Information about:
Ronald Huisman

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Affiliation

• Department of Financial Management
  Rotterdam School of Management (RSM Erasmus University)
  Erasmus Universiteit

  Location: Rotterdam, Netherlands
  Homepage: http://www.rsm.nl/portal/page?_pageid=133,2327174&_dad=portal&_schema=PORTAL
  Email:
  Phone: +31 (0)10 408 2585
  Fax: +31 (0)10 408 9020
  Postal: P.O. Box 1738, 3000 DR Rotterdam
  Handle: RePEc:edi:dfmeunl (registered authors at this institution)

Working papers

1. 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!]

2. 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!]

3. 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!]

4. 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!]

5. 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:
   • 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)

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. 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:
    • Huisman, Ronald & Mahieu, Ronald, 2003. "Regime jumps in electricity prices," Energy Economics, Elsevier, vol. 25(5), pages 425-434, September. [Downloadable!] (restricted)

11. Jong, C. 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.

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," The Icfai 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)

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

This page was last updated on 2008-8-15.