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Information about:
Ronald Mahieu

Personal Details | Affiliation | Works
This is information that was supplied by Ronald Mahieu in registering through RePEc. If you are Ronald Mahieu , 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: Mahieu
Suffix:

RePEc Short-ID: pma286

Email: [This author has chosen not to make the email address public]
Homepage: http://center.uvt.nl/staff/mahieu/
Postal Address: Tilburg University Faculty of Economics and Business Administration Department of Econometrics & OR P.O. Box 90153 5000 LE Tilburg
Phone:

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. Campbell, Rachel & Koedijk, Kees & Lothian, James R & Mahieu, Ronald J, 2007. "Irving Fisher, Expectational Errors, and the UIP Puzzle," CEPR Discussion Papers 6294, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  3. Campbell-Pownall, R.A.J. & Koedijk, C.G. & Lothian, J.R. & Mahieu, R.J., 2007. "Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later," Research Paper ERS-2007-088-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:

  6. Huisman, R. & Mahieu, R.J. & Schlichter, F., 2007. "Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations," Research Paper ERS-2007-089-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:

  7. 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!]

  8. Moerman, G.A. & Mahieu, R.J. & Koedijk, C.G., 2004. "Financial Integration Through Benchmarks: The European Banking Sector," Research Paper ERS-2004-110-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. Tims, B. & Mahieu, R.J., 2003. "A Range-Based Multivariate Model for Exchange Rate Volatility," Research Paper ERS-2003-022-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. Tims, B. & Mahieu, R.J., 2003. "International Portfolio Choice," Research Paper ERS-2003-011-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!]

  11. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001. "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers 01-018/4, Tinbergen Institute. [Downloadable!]
    Other versions:

  12. 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:

  13. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers 0504, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

  14. de Jong, Frank & Mahieu, Ronald J & Schotman, Peter C, 1999. "Price Discovery on Foreign Exchange Markets," CEPR Discussion Papers 2296, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  15. de Jong, F. & Mahieu, R. & Schotman, P. & Leeuwen, I., 1999. "Price Discovery on Foreign Exchange Markets with Differentially Informed Traders," Papers 99-56, Southern California - School of Business Administration.
    Other versions:

  16. Ronald Mahieu & Peter Schotman, 1994. "Stochastic volatility and the distribution of exchange rate news," Discussion Paper / Institute for Empirical Macroeconomics 96, Federal Reserve Bank of Minneapolis. [Downloadable!]

  17. Ronald Mahieu & Peter Schotman, 1994. "Neglected Common Factors in Exchange Rate Volatility," CEPR Financial Markets Paper 0041, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.
    Published as:

Articles

  1. Huisman, Ronald & Mahieu, Ronald & Schlichter, Felix, 2009. "Electricity portfolio management: Optimal peak/off-peak allocations," Energy Economics, Elsevier, vol. 31(1), pages 169-174, January. [Downloadable!] (restricted)
    Other versions:

  2. 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!]

  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. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 671-696. [Downloadable!]
    Other versions:

  5. De Jong, Frank & Mahieu, Ronald & Schotman, Peter, 1998. "Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 5-27, February. [Downloadable!] (restricted)

  6. Mahieu, Ronald & Bauer, Rob, 1998. "A Bayesian Analysis of Stock Return Volatility and Trading Volume," Applied Financial Economics, Taylor and Francis Journals, vol. 8(6), pages 671-87, December. [Downloadable!] (restricted)

  7. Ronald J. Mahieu & Peter C. Schotman, 1998. "An empirical application of stochastic volatility models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(4), pages 333-360. [Downloadable!]

  8. Mahieu, Ronald & Schotman, Peter, 1994. "Neglected common factors in exchange rate volatility," Journal of Empirical Finance, Elsevier, vol. 1(3-4), pages 279-311, July. [Downloadable!] (restricted)
    Other versions:

  9. Koedijk, Kees G & Mahieu, Ronald J, 1992. "Asian-Pacific Real Exchange Rates," Applied Economics, Taylor and Francis Journals, vol. 24(11), pages 1255-62, November.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2001-10-22 2001-10-22
  2. NEP-CBA: Central Banking (4) 2001-10-22 2007-03-17 2007-05-26 2008-02-02
  3. NEP-CFN: Corporate Finance (1) 2001-05-02
  4. NEP-ECM: Econometrics (3) 1999-12-01 2001-10-22 2003-03-19
  5. NEP-EEC: European Economics (2) 2005-01-02 2005-01-05
  6. NEP-ENE: Energy Economics (3) 2007-01-23 2007-03-17 2008-02-02
  7. NEP-ETS: Econometric Time Series (1) 2003-03-19
  8. NEP-FIN: Finance (2) 2003-03-10 2005-01-02
  9. NEP-FMK: Financial Markets (5) 2001-05-02 2001-05-02 2003-03-10 2003-03-19 2007-03-17 Author is listed
  10. NEP-IFN: International Finance (12) 1999-12-01 1999-12-21 2000-01-31 2001-05-02 2001-05-02 2001-10-22 2001-10-22 2003-03-19 2007-01-23 2007-03-17 2007-05-26 2008-02-02 Author is listed
  11. NEP-MAC: Macroeconomics (1) 2008-02-02
  12. NEP-MIC: Microeconomics (1) 2001-08-30
  13. NEP-MON: Monetary Economics (4) 2007-01-23 2007-03-17 2007-05-26 2008-02-02
  14. NEP-RMG: Risk Management (2) 2003-03-19 2007-03-17
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2007-03-17
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This page was last updated on 2009-11-4.

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