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 0 4 0 0 9 23
Empirical analysis of collateral at central counterparties 0 0 1 4 0 0 7 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 2 4 23 95
Measuring Systemwide Resilience of Central Counterparties 0 0 0 16 0 0 6 40
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 0 1 5 5
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 0 1 15 0 0 18 105
The Impact of CCP Liquidity and Capital Demands on Clearing Members Under Stress 0 0 1 7 2 2 22 26
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 0 139 0 0 6 1,267
Total Working Papers 0 0 5 339 4 8 139 2,128

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 0 1 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 0 1 8 13
Energy futures prices: term structure models with Kalman filter estimation 0 0 0 359 0 1 11 902
Hedging Commodity Price Risk 0 1 8 46 1 6 30 106
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 2 0 1 9 26
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption 0 0 0 5 0 2 11 33
Measuring system-wide resilience of central counterparties 0 0 0 0 1 2 12 12
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 0 1 10 42
Portfolio Tax Trading with Carryover Losses 1 1 1 6 1 3 6 30
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 1 1 10 23
Robust Financial Networks 0 1 5 9 0 4 22 32
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 0 13 86
Tax management strategies with multiple risky assets 0 0 1 28 0 1 19 156
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 2 2 6 90
Valuation of Commodity-Based Swing Options 0 0 1 37 0 2 21 145
Volume-weighted average price tracking: A theoretical and empirical study 0 1 9 42 6 13 41 112
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 0 2 25 1 2 14 175
Total Journal Articles 1 5 30 637 13 44 290 2,136

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Statistics updated 2026-09-10