Access Statistics for Stathis Tompaidis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices 0 0 0 75 0 0 0 231
Benefits and Risks of Central Clearing in the Repo Market 0 2 4 36 1 4 9 137
Empirical analysis of collateral at central counterparties 0 0 0 3 0 0 1 7
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 2 2 2 133
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 0 0 0 0 0 0
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 1 1 19 0 2 4 70
Measuring Systemwide Resilience of Central Counterparties 0 0 0 16 0 1 1 34
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 0 0 0 0 0
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 0 2 14 0 0 5 85
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 0 138 0 0 0 1,260
Total Working Papers 0 3 7 317 3 9 22 1,957

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices 0 0 0 7 2 3 3 44
Benefits and risks of central clearing in the repurchase agreement market 0 0 0 0 0 0 0 0
Book review 0 0 0 4 0 1 1 20
Collateral competition: Evidence from central counterparties 0 0 1 10 1 1 9 27
Comments on “Network Structure and Its Impact on Commodity Markets” 0 0 0 2 0 0 0 5
Efficient Computation of Hedging Parameters for Discretely Exercisable Options 0 0 0 0 0 0 0 5
Energy futures prices: term structure models with Kalman filter estimation 0 0 8 357 0 1 10 886
Hedging Commodity Price Risk 1 1 7 30 2 6 18 59
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 2 0 0 1 17
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption 0 0 0 5 1 1 2 21
Measuring system-wide resilience of central counterparties 0 0 0 0 0 0 0 0
Modeling Dependent Outages of Electric Power Plants 0 0 1 8 0 0 2 31
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 1 5 24
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 0 0 1 13
Robust Financial Networks 0 1 1 1 1 3 5 5
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 1 2 72
Tax management strategies with multiple risky assets 0 0 0 27 0 1 2 136
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 0 1 1 83
Valuation of Commodity-Based Swing Options 0 1 2 35 1 2 7 120
Volume-weighted average price tracking: A theoretical and empirical study 0 0 5 33 0 0 8 67
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 0 0 23 0 0 5 155
Total Journal Articles 1 3 25 587 8 22 82 1,790

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03