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 1 1 1 232
Benefits and Risks of Central Clearing in the Repo Market 0 0 4 37 0 0 8 138
Empirical analysis of collateral at central counterparties 0 0 0 3 0 0 2 8
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 0 1 3 134
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 2 2 0 0 4 4
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 19 0 2 4 72
Measuring Systemwide Resilience of Central Counterparties 0 0 0 16 0 0 1 34
Model Shows Network Density Affects Derivatives Trade Costs 0 0 3 3 0 0 0 0
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 0 1 14 0 1 5 86
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 1 1 139 0 1 1 1,261
Total Working Papers 0 1 12 324 1 6 29 1,969

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 0 0 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 0 1 20
Collateral competition: Evidence from central counterparties 1 2 7 16 1 4 15 37
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 1 3 359 1 4 8 891
Hedging Commodity Price Risk 2 6 10 38 3 11 25 75
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 2 0 0 0 17
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption 0 0 0 5 0 0 3 22
Measuring system-wide resilience of central counterparties 0 0 0 0 0 0 0 0
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 0 1 1 32
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 0 3 24
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 0 0 0 13
Robust Financial Networks 0 2 3 3 1 3 9 9
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 1 1 3 73
Tax management strategies with multiple risky assets 0 0 0 27 0 1 3 137
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 0 0 1 83
Valuation of Commodity-Based Swing Options 1 1 3 36 1 1 7 122
Volume-weighted average price tracking: A theoretical and empirical study 0 0 2 33 0 2 6 70
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 0 0 23 4 6 8 161
Total Journal Articles 4 12 28 606 12 34 96 1,840

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Statistics updated 2025-08-05