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Huisman, Ronald
 SSRN Author Rank: 1,536 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
10,361		 Total
Citations
94
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.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
Posted:
03 Aug 99
2,263
(2,273) 		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
1,059
(8,443) 		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
866
(11,589) 		28
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.
University of Utrecht - Utrecht University School of Economics
Palm, Franz C.
University of Maastricht - Department of Economics
Posted:
06 Jan 98
742
(14,633) 		8
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.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
20 Jan 03
468
(27,723) 		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:
23 Jul 09
422
(31,757) 		11
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
418
(32,141) 		 
8.  
Flood, Mark D.
Independent
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
406
(33,375) 		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
389
(35,198) 		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
(36,233) 		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.
University of Utrecht - Utrecht University School of Economics
Palm, Franz C.
University of Maastricht - Department of Economics
Posted:
22 Mar 98
371
(37,324) 		4
12.  
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
318
(44,914) 		 
13.  
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
314
(45,609) 		 
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.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
26 Feb 08
299
(48,297) 		2
15.   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:
23 Jul 09
284
(51,263) 		1
16.  
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
276
(52,968) 		 
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
234
(63,456) 		 
18.  
Flood, Mark D.
Independent
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
198
(75,392) 		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
148
(98,966) 		7
20.  
Kilic, Mehtap
affiliation not provided to SSRN
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
21 Jul 10
146
(100,091) 		 
21.  
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
138
(105,069) 		 
22.  
Flood, Mark D.
Independent
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
(109,780) 		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
91
(143,837) 		 
24.  
VaR Plus: Fat Tails in Financial Risk Management | Show Abstract |
Working Paper No. 98/51
Working Paper Series
Pownall, Rachel A.J.
Maastricht University - Limburg Institute of Financial Economics (LIFE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
06 Oct 98
 
25.  
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.
Independent
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
 
26.  
Flood, Mark D.
Independent
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
 
27.  
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
 
28.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Kool, Clemens J.M.
University of Utrecht - Utrecht University School of Economics
Nissen, Francois
MeesPierson Investment Bank
Posted:
02 Oct 96
 

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