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Ronald Huisman
Personal Details
| First Name: | Ronald |
| Middle Name: | |
| Last Name: | Huisman |
| Suffix: | |
| RePEc Short-ID: | phu61 |
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| http://people.few.eur.nl/rhuisman/ | |
Affiliation
Capaciteitsgroep Toegepaste Economie
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
Rotterdam, Netherlandshttp://www.few.eur.nl/few/index.cfm/site/Erasmus%20School0f0.000000E+00conomics/pageid/706B29F3-9072-94DE-78D0A515CD2FF306/
RePEc:edi:rheurnl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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.
- 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.
- Flood, Mark D. & Huisman, Ronald & Koedijk, Kees G. & Lyons, Richard K., 2012. "Search Costs: The Neglected Spread Component," Research Program in Finance, Working Paper Series qt5q05g9pt, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
Articles
- Huisman, Ronald & Huurman, Christian & Mahieu, Ronald, 2007.
"Hourly electricity prices in day-ahead markets,"
Energy Economics, Elsevier, vol. 29(2), pages 240-248, March.
- Huisman, R. & Huurman, C. & Mahieu, R.J., 2007. "Hourly Electricity Prices in Day-Ahead Markets," ERIM Report Series Research in Management ERS-2007-002-F&A, 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 University Rotterdam.
- Huisman, Ronald & Mahieu, Ronald, 2003.
"Regime jumps in electricity prices,"
Energy Economics, Elsevier, vol. 25(5), pages 425-434, September.
- Huisman, R. & Mahieu, R.J., 2001. "Regime Jumps in Electricity Prices," ERIM Report Series Research in Management ERS-2001-48-F&A, 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 University Rotterdam.
- Huisman, Ronald, et al, 2001. "Tail-Index Estimates in Small Samples," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 208-216, April.
- 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.
- 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.
More information
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