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 2 9 11 242
Benefits and Risks of Central Clearing in the Repo Market 0 0 1 37 1 4 5 142
Clearing Members Well Equipped to Meet CCP Assessments, Despite Likely Resource Depletion Under Stress 0 0 4 4 1 3 19 19
Empirical analysis of collateral at central counterparties 0 0 0 3 0 4 6 13
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 0 5 7 140
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 3 3 0 6 14 14
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 1 12 15 85
Measuring Systemwide Resilience of Central Counterparties 0 0 0 16 0 3 3 37
Model Shows Network Density Affects Derivatives Trade Costs 0 0 3 3 1 3 3 3
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 0 0 0 14 0 9 14 99
The Impact of CCP Liquidity and Capital Demands on Clearing Members Under Stress 0 0 7 7 0 12 22 22
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 1 139 1 4 5 1,265
Total Working Papers 0 0 20 337 7 74 124 2,081

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 1 8 1 5 8 52
Benefits and risks of central clearing in the repurchase agreement market 0 0 0 0 0 4 5 5
Book review 0 0 0 4 0 4 4 24
Collateral competition: Evidence from central counterparties 1 1 7 17 5 11 25 52
Comments on “Network Structure and Its Impact on Commodity Markets” 0 0 0 2 0 0 1 6
Efficient Computation of Hedging Parameters for Discretely Exercisable Options 0 0 0 0 1 3 4 9
Energy futures prices: term structure models with Kalman filter estimation 0 0 2 359 2 3 13 899
Hedging Commodity Price Risk 1 4 13 43 3 13 32 91
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 2 1 3 3 20
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption 0 0 0 5 1 6 8 29
Measuring system-wide resilience of central counterparties 0 0 0 0 0 2 5 5
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 0 5 8 39
Portfolio Tax Trading with Carryover Losses 0 0 0 5 0 0 3 27
Real Options in Leasing: The Effect of Idle Time 0 0 0 3 2 6 7 20
Robust Financial Networks 1 2 6 7 2 8 15 20
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 1 7 10 82
Tax management strategies with multiple risky assets 0 0 0 27 1 6 9 145
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 1 2 3 86
Valuation of Commodity-Based Swing Options 0 0 2 37 5 12 19 139
Volume-weighted average price tracking: A theoretical and empirical study 0 3 4 37 2 9 19 86
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 1 2 25 0 3 11 166
Total Journal Articles 3 11 37 624 28 112 212 2,002

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Statistics updated 2026-03-04