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 1 2 233
Benefits and Risks of Central Clearing in the Repo Market 0 0 3 37 0 0 5 138
Empirical analysis of collateral at central counterparties 0 0 0 3 0 0 2 9
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 1 1 4 135
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 1 3 3 1 4 8 8
Market-Making Costs and Liquidity: Evidence from CDS Markets 1 1 2 20 1 1 5 73
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 0 14 2 3 5 90
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 1 139 0 0 1 1,261
Total Working Papers 1 2 12 326 5 10 33 1,981

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 1 8 0 3 6 47
Benefits and risks of central clearing in the repurchase agreement market 0 0 0 0 1 1 1 1
Book review 0 0 0 4 0 0 1 20
Collateral competition: Evidence from central counterparties 0 0 6 16 2 4 15 41
Comments on “Network Structure and Its Impact on Commodity Markets” 0 0 0 2 1 1 1 6
Efficient Computation of Hedging Parameters for Discretely Exercisable Options 0 0 0 0 1 1 1 6
Energy futures prices: term structure models with Kalman filter estimation 0 0 2 359 3 5 11 896
Hedging Commodity Price Risk 0 1 10 39 0 2 25 78
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 1 1 3 23
Measuring system-wide resilience of central counterparties 0 0 0 0 0 3 3 3
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 1 2 3 34
Portfolio Tax Trading with Carryover Losses 0 0 0 5 2 3 4 27
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 0 1 1 14
Robust Financial Networks 0 1 5 5 0 2 10 12
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 2 4 75
Tax management strategies with multiple risky assets 0 0 0 27 1 2 4 139
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 0 0 2 84
Valuation of Commodity-Based Swing Options 0 1 3 37 1 3 9 127
Volume-weighted average price tracking: A theoretical and empirical study 1 1 1 34 2 6 10 77
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 1 1 24 1 2 8 163
Total Journal Articles 1 6 29 613 17 44 122 1,890

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Statistics updated 2025-12-06