| The Return-Volatility Relation in Commodity Futures Markets C Chiarella, B Kang, CS Nikitopoulos, T To Journal of Futures Markets, 2015 | 61 | 2015 |
| Humps in the Volatility Structure of the Crude Oil Futures Market: New Evidence C Chiarella, B Kang, CS Nikitopoulos, T To Energy Economics 40, 989-1000, 2013 | 39 | 2013 |
| Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? B Cheng, CS Nikitopoulos, E Schlögl Journal of Banking & Finance 95, 148-166, 2018 | 38* | 2018 |
| Determinants of the crude oil futures curve: Inventory, consumption and volatility CS Nikitopoulos, M Squires, S Thorp, D Yeung Journal of Banking & Finance 84, 53-67, 2017 | 38 | 2017 |
| Economic determinants of oil futures volatility: A term structure perspective B Kang, CS Nikitopoulos, M Prokopczuk Energy Economics 88 (May 2020), 104743, 2020 | 37 | 2020 |
| A class of jump-diffusion bond pricing models within the HJM framework C Chiarella, C Nikitopoulos Sklibosios Asia-Pacific Financial Markets 10 (2-3), 87-127, 2003 | 25 | 2003 |
| Wind Generation and the Dynamics of Electricity Prices in Australia MM Mwampashi, C Nikitopoulos, O Konstandatos, A Rai Energy Economics 103, 105547, 2021 | 23 | 2021 |
| Real-world jump-diffusion term structure models N Bruti-Liberati §, C Nikitopoulos-Sklibosios, E Platen Quantitative Finance 10 (1), 23-37, 2010 | 18 | 2010 |
| Forecasting volatility in commodity markets with long-memory models M Alfeus, CS Nikitopoulos Journal of Commodity Markets, 2022 | 14 | 2022 |
| Pricing American options under regime switching using method of lines C Chiarella, C Sklibosios Nikitopoulos, E Schlögl, H Yang Available at SSRN 2731087, 2016 | 12 | 2016 |
| Derivative security pricing C Chiarella, X He, CS Nikitopoulos Springer, 2016 | 12 | 2016 |
| Markovian defaultable HJM term structure models with unspanned stochastic volatility C Chiarella, SC Maina, C Sklibosios Nikitopoulos Quantitative Finance Research Centre Research Paper, 2010 | 12 | 2010 |
| Climate transition risk in sovereign bond markets S Collender, B Gan, CS Nikitopoulos, KA Richards, LS Ryan Global Finance Journal 57, 2023 | 10* | 2023 |
| A Markovian defaultable term structure model with state dependent volatilities C Chiarella, C NIKITOPOULOS SKLIBOSIOS, E Schlögl International Journal of Theoretical and Applied Finance 10 (01), 155-202, 2007 | 10 | 2007 |
| Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies MM Mwampashi, CS Nikitopoulos, A Rai, O Konstandatos Energy Economics 115, 106372, 2022 | 9 | 2022 |
| Interest rate risk in long-dated commodity options positions: To hedge or not to hegde? B Cheng, CS Nikitopoulos, E Schlogl Journal of Futures Markets (https://doi.org/10.1002/fut.21954), 2018 | 9* | 2018 |
| First Order Strong Approximations of Jump Diffusions. N Bruti-Liberati, C Nikitopoulos-Sklibosios, E Platen Monte Carlo Methods & Applications 12, 2006 | 9 | 2006 |
| Forecasting Commodity Markets Volatility: HAR or Rough? M Alfeus, CS Nikitopoulos Available at SSRN 3520500, 2020 | 8 | 2020 |
| Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates B Cheng, C Sklibosios Nikitopoulos, E Schlögl Available at SSRN 2712025, 2016 | 6 | 2016 |
| Hedging futures options with stochastic interest rates B Cheng, C Nikitopoulos, E Scholgl https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2840635, 2016 | 5 | 2016 |
Carl ChiarellaProfessor of Quantitative FinanceVerified email at uts.edu.au
