Christina Nikitopoulos-Sklibosios : Citation Profile

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

9

H index

8

i10 index

229

Citations

RESEARCH PRODUCTION:

16

Articles

22

Papers

2

Books

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 12
   Journals where Christina Nikitopoulos-Sklibosios has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 25 (9.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni44
   Updated: 2025-12-20    RAS profile: 2023-01-04    
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Relations with other researchers

Works with:

Konstandatos, Otto (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christina Nikitopoulos-Sklibosios.

Is cited by:

Vespignani, Joaquin (12)

Ratti, Ronald (12)

Schlogl, Erik (9)

Platen, Eckhard (7)

Gnoatto, Alessandro (4)

Manera, Matteo (3)

Roubaud, David (3)

GUPTA, RANGAN (3)

Ewald, Christian-Oliver (3)

Chen, Yu-Fu (3)

Bouri, Elie (3)

Cites to:

Platen, Eckhard (36)

Jarrow, Robert (28)

Chen, Zhiwu (22)

Cao, Charles (22)

Schlogl, Erik (22)

Duffie, Darrell (21)

Singleton, Kenneth (16)

White, Alan (16)

Kang, Boda (14)

Kilian, Lutz (14)

Prokopczuk, Marcel (12)

Main data

Where Christina Nikitopoulos-Sklibosios has published?

Journals with more than one article published# docs
Energy Economics4
Journal of Futures Markets2
International Journal of Theoretical and Applied Finance (IJTAF)2
Asia-Pacific Financial Markets2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney21

Recent works citing Christina Nikitopoulos-Sklibosios (2025 and 2024)

YearTitle of citing document
2024Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure. (2024). Sarr, Djibril ; Kebaier, Ahmed ; ben Alaya, Mohamed. In: Papers. RePEc:arx:papers:2409.12783.

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2025Real-world models for multiple term structures: a unifying HJM semimartingale framework. (2025). Tappe, Stefan ; Platen, Eckhard ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2411.01983.

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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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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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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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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 stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197.

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2025Storage scarcity and oil price uncertainty. (2025). Kleppe, Tore Selland ; Oglend, Atle. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002178.

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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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2025How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879.

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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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2024Uncertainty and international fund flows: A cross-country analysis. (2024). Gurdgiev, Constantin ; French, Joseph ; Shin, Seungho ; Naka, Atsuyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400214x.

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2024Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266.

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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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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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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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2025Natural disaster shocks and commodity market volatility: A machine learning approach. (2025). Samitas, Aristeidis ; Mertzanis, Charilaos ; Kampouris, Ilias. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003706.

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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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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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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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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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2025Crude oil Price forecasting: Leveraging machine learning for global economic stability. (2025). Tiwari, Aviral ; Sharma, Gagan Deep ; Rao, Amar ; Hossain, Mohammad Razib ; Dev, Dhairya. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:216:y:2025:i:c:s0040162525001647.

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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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2025Oil Futures Dynamics and Energy Transition: Evidence from Macroeconomic and Energy Market Linkages. (2025). Wu, Tao-Feng ; Ren, Fang-Rong ; Yuan, Xiaomei. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:14:p:3889-:d:1706662.

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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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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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2024Method of Lines for Valuation and Sensitivities of Bermudan Options. (2024). Murthy, Vasudeva ; Jain, Shashi ; Banerjee, Purba. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10339-2.

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2025Can household energy efficiency dampen crude oil price volatility in the United States?. (2025). Nwani, Chinazaekpere ; Ozkan, Oktay ; Alola, Andrew Adewale ; Bekun, Festus Victor ; Usman, Ojonugwa. In: PLOS ONE. RePEc:plo:pone00:0307840.

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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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2024Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model. (2024). Dai, Weizhong ; Nwankwo, Chinonso I. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:47:y:2024:i:1:d:10.1007_s10203-023-00407-z.

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2024Nonlinear responses of crude oil prices to the US dollar exchange rates: the role of inventories. (2024). Hu, Zhepeng ; Yan, Lei. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02502-x.

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2025Improving realised volatility forecast for emerging markets. (2025). Harvey, Justin ; Maphatsoe, Phuthehang ; Alfeus, Mesias. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09701-x.

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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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2024Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783.

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2024Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors. (2024). Hu, Nan ; Yang, KE ; Tian, Fengping. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1429-1446.

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2025Geopolitical Risk and the Volatility of the International Grain Futures Market. (2025). Dai, Yunshi ; Zhou, Weixing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1757-1794.

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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 Christina Nikitopoulos-Sklibosios:

YearTitleTypeCited
2006First Order Strong Approximations of Jump Diffusions In: Monte Carlo Methods and Applications.
[Full Text][Citation analysis]		article2
2021Wind generation and the dynamics of electricity prices in Australia In: Energy Economics.
[Full Text][Citation analysis]		article17
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: 17		paper
2022Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies In: Energy Economics.
[Full Text][Citation analysis]		article5
2013Humps in the volatility structure of the crude oil futures market: New evidence In: Energy Economics.
[Full Text][Citation analysis]		article20
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: 20		paper
2020Economic determinants of oil futures volatility: A term structure perspective In: Energy Economics.
[Full Text][Citation analysis]		article24
2019Economic Determinants of Oil Futures Volatility: A Term Structure Perspective.(2019) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2017Determinants of the crude oil futures curve: Inventory, consumption and volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2018Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2022Forecasting volatility in commodity markets with long-memory models In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article11
2003A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article7
2004A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2009Alternative Defaultable Term Structure Models In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article0
2009Alternative Defaultable Term Structure Models.(2009) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2003An Implementation of the Shirakawa Jump-Diffusion Term Structure Model In: Computing in Economics and Finance 2003.
[Citation analysis]		paper0
2015Derivative Security Pricing In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		book3
2007A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article0
2010Real-world jump-diffusion term structure models In: Quantitative Finance.
[Full Text][Citation analysis]		article17
2005A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions In: PhD Thesis.
[Full Text][Citation analysis]		book0
2004A Markovian Defaultable Term Structure Model with State Dependent Volatilities In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2007A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES.(2007) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2005A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2007Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2010Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility In: Research Paper Series.
[Full Text][Citation analysis]		paper7
2011Credit Derivative Pricing with Stochastic Volatility Models In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2013CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS.(2013) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2012Alternative Term Structure Models for Reviewing Expectations Puzzles In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2013The Return-Volatility Relation in Commodity Futures Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper47
2016The Return–Volatility Relation in Commodity Futures Markets.(2016) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2015Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2016Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2016Pricing American Options under Regime Switching Using Method of Lines In: Research Paper Series.
[Full Text][Citation analysis]		paper9
2016Hedging Futures Options with Stochastic Interest Rates In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2016Empirical Hedging Performance on Long-Dated Crude Oil Derivatives In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2018Pricing American Options with Jumps in Asset and Volatility In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2019The Impact of Jumps on American Option Pricing: The S&P 100 Options Case In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2020Forecasting Commodity Markets Volatility: HAR or Rough? In: Research Paper Series.
[Full Text][Citation analysis]		paper2
2020The Economic Impact of Volatility Persistence on Energy Markets In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2019Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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