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Huisman, Ronald


 SSRN Author Rank: 1,712 by Downloads
 

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)


 P.O. Box 1738
 3000 DR Rotterdam, NL 3062 PA
 Netherlands
 email address

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. Huisman, Ronald's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,634
Total
Citations
98
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Pownall, Rachel A.J.
Tilburg University - Department of Finance
Posted:
03 Aug 99
2,298
(2,602)
7

2.  
Option Formulas for Mean-Reverting Power Prices with Spikes | Show Abstract | Download |
Energy Global Research Paper; and ERIM Report Series Reference No. ERS-2002-96-F&A
Working Paper Series
de Jong, Cyriel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
15 Dec 02
1,088
(9,324)
8

3.  
Regime Jumps in Electricity Prices | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2001-48-F&A
Working Paper Series
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
04 Jun 01
873
(13,138)
30

4.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Kool, Clemens J.M.
Utrecht University - Utrecht University School of Economics
Palm, Franz C.
University of Maastricht - Department of Economics
Posted:
06 Jan 98
756
(16,266)
9

5.  
Measuring Credit Spread Risk: Incorporating the Tails | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2001-95-F&A
Working Paper Series
Pownall, Rachel A.J.
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
20 Jan 03
469
(31,553)
2

6.   Incl. Electronic Paper
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Huurman, C.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
21 Jul 06
Last Revised:
24 Jul 13
426
(35,724)
12

7.  
Fat Tails in Power Prices | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2003-059-F&A
Working Paper Series
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Huurman, C.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Posted:
15 Oct 03
425
(35,848)
 

8.  
Flood, Mark D.
Office of Financial Research
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Röell, Ailsa
Columbia University, School of International and Public Affairs
Posted:
25 Jun 97
416
(36,798)
4

9.  
From Skews to a Skewed-T | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2000-12-F&A
Working Paper Series
de Jong, Cyriel
Erasmus University Rotterdam (EUR) - Department of Financial Management
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
20 Jan 03
392
(39,586)
1

10.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Eichholtz, Piet M. A.
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Posted:
10 Jun 98
380
(41,161)
1

11.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Kool, Clemens J.M.
Utrecht University - Utrecht University School of Economics
Palm, Franz C.
University of Maastricht - Department of Economics
Posted:
22 Mar 98
375
(41,840)
4

12.  
Do Exchange Rates Move in Line With Uncovered Interest Parity? | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2007-012-F&A
Working Paper Series
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Mulder, Arjen
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
02 Jan 07
336
(47,638)
 

13.  
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2007-013-F&A
Working Paper Series
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Schlichter, F.
affiliation not provided to SSRN
Posted:
07 Mar 07
322
(50,125)
 

14.  
Measuring Credit Spread Risk | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2002-95-F&A
Working Paper Series
Pownall, Rachel A.J.
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
26 Feb 08
315
(51,465)
2

15.  
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2007-089-F&A
Working Paper Series
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Schlichter, Felix
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
29 Jan 08
286
(57,607)
 

16.   Incl. Electronic Paper
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
03 Jan 07
Last Revised:
24 Jul 13
285
(57,829)
1

17.  
Being in Balance: Economic Efficiency in the Dutch Power Market | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2004-065-F&A
Working Paper Series
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Huurman, C.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Posted:
28 Sep 04
236
(70,993)
 

18.  
Flood, Mark D.
Office of Financial Research
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Lyons, Richard K.
University of California, Berkeley
Posted:
11 Feb 98
199
(84,535)
8

19.  
The Influence of Temperature on Spike Probability in Day-Ahead Power Prices | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2007-039-F&A
Working Paper Series
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
18 Jun 07
164
(101,478)
7

20.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van der Sar, Nico
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
24 Dec 11
Last Revised:
03 Mar 12
156
(106,151)
 

21.  
Kilic, Mehtap
affiliation not provided to SSRN
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
21 Jul 10
149
(110,527)
 

22.  
Flood, Mark D.
Office of Financial Research
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Van Dijk, Mathijs A.
Erasmus University - Rotterdam School of Management
van Leeuwen, Irma W.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
Posted:
10 Aug 98
131
(123,399)
2

23.  
A Comment on: Storage and the Electricity Forward Premium | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2009-042-F&A
Working Paper Series
Bloys van Treslong, Adriaan
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
28 Jul 09
96
(155,283)
 

24.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Stradnic, Victoria
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Westgaard, Sjur
Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Posted:
16 Oct 13
34
(259,363)
 

25.  
Eichholtz, Piet M. A.
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zwinkels, Remco C. J.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
05 Jul 13
27
(279,957)
 

26.  
VaR Plus: Fat Tails in Financial Risk Management | Show Abstract |
Working Paper No. 98/51
Working Paper Series
Pownall, Rachel A.J.
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
06 Oct 98
 

27.  
Quote Disclosure and Price Discovery in Multiple Dealer Financial Markets | Show Abstract |
Review of Financial Studies, Vol. 12, No. 1
Accepted Paper Series
Flood, Mark D.
Office of Financial Research
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
08 Sep 98
 

28.  
Flood, Mark D.
Office of Financial Research
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
08 Jul 98
 

29.  
Eichholtz, Piet M. A.
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Schuin, Lisa
Maastricht University
Posted:
08 Jul 98
 

30.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Kool, Clemens J.M.
Utrecht University - Utrecht University School of Economics
Nissen, Francois
MeesPierson Investment Bank
Posted:
02 Oct 96
 


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