Boda Kang : Citation Profile

5

H index

5

i10 index

170

Citations

RESEARCH PRODUCTION:

1

Articles

10

Papers

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 34
   Journals where Boda Kang has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 4 (2.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka407
   Updated: 2026-06-06    RAS profile: 2026-05-10    
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Relations with other researchers

Works with:

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

Is cited by:

Nikitopoulos-Sklibosios, Christina (14)

Vespignani, Joaquin (12)

Schlogl, Erik (12)

Ratti, Ronald (12)

Itkin, Andrey (5)

Ballestra, Luca Vincenzo (4)

Balcilar, Mehmet (3)

Roubaud, David (3)

Bouri, Elie (3)

GUPTA, RANGAN (3)

Fabozzi, Frank (3)

Cites to:

Jarrow, Robert (5)

Geske, Robert (4)

Singleton, Kenneth (4)

Fang, Fang (4)

Oosterlee, Cornelis (4)

Baur, Dirk (3)

Scholes, Myron (3)

merton, robert (3)

Duffie, Darrell (3)

pan, jun (2)

Kilian, Lutz (2)

Main data

Where Boda Kang has published?

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney10

Recent works citing Boda Kang (2025 and 2024)

YearTitle of citing document
2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024An efficient and provable sequential quadratic programming method for American and swing option pricing. (2024). Huang, Weizhang ; Shen, Jinye ; Ma, Jingtang. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35.

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2024Variance dynamics and term structure of the natural gas market. (2024). Wei, Xinyang ; Bhar, Ramaprasad ; Sheng, NI ; Colwell, David B ; Shao, Chengwu. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004882.

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2025The diminishing lustre: Golds market volatility and the fading safe haven effect. (2025). Faraj, Hussain ; Al-Sabah, Mariam ; McMillan, David. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000729.

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2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

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2024When Chinese mania meets global frenzy: Commodity price bubbles. (2024). Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000564.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2025Financial risk management innovation in global commodity futures markets: A macroeconomic attention perspective. (2025). Ma, Feng ; Lu, Xinjie ; Wang, Tianyang ; Guo, Qiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001374.

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2024Stylized facts of metaverse non-fungible tokens. (2024). Osterrieder, Joerg ; Lord, Nicholas ; Zhang, Yuanyuan ; Almazloum, Ward ; Chandrashekhar, Durga ; Chu, Jeffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006125.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Zhao, Kai ; Chuang, Hwei-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2025In Pursuit of Samuelson for Commodity Futures: How to Parameterize and Calibrate the Term Structure of Volatilities. (2025). Galeeva, Roza. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:3:p:13-:d:1704304.

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2024Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010.

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2024Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options. (2024). Guizzardi, Andrea ; Ballestra, Luca Vincenzo ; Dinnocenzo, Enzo. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:2:p:375-406..

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2025The Asymmetric Effect of Market Uncertainty on Safe havens, Inverted Asymmetry and Contagion During COVID-19 Periods. (2025). Jiang, Liang ; Huang, Pengcheng ; Chang, Meng-Shiuh ; Zhang, Linsidi. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:3:p:21582440251378567.

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2024Seasonal volatility in agricultural markets: modelling and empirical investigations. (2024). Schneider, L ; Tavin, B. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04241-7.

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2024Seasonality in commodity prices: new approaches for pricing plain vanilla options. (2024). Fanelli, Viviana ; Frau, Carme. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05128-x.

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2026Investigation of Swedish Krona exchange rate volatility using APARCH-Support Vector Regression. (2026). Kim Karlsson, Hyunjoo ; Li, Yushu. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-026-00910-3.

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2025Perpetual American Compound Fixed-Strike Lookback Options on Maxima Drawdowns. (2025). Gapeev, Pavel V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:4:d:10.1007_s11009-025-10199-x.

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2024A hybrid variable annuity contract embedded with living and death benefit riders. (2024). Garcia, Jennifer Alonso ; Ziveyi, Jonathan ; Thirurajah, Samuel. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/385588.

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2024Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

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2025Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches. (2025). Zhang, Yuejun ; Zhao, Wen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:685-704.

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Works by Boda Kang:

YearTitleTypeCited
2013Humps in the volatility structure of the crude oil futures market: New evidence In: Energy Economics.
[Full Text][Citation analysis]		article27
2012Humps in the Volatility Structure of the Crude Oil Futures Market.(2012) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2008The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines In: Research Paper Series.
[Full Text][Citation analysis]		paper48
2008Pricing Financial Derivatives on Weather Sensitive Assets In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2009The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach In: Research Paper Series.
[Full Text][Citation analysis]		paper12
2009Modelling and Estimating the Forward Price Curve in the Energy Market In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2010The Evaluation Of Barrier Option Prices Under Stochastic Volatility In: Research Paper Series.
[Full Text][Citation analysis]		paper19
2012Particle Filters for Markov Switching Stochastic Volatility Models In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2012Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2013Investigating Time-Efficient Methods to Price Compound Options in the Heston Model In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2013The Return-Volatility Relation in Commodity Futures Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper53

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team