Otto Konstandatos : Citation Profile

Are you Otto Konstandatos?

University of Technology Sydney (50% share)
University of Technology Sydney (50% share)

3

H index

3

i10 index

48

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 3
   Journals where Otto Konstandatos has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko290
   Updated: 2024-11-08    RAS profile: 2022-01-08    
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Relations with other researchers

Works with:

Nikitopoulos-Sklibosios, Christina (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Otto Konstandatos.

Is cited by:

Nikitopoulos-Sklibosios, Christina (1)

Apergis, Nicholas (1)

Wang, Shixuan (1)

Pan, Wei-Fong (1)

Reguant, Mar (1)

Cites to:

merton, robert (5)

Weron, Rafał (5)

Trueck, Stefan (3)

Jotzo, Frank (3)

Foster, John (3)

Bell, William (3)

Scholes, Myron (2)

Worthington, Andrew (2)

Wild, Phillip (2)

Simshauser, Paul (2)

Csereklyei, Zsuzsanna (2)

Main data

Where Otto Konstandatos has published?

Journals with more than one article published# docs
Applied Mathematical Finance2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney4
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney3

Recent works citing Otto Konstandatos (2024 and 2023)

YearTitle of citing document
2023Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12.

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2023The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x.

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2023Partial quanto lookback options. (2023). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002066.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2024Impact of short-term wind forecast accuracy on the performance of decarbonising wholesale electricity markets. (2024). Brear, Michael J ; Davis, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000124.

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2023Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x.

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2023Pricing multi-step double barrier options by the efficient non-crossing probability. (2023). Lee, Minha ; Kong, Byungdoo ; Ha, Hongjun. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001459.

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2024Valuing of timer path-dependent options. (2024). Yoon, Ji-Hun ; Kim, Donghyun ; Ha, Mijin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:208-227.

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2023Valuation of Equity-Linked Death Benefits on Two Lives with Dependence. (2023). Adekambi, Franck ; Essiomle, Kokou. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:21-:d:1034151.

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2024The Volatility Dynamics of Prices in the European Power Markets during the COVID-19 Pandemic Period. (2024). Borzan, Cristina ; Pcurar, Ancua ; Milosavljevi, Pea ; Boi, Zorana ; Rajic, Milena Nebojsa ; Stankovi, Zorana Zoran ; Sabu, Emilia. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2426-:d:1357144.

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2023Analytic Method for Pricing Vulnerable External Barrier Options. (2023). Yoon, Ji-Hun ; Kim, Donghyun. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10251-9.

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Works by Otto Konstandatos:

YearTitleTypeCited
2005A NEW METHOD OF PRICING LOOKBACK OPTIONS In: Mathematical Finance.
[Full Text][Citation analysis]		article11
2020Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements In: Annals of Actuarial Science.
[Full Text][Citation analysis]		article0
2020Fair-value Analytical Valuation of Reset Executive Stock Options Consistent with IFRS9 Requirements.(2020) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Wind generation and the dynamics of electricity prices in Australia In: Energy Economics.
[Full Text][Citation analysis]		article12
2020Wind Generation and the Dynamics of Electricity Prices in Australia.(2020) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2016Valuation of employee stock options using the exercise multiple approach and life tables In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2015Valuation of Employee Stock Options using the Exercise Multiple Approach and Life Tables.(2015) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2008Two Exotic Lookback Options In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article2
2009A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article17
2012Real Options Analysis for Commodity Based Mining Enterprises with Compound and Barrier Features In: Published Paper Series.
[Full Text][Citation analysis]		paper1
2014Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation In: Published Paper Series.
[Full Text][Citation analysis]		paper1
2015Third Order Compound Option Valuation Of Flexible Commodity Based Mining Enterprises In: Published Paper Series.
[Full Text][Citation analysis]		paper1
2018Methods for Analytical Barrier Option Pricing with Multiple Exponential Time-Varying Boundaries In: Research Paper Series.
[Full Text][Citation analysis]		paper2

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