Otto Konstandatos : Citation Profile

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

3

H index

3

i10 index

50

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: 7.    Total self citations: 6 (10.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko290
   Updated: 2025-04-05    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:

Pan, Wei-Fong (1)

Apergis, Nicholas (1)

Reguant, Mar (1)

Wang, Shixuan (1)

Nikitopoulos-Sklibosios, Christina (1)

Cites to:

merton, robert (5)

Weron, Rafał (5)

Foster, John (3)

Trueck, Stefan (3)

Jotzo, Frank (3)

Bell, William (3)

Ancev, Tiho (2)

Worthington, Andrew (2)

Murphy, Kevin (2)

Scholes, Myron (2)

Simshauser, Paul (2)

Main data

Production by document typepaperarticle20052006200720082009201020112012201320142015201620172018201920202021024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20052006200720082009201020112012201320142015201620172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200820092010201120122013201420152016201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2005200620072008200920102011201220132014201520162017201820192020202101020Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents1234501020Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401234h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
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.

Full description at Econpapers || Download paper

2024From 30- to 5-minute settlement rule in the NEM: An early evaluation. (2024). Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003252.

Full description at Econpapers || Download paper

2024Foreign equity lookback options with partial monitoring. (2024). Ha, Hongjun ; Lee, Hangsuck ; Kong, Byungdoo. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007566.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Otto Konstandatos:

Year  ↓Title  ↓Type  ↓Cited  ↓
2005A NEW METHOD OF PRICING LOOKBACK OPTIONS In: Mathematical Finance.
[Full Text][Citation analysis]		article12
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]		article13
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: 13		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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team