What is the correct way of writing a reference to file types / extensions?

A file type is a type of file. It would be like asking if this sentence is correct:

Here is the blue you asked for.

We are obviously missing the direct object noun (phrase), for example:

Here is the blue pen you asked for.

You could or should therefore simply add "file" to your sentences, such as:

Here is the .csv file you asked for.

I would say it is best to include the dot except for well-known extensions, where perhaps the audience has already begun to forget that there ever was a dot, such as with PDF or JPG, which in fact act as standalone nouns now:

Here is the PDF you asked for.

Here is the JPEG you asked for.

Note that some particularly ignorant writers might double down on the noun phrase in these examples, as is common with vulgar abbreviations:

Here is the JPEG picture you asked for. [Think: "ATM machine"; the .jpeg/.jpg extension already tells us the file is an image type]

NOW, if you are specifying the file extension, then since you are already being exacting with your language, it would make sense to further include the dot as well, all lowercase (convention, not rule), such as:

Here is the picture you asked for, in .jpg and .png formats for your convenience.