Stathis Tompaidis : Citation Profile

Government of the United States (50% share)
University of Texas-Austin (50% share)

9

H index

9

i10 index

254

Citations

RESEARCH PRODUCTION:

18

Articles

7

Papers

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 11
   Journals where Stathis Tompaidis has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 6 (2.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pto617
   Updated: 2025-01-10    RAS profile: 2024-11-18    
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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:

Prokopczuk, Marcel (7)

Weron, Rafał (4)

Cartea, Álvaro (4)

Moreno, Manuel (3)

Kovacevic, Raimund (3)

Xu, Jing (3)

Targino, Rodrigo (2)

Leung, Tim (2)

Affinito, Massimiliano (2)

Wu, Owen (2)

Lempa, Jukka (2)

Cites to:

Shachar, Or (7)

Poterba, James (6)

Constantinides, George (6)

Boyarchenko, Nina (5)

Adrian, Tobias (5)

Pelizzon, Loriana (4)

Viceira, Luis (4)

Jouini, Elyès (4)

Duffie, Darrell (4)

Kaniel, Ron (4)

Gallmeyer, Michael (3)

Main data

Where Stathis Tompaidis has published?

Journals with more than one article published# docs
Journal of Financial Economics3
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Briefs / Office of Financial Research, US Department of the Treasury2

Recent works citing Stathis Tompaidis (2024 and 2023)

YearTitle of citing document
2024Swing 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.

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2024Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics. (2024). Peters, Gareth W ; He, Peilun ; Kordzakhia, Nino ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:2412.05889.

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2023Operations?Finance Interface in Risk Management: Research Evolution and Opportunities. (2021). Huchzermeier, Arnd ; Zhao, Lima ; Wang, Jiao. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:2:p:355-389.

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2024Price 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.

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2024A 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.

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2023A review of the operations literature on real options in energy. (2023). Secomandi, Nicola ; Nadarajah, Selvaprabu. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:2:p:469-487.

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2024Evaluation 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.

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2024How 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.

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2024What 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.

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2023What do mutual fund managers’ private portfolios tell us about their skills?. (2023). Ibert, Markus. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000523.

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2023Deviations from commitments: Markov decision process formulations for the role of energy storage. (2023). Nadar, Emre ; Kocaman, Ayse Selin ; Avci, Harun ; Karakoyun, Ece Cigdem. In: International Journal of Production Economics. RePEc:eee:proeco:v:255:y:2023:i:c:s0925527322002936.

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2024.

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2023Peak-Load Energy Management by Direct Load Control Contracts. (2023). Ahmadi, Reza ; Dasu, Sriram ; Fattahi, Ali. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2788-2813.

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2023Performance Evaluation, Managerial Hedging, and Contract Termination. (2023). Xing, Hao ; Ju, Nengjiu ; Huang, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4953-4971.

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2023A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172.

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2023Valuing options to renew at future market value: the case of commercial property leases. (2023). Pretorius, Frederik ; Shen, Jianfu ; Wang, Jenny Jing. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00479-1.

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2023Is analytical tax research alive and kicking? Insights from 2000 until 2022. (2023). Sailer, Mariana ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-023-01157-5.

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Works by Stathis Tompaidis:

YearTitleTypeCited
2009The 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]		article8
2021Comments on “Network Structure and Its Impact on Commodity Markets” In: Production and Operations Management.
[Full Text][Citation analysis]		article0
2008Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers.
[Full Text][Citation analysis]		paper0
2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2019Impact 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
2023Hedging Commodity Price Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2008Small transaction cost asymptotics and dynamic hedging In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2012A 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]		article10
2013Why 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]		article12
2023Collateral competition: Evidence from central counterparties In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
2006Tax management strategies with multiple risky assets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article19
2004Valuation of Commodity-Based Swing Options In: Management Science.
[Full Text][Citation analysis]		article73
2018Portfolio Tax Trading with Carryover Losses In: Management Science.
[Full Text][Citation analysis]		article4
2001Real Options in Leasing: The Effect of Idle Time In: Operations Research.
[Full Text][Citation analysis]		article11
2006Interruptible Electricity Contracts from an Electricity Retailers Point of View: Valuation and Optimal Interruption In: Operations Research.
[Full Text][Citation analysis]		article17
2008Efficient Computation of Hedging Parameters for Discretely Exercisable Options In: Operations Research.
[Full Text][Citation analysis]		article3
2020Modeling Dependent Outages of Electric Power Plants In: Operations Research.
[Full Text][Citation analysis]		article0
2017Measuring Systemwide Resilience of Central Counterparties In: Briefs.
[Full Text][Citation analysis]		paper1
2017Benefits and Risks of Central Clearing in the Repo Market In: Briefs.
[Full Text][Citation analysis]		paper10
2019Market-Making Costs and Liquidity: Evidence from CDS Markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2006A Numerical Method for Pricing Electricity Derivatives for Jump-Diffusion Processes Based on Continuous Time Lattices In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2008Portfolio Choice with Capital Gain Taxation and the Limited Use of Losses In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper8
2002Energy futures prices: term structure models with Kalman filter estimation In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article59
2006Book review In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2020Volume-weighted average price tracking: A theoretical and empirical study In: IISE Transactions.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team