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 5 6 7 238
Benefits and Risks of Central Clearing in the Repo Market 0 0 3 37 1 1 5 139
Clearing Members Well Equipped to Meet CCP Assessments, Despite Likely Resource Depletion Under Stress 0 0 4 4 0 1 16 16
Empirical analysis of collateral at central counterparties 0 0 0 3 2 2 4 11
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 3 4 7 138
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 3 3 1 4 9 9
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 1 2 20 4 5 9 77
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 3 6 8 93
The Impact of CCP Liquidity and Capital Demands on Clearing Members Under Stress 0 1 7 7 0 5 10 10
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 1 139 2 2 3 1,263
Total Working Papers 0 2 23 337 21 36 79 2,028

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 2 6 47
Benefits and risks of central clearing in the repurchase agreement market 0 0 0 0 0 1 1 1
Book review 0 0 0 4 0 0 1 20
Collateral competition: Evidence from central counterparties 0 0 6 16 3 6 18 44
Comments on “Network Structure and Its Impact on Commodity Markets” 0 0 0 2 0 1 1 6
Efficient Computation of Hedging Parameters for Discretely Exercisable Options 0 0 0 0 1 2 2 7
Energy futures prices: term structure models with Kalman filter estimation 0 0 2 359 0 4 11 896
Hedging Commodity Price Risk 0 1 10 39 4 6 28 82
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 2 4 24
Measuring system-wide resilience of central counterparties 0 0 0 0 1 4 4 4
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 0 2 3 34
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 3 4 27
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 2 3 3 16
Robust Financial Networks 0 1 5 5 1 3 10 13
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 1 2 5 76
Tax management strategies with multiple risky assets 0 0 0 27 3 5 7 142
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 0 3 37 3 5 12 130
Volume-weighted average price tracking: A theoretical and empirical study 0 1 1 34 0 4 10 77
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 1 1 24 0 2 8 163
Total Journal Articles 0 5 29 613 20 57 140 1,910

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Statistics updated 2026-01-09