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Information about:
Ronald Huisman

Personal Details | Affiliation | Works
This is information that was supplied by Ronald Huisman in registering through RePEc. If you are Ronald Huisman , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Ronald
Middle Name:
Last Name: Huisman
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RePEc Short-ID: phu61

Email:
Homepage: http://people.few.eur.nl/rhuisman/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Huisman, R. & Mahieu, R.J. & Schlichter, F., 2007. "Hedging Exposure to Electricity Price Risk in a Value at Risk Framework," Research Paper ERS-2007-013-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  2. Huisman, R. & Mahieu, R.J. & Mulder, A., 2007. "Do Exchange Rates Move in Line With Uncovered Interest Parity?," Research Paper ERS-2007-012-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  3. Huisman, R. & Huurman, C. & Mahieu, R.J., 2007. "Hourly Electricity Prices in Day-Ahead Markets," Research Paper ERS-2007-002-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    Published as:

  4. Huisman, R., 2007. "The Influence of Temperature on Spike Probability in Day-Ahead Power Prices," Research Paper ERS-2007-039-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  5. Huisman, R. & Mahieu, R.J., 2007. "Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk," Research Paper ERS-2007-001-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  6. Huurman, C. & Huisman, R., 2004. "Being in Balance: Economic Efficiency in the Dutch Power Market," Research Paper ERS-2004-065-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  7. Huisman, R. & Huurman, C., 2003. "Fat Tails in Power Prices," Research Paper ERS-2003-059-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  8. Jong, C.M. de & Huisman, R., 2002. "Option Formulas for Mean-Reverting Power Prices with Spikes," Research Paper ERS-2002-96-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  9. Campbell-Pownall, R.A.J. & Huisman, R., 2002. "Measuring Credit Spread Risk," Research Paper ERS-2002-95-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  10. Huisman, R. & Mahieu, R.J., 2001. "Regime Jumps in Electricity Prices," Research Paper ERS-2001-48-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    Published as:

  11. Jong, C.M. de & Huisman, R., 2000. "From Skews to a Skewed-t," Research Paper ERS-2000-12-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  12. Mark D. Flood Ronald Huisman Kees G. Koedijk and Richard Lyons., 1998. "Search Costs: The Neglected Spread Component," Research Program in Finance Working Papers RPF-285, University of California at Berkeley. [Downloadable!]

  13. Huisman, R. & Koedijik, K.G. & Pownall, R.A.J., 1998. "VaR-x: Fat Tails in Financial Risk Management," Papers 98-54, Southern California - School of Business Administration.

Articles

  1. Huisman, Ronald & Huurman, Christian & Mahieu, Ronald, 2007. "Hourly electricity prices in day-ahead markets," Energy Economics, Elsevier, vol. 29(2), pages 240-248, March. [Downloadable!] (restricted)
    Other versions:
    • Huisman, R. & Huurman, C. & Mahieu, R.J., 2007. "Hourly Electricity Prices in Day-Ahead Markets," Research Paper ERS-2007-002-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  2. Ronald Huisman & Christian Huurman, 2007. "Being in Balance More Efficiency through Liberalization—An Empirical Study on the Dutch Power Market," Icfai University Journal of Environmental Economics, Icfai Press, vol. 0(1), pages 28-43, February.

  3. Huisman, Ronald & Mahieu, Ronald, 2003. "Regime jumps in electricity prices," Energy Economics, Elsevier, vol. 25(5), pages 425-434, September. [Downloadable!] (restricted)
    Other versions:
    • Huisman, R. & Mahieu, R.J., 2001. "Regime Jumps in Electricity Prices," Research Paper ERS-2001-48-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  4. Huisman, Ronald, et al, 2001. "Tail-Index Estimates in Small Samples," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 208-16, April.

  5. Campbell, Rachel & Huisman, Ronald & Koedijk, Kees, 2001. "Optimal portfolio selection in a Value-at-Risk framework," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1789-1804, September. [Downloadable!] (restricted)

  6. Huisman, Ronald & Koedijk, Kees & Kool, Clemens & Nissen, Francois, 1998. "Extreme support for uncovered interest parity," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 211-228, February. [Downloadable!] (restricted)

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-07-20
  2. NEP-CBA: Central Banking (1) 2007-03-17
  3. NEP-ECM: Econometrics (1) 2001-03-14
  4. NEP-ENE: Energy Economics (3) 2007-01-23 2007-03-17 2007-07-20 Author is listed
  5. NEP-EXP: Experimental Economics (1) 2007-07-20
  6. NEP-FIN: Finance (1) 2003-12-07
  7. NEP-FMK: Financial Markets (1) 2007-03-17
  8. NEP-IFN: International Finance (2) 2007-01-23 2007-03-17 Author is listed
  9. NEP-MIC: Microeconomics (1) 2001-08-30
  10. NEP-MON: Monetary Economics (2) 2007-01-23 2007-03-17 Author is listed
  11. NEP-RMG: Risk Management (3) 2003-12-07 2007-03-17 2007-07-20 Author is listed
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2007-03-17
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This page was last updated on 2009-11-21.

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