Krisztina Katona
Contact: Krisztina.Katona@student.uts.edu.au
Entered PhD Program: July 2019
PhD Supervisors: Dr Christina Nikitopoulos, Professor Erik Schlogl and Dr Julius Susanto
Research topics:
- Quantitative finance
- Financial computing
- Commodities, FX
Academic Background and Work Experience:
After receiving her BA in Economics from the Corvinus University of Budapest, Krisztina was with Citibank between 2015-17 as Valuation Control Analyst (IPV), supporting Equity desks in EMEA. She then completed her Master in Finance (GPA 3.81) at the University of Technology Sydney in 2019.
Krisztina currently works on derivatives pricing problems.
Publications:
Katona, K., Nikitopoulos, C. S. and Schlögl, E., 2023, "A Hyperbolic Bid Stack Approach to Electricity Price Modelling", Risks, 11(8), 1-39.
Katona, K., Nikitopoulos, C. S. and Schlögl, E., 2023, "A Price Mechanism Survey of the Australian National Electricity Market", SSRN Working Paper.
Conference presentations:
Katona, K., Nikitopoulos, C. S. and Schlögl, E., "A Hyperbolic Bid Stack Approach to Electricity Price Modelling"
- Energy Finance Italia 6 Workshop (online presentation), 22-23 February 2021, Brescia, Italy.
- International Conference on Sustainability, Environment, and Social Transition in Economics and Finance, 13-15 December 2022, Paris, France.
Katona, K., 2023, "Electricity Supply Function Non-Monotonicities", The 6th Commodity Markets Winter Workshop, 8-10 March, Skeikampen, Norway.
- Summer Workshop (Budapest, 2023)