Otto Konstandatos : Citation Profile

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

3

H index

3

i10 index

58

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: 15.    Total self citations: 6 (9.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko290
   Updated: 2026-01-17    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:

Wang, Shixuan (1)

ŞİRİN, Selahattin (1)

Jamasb, Tooraj (1)

Simshauser, Paul (1)

Apergis, Nicholas (1)

Nepal, Rabindra (1)

Pan, Wei-Fong (1)

Reguant, Mar (1)

Nikitopoulos-Sklibosios, Christina (1)

Cites to:

Weron, Rafał (5)

merton, robert (5)

Bell, William (3)

Trueck, Stefan (3)

Foster, John (3)

Jotzo, Frank (3)

Hirth, Lion (2)

Csereklyei, Zsuzsanna (2)

Wild, Phillip (2)

Simshauser, Paul (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 (2025 and 2024)

YearTitle of citing document
2024Quanto fund protection using partial lookback participation. (2024). Lee, Minha ; Ha, Hongjun ; Kim, Eunchae. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001116.

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2024Measuring the impact of wind power and intermittency. (2024). Reguant, Mar ; Segura, Lola ; Petersen, Claire. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006989.

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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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2025Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326.

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2025The forward market dilemma in energy-only electricity markets. (2025). Simshauser, Paul ; Wild, Phillip ; Flottmann, Jonty ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325005031.

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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.

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2025Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100.

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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.

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2025Multi-piecewise linear double barrier options. (2025). Lee, Hangsuck ; Ha, Hongjun. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500162x.

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

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2025Stochastic modelling and forecasting of wind capacity utilization with applications to risk management: The Australian case. (2025). Nikitopoulos, Christina S ; Alfeus, Mesias ; Overbeck, Ludger ; Mwampashi, Muthe M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001064.

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2025Bayesian Belief Networks: Redefining wholesale electricity price modelling in high penetration non-firm renewable generation power systems. (2025). Mahmoud, Thair S ; Maticka, Martin J. In: Renewable Energy. RePEc:eee:renene:v:239:y:2025:i:c:s096014812402113x.

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2025Cross-border effects on electricity spot prices - a meta-study. (2025). Mantke, Henrik ; Deissenroth-Uhrig, Marc ; de Blauwe, Jilles ; Keles, Dogan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:224:y:2025:i:c:s1364032125007671.

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

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2025Two-Asset Double Barrier Options. (2025). Lee, Hangsuck ; Ha, Hongjun ; Kong, Byungdoo. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10695-1.

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Works by Otto Konstandatos:

YearTitleTypeCited
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]		article19
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: 19		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]		article18
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]		paper3

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