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 12 244
Benefits and Risks of Central Clearing in the Repo Market 0 0 0 37 0 0 9 147
Clearing Members Well Equipped to Meet CCP Assessments, Despite Likely Resource Depletion Under Stress 0 0 4 4 0 1 23 23
Empirical analysis of collateral at central counterparties 0 1 1 4 0 2 8 16
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 0 1 10 144
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 1 3 0 0 12 16
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 0 2 21 93
Measuring Systemwide Resilience of Central Counterparties 0 0 0 16 0 1 6 40
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 1 2 5 5
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 1 1 15 0 1 19 105
The Impact of CCP Liquidity and Capital Demands on Clearing Members Under Stress 0 0 2 7 0 0 21 24
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 0 139 0 1 6 1,267
Total Working Papers 0 2 10 339 1 11 152 2,124

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 1 2 9 0 1 11 55
Benefits and risks of central clearing in the repurchase agreement market 0 0 0 0 1 3 12 12
Book review 0 0 0 4 0 0 5 25
Collateral competition: Evidence from central counterparties 0 0 1 17 0 0 15 52
Comments on “Network Structure and Its Impact on Commodity Markets” 0 0 0 2 0 0 4 9
Efficient Computation of Hedging Parameters for Discretely Exercisable Options 0 0 0 0 1 2 8 13
Energy futures prices: term structure models with Kalman filter estimation 0 0 0 359 0 1 11 902
Hedging Commodity Price Risk 1 1 8 46 4 5 30 105
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 2 1 3 9 26
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption 0 0 0 5 2 2 11 33
Measuring system-wide resilience of central counterparties 0 0 0 0 0 1 11 11
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 1 2 10 42
Portfolio Tax Trading with Carryover Losses 0 0 0 5 1 2 5 29
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 0 1 9 22
Robust Financial Networks 0 2 6 9 2 5 23 32
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 0 13 86
Tax management strategies with multiple risky assets 0 1 1 28 1 3 19 156
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 0 0 5 88
Valuation of Commodity-Based Swing Options 0 0 1 37 2 2 23 145
Volume-weighted average price tracking: A theoretical and empirical study 1 3 9 42 5 10 36 106
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 0 2 25 1 2 13 174
Total Journal Articles 2 8 30 636 22 45 283 2,123

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Statistics updated 2026-08-07