9
H index
9
i10 index
255
Citations
Stathis Tompaidis : Citation Profile
Government of the United States (50% share) | RESEARCH PRODUCTION: 21 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2001 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stathis Tompaidis. | Is cited by:
| Cites to:
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Main data
Where Stathis Tompaidis has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 3 |
| Journal of Financial Market Infrastructures | 2 |
| European Journal of Operational Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Briefs / Office of Financial Research, US Department of the Treasury | 2 |
| Working Papers / Office of Financial Research, US Department of the Treasury | 2 |
Recent works citing Stathis Tompaidis (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Swing Contract Pricing: A Parametric Approach with Adjoint Automatic Differentiation and Neural Networks. (2023). Yeo, Christian ; Pages, Gilles ; Lemaire, Vincent. In: Papers. RePEc:arx:papers:2306.03822. Full description at Econpapers || Download paper |
| 2024 | Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics. (2024). He, Peilun ; Kordzakhia, Nino ; Shevchenko, Pavel V ; Peters, Gareth W. In: Papers. RePEc:arx:papers:2412.05889. Full description at Econpapers || Download paper |
| 2024 | Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Charlin, Laurent ; Pineau, Pierre-Olivier ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321. Full description at Econpapers || Download paper |
| 2024 | A contagion test with unspecified heteroscedastic errors. (2024). Peng, Liang ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Aboagye, Ernest. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper |
| 2024 | Evaluation of tieback developments for marginal oil fields with timing flexibility. (2024). Ronning, Anders ; Haugsgjerd, Johannes H ; Haseldonckx, Sophie ; Hagspiel, Verena ; Fedorov, Semyon. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000525. Full description at Econpapers || Download paper |
| 2024 | How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749. Full description at Econpapers || Download paper |
| 2024 | What drives the high-risk spillover of benchmark oil prices into Chinas LNG market?. (2024). Pan, Yue ; Zhang, Xiaokong ; Tian, Lingyue ; Wang, Jiaoyan ; Chai, Jian. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s036054422402334x. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Constructing Optimal Portfolio Rebalancing Strategies with a Two-Stage Multiresolution-Grid Model. (2024). Sun, You-Jia ; Chen, Bo-Jen ; Dai, Tian-Shyr ; Wu, Mu-En ; Yang, Dong-Yuh. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10555-y. Full description at Econpapers || Download paper |
Works by Stathis Tompaidis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | The Impact of Large Changes in Asset Prices on Intra‐Market Correlations in the Domestic and International Markets In: The Financial Review. [Full Text][Citation analysis] | article | 8 |
| 2021 | Comments on “Network Structure and Its Impact on Commodity Markets” In: Production and Operations Management. [Full Text][Citation analysis] | article | 0 |
| 2008 | Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows.(2019) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2023 | Hedging Commodity Price Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 2008 | Small transaction cost asymptotics and dynamic hedging In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 2012 | A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
| 2013 | Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 2023 | Collateral competition: Evidence from central counterparties In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Tax management strategies with multiple risky assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 20 |
| 2004 | Valuation of Commodity-Based Swing Options In: Management Science. [Full Text][Citation analysis] | article | 73 |
| 2018 | Portfolio Tax Trading with Carryover Losses In: Management Science. [Full Text][Citation analysis] | article | 4 |
| 2001 | Real Options in Leasing: The Effect of Idle Time In: Operations Research. [Full Text][Citation analysis] | article | 11 |
| 2006 | Interruptible Electricity Contracts from an Electricity Retailers Point of View: Valuation and Optimal Interruption In: Operations Research. [Full Text][Citation analysis] | article | 17 |
| 2008 | Efficient Computation of Hedging Parameters for Discretely Exercisable Options In: Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2020 | Modeling Dependent Outages of Electric Power Plants In: Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2024 | Robust Financial Networks In: Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2017 | Measuring Systemwide Resilience of Central Counterparties In: Briefs. [Full Text][Citation analysis] | paper | 1 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | ||
| 2017 | Benefits and Risks of Central Clearing in the Repo Market In: Briefs. [Full Text][Citation analysis] | paper | 10 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2019 | Market-Making Costs and Liquidity: Evidence from CDS Markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
| 2008 | Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 8 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2002 | Energy futures prices: term structure models with Kalman filter estimation In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 59 |
| 2006 | Book review In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Volume-weighted average price tracking: A theoretical and empirical study In: IISE Transactions. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team