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 0 231
Benefits and Risks of Central Clearing in the Repo Market 0 0 5 37 0 0 9 138
Empirical analysis of collateral at central counterparties 0 0 0 3 0 1 2 8
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 0 1 3 134
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 2 2 0 1 4 4
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 19 1 2 5 72
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 1 14 0 1 5 86
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 1 1 1 139 1 1 1 1,261
Total Working Papers 1 1 13 324 2 7 30 1,968

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 0 7 0 0 3 44
Benefits and risks of central clearing in the repurchase agreement market 0 0 0 0 0 0 0 0
Book review 0 0 0 4 0 0 1 20
Collateral competition: Evidence from central counterparties 0 3 6 15 1 7 14 36
Comments on “Network Structure and Its Impact on Commodity Markets” 0 0 0 2 0 0 0 5
Efficient Computation of Hedging Parameters for Discretely Exercisable Options 0 0 0 0 0 0 0 5
Energy futures prices: term structure models with Kalman filter estimation 0 2 4 359 0 4 8 890
Hedging Commodity Price Risk 0 5 10 36 2 10 24 72
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 2 0 0 1 17
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption 0 0 0 5 0 1 3 22
Measuring system-wide resilience of central counterparties 0 0 0 0 0 0 0 0
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 1 1 1 32
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 0 3 24
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 0 0 0 13
Robust Financial Networks 0 2 3 3 0 3 8 8
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 0 2 72
Tax management strategies with multiple risky assets 0 0 0 27 1 1 3 137
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 0 0 1 83
Valuation of Commodity-Based Swing Options 0 0 2 35 0 1 7 121
Volume-weighted average price tracking: A theoretical and empirical study 0 0 2 33 1 3 6 70
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 0 0 23 0 2 4 157
Total Journal Articles 0 12 27 602 6 33 89 1,828

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Statistics updated 2025-07-04