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 2 13 244
Benefits and Risks of Central Clearing in the Repo Market 0 0 0 37 0 5 9 147
Clearing Members Well Equipped to Meet CCP Assessments, Despite Likely Resource Depletion Under Stress 0 0 4 4 1 4 23 23
Empirical analysis of collateral at central counterparties 1 1 1 4 2 3 8 16
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 16 0 3 9 143
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 1 3 0 2 12 16
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 0 6 20 91
Measuring Systemwide Resilience of Central Counterparties 0 0 0 16 1 3 6 40
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 1 1 4 4
Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses 1 1 1 15 1 6 19 105
The Impact of CCP Liquidity and Capital Demands on Clearing Members Under Stress 0 0 7 7 0 2 24 24
Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales 0 0 1 139 1 2 7 1,267
Total Working Papers 2 2 16 339 7 39 154 2,120

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 0 2 10 54
Benefits and risks of central clearing in the repurchase agreement market 0 0 0 0 2 6 11 11
Book review 0 0 0 4 0 1 5 25
Collateral competition: Evidence from central counterparties 0 0 2 17 0 0 17 52
Comments on “Network Structure and Its Impact on Commodity Markets” 0 0 0 2 0 3 4 9
Efficient Computation of Hedging Parameters for Discretely Exercisable Options 0 0 0 0 1 3 7 12
Energy futures prices: term structure models with Kalman filter estimation 0 0 0 359 0 2 11 901
Hedging Commodity Price Risk 0 2 9 45 0 9 30 100
Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows 0 0 0 2 2 5 8 25
Interruptible Electricity Contracts from an Electricity Retailer's Point of View: Valuation and Optimal Interruption 0 0 0 5 0 2 9 31
Measuring system-wide resilience of central counterparties 0 0 0 0 0 5 10 10
Modeling Dependent Outages of Electric Power Plants 0 0 0 8 1 2 10 41
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 1 2 9 22
Robust Financial Networks 1 1 5 8 1 8 20 28
Small transaction cost asymptotics and dynamic hedging 0 0 0 15 0 4 14 86
Tax management strategies with multiple risky assets 1 1 1 28 2 10 19 155
The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets 0 0 0 20 0 2 5 88
Valuation of Commodity-Based Swing Options 0 0 2 37 0 4 22 143
Volume-weighted average price tracking: A theoretical and empirical study 2 4 8 41 3 13 30 99
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios 0 0 2 25 1 7 16 173
Total Journal Articles 4 8 30 632 14 90 270 2,092

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Statistics updated 2026-06-04