Finance and Economics
- International Journal of Financial Studies
- International Review of Economics and Finance
- International Review of Financial Analysis
- Journal of Banking and Finance
- Journal of Behavioral and Experimental Finance
- Journal of Business Research
- Journal of Cleaner Production
- Journal of Economic Behavior and Organization
- Journal of Futures Markets
- Journal of International Financial Markets, Institutions and Money
- Journal of Macroeconomics
- Journal of Multinational Financial Management
- Journal of Risk and Financial Management
- Journal of Risk Finance
- North American Journal of Economics and Finance
- Pacific-Basin Finance Journal
- Research in International Business and Finance
- Studies in Economics and Finance
- Studies in Nonlinear Dynamics & Econometrics
Awards
- Outstanding Reviewer Award, Energy Economics, Emerging Markets Review, Studies in Economics and Finance, 2018
- Outstanding Reviewer Award, Journal of Multinational Financial Management, Studies in Economics and Finance, 2017
- Outstanding Reviewer Award, Economic Modelling, International Review of Financial Analysis, Studies in Economics and Finance, 2016
Courses Taught
University of Passau
- Corporate Finance
- Empirical Finance
- Finance and Financial Control
- Futures and Options Management
- Software Applications in Finance and Financial Control
- Seminar in Finance and Financial Control
- Quantitative Risk Management
- Colloquium Thesis in Finance
Corvinus University of Budapest
- General Business Management