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 2 4 13 244
Benefits and Risks of Central Clearing in the Repo Market 0 0 0 37 3 6 9 147
Clearing Members Well Equipped to Meet CCP Assessments, Despite Likely Resource Depletion Under Stress 0 0 4 4 2 4 22 22
Empirical analysis of collateral at central counterparties 0 0 0 3 1 1 6 14
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 3 3 10 143
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 1 3 0 2 12 16
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 4 7 21 91
Measuring Systemwide Resilience of Central Counterparties 0 0 0 16 2 2 5 39
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 0 1 3 3
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 0 0 14 3 5 19 104
The Impact of CCP Liquidity and Capital Demands on Clearing Members Under Stress 0 0 7 7 1 2 24 24
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 1 139 1 2 6 1,266
Total Working Papers 0 0 14 337 22 39 150 2,113

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 1 8 1 3 10 54
Benefits and risks of central clearing in the repurchase agreement market 0 0 0 0 3 4 9 9
Book review 0 0 0 4 1 1 5 25
Collateral competition: Evidence from central counterparties 0 1 3 17 0 5 19 52
Comments on “Network Structure and Its Impact on Commodity Markets” 0 0 0 2 2 3 4 9
Efficient Computation of Hedging Parameters for Discretely Exercisable Options 0 0 0 0 2 3 6 11
Energy futures prices: term structure models with Kalman filter estimation 0 0 1 359 2 4 14 901
Hedging Commodity Price Risk 0 3 13 45 2 12 36 100
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 2 2 4 6 23
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption 0 0 0 5 1 3 9 31
Measuring system-wide resilience of central counterparties 0 0 0 0 4 5 10 10
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 1 1 9 40
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 0 3 27
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 1 3 8 21
Robust Financial Networks 0 1 6 7 5 9 21 27
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 4 5 14 86
Tax management strategies with multiple risky assets 0 0 0 27 8 9 17 153
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 1 3 5 88
Valuation of Commodity-Based Swing Options 0 0 2 37 4 9 22 143
Volume-weighted average price tracking: A theoretical and empirical study 0 2 6 39 3 12 28 96
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 0 2 25 6 6 17 172
Total Journal Articles 0 7 34 628 53 104 272 2,078

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Statistics updated 2026-05-06