Otto Konstandatos : Citation Profile

Are you Otto Konstandatos?

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

3

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 2
   Journals where Otto Konstandatos has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 6 (15.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko290
   Updated: 2023-03-25    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)

Cites to:

merton, robert (5)

Weron, Rafał (5)

Jotzo, Frank (3)

Bell, William (3)

Foster, John (3)

Trueck, Stefan (3)

Wild, Phillip (2)

Simshauser, Paul (2)

Csereklyei, Zsuzsanna (2)

Ancev, Tiho (2)

Worthington, Andrew (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 (2022 and 2021)

YearTitle of citing document
2021Financial `metrics for comparing Australian retirement villages. (2021). Zhang, Jinhui ; Purcal, Sachi ; Pitt, David ; Kyng, Timothy . In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5581-5611.

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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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2022A simple and efficient numerical method for pricing discretely monitored early-exercise options. (2022). Luo, Guo ; Huang, Min. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:422:y:2022:i:c:s0096300322000716.

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2022A pattern classification methodology for interval forecasts of short-term electricity prices based on hybrid deep neural networks: A comparative analysis. (2022). Zhou, Kaile ; Zheng, Qingru ; Yang, Yudie ; Shao, Zhen ; Liu, Chen. In: Applied Energy. RePEc:eee:appene:v:327:y:2022:i:c:s0306261922013721.

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2022Pricing of vulnerable exchange options with early counterparty credit risk. (2022). Yoon, Ji-Hun ; Kim, Geonwoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002187.

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2022Valuing lookback options with barrier. (2022). Ko, Bangwon ; Kim, Eunchae ; Lee, Hangsuck. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000195.

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2021Pricing discretely-monitored double barrier options with small probabilities of execution. (2021). Zuev, Konstantin M ; Pantelous, Athanasios A ; Mendonca, Keegan ; Kontosakos, Vasileios E. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:313-330.

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2022Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies. (2022). Konstandatos, Otto ; Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005011.

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2022On pricing of vulnerable barrier options and vulnerable double barrier options. (2022). Zhou, KE ; Zhang, Jiayi ; Wang, Heqian. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001811.

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2021Comprehensive Review on Electricity Market Price and Load Forecasting Based on Wind Energy. (2021). Garcia, Fausto Pedro ; Acarolu, Hakan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7473-:d:675237.

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2022Piecewise linear double barrier options. (2022). Lee, Minha ; Ha, Hongjun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:125-151.

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Works by Otto Konstandatos:

YearTitleTypeCited
2005A NEW METHOD OF PRICING LOOKBACK OPTIONS In: Mathematical Finance.
[Full Text][Citation analysis]		article8
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 another version. Agregated cites: 0		paper
2021Wind generation and the dynamics of electricity prices in Australia In: Energy Economics.
[Full Text][Citation analysis]		article5
2020Wind Generation and the Dynamics of Electricity Prices in Australia.(2020) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		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 another 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]		article14
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]		paper0
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]		paper1

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