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Ronald Huisman

SSRN Author Rank: 2,187 by Downloads and 5,258 by Citations

 

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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. Ronald Huisman's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,445
Total
Citations
97
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
Posted:
03 Aug 99
2,356
(3,491)
7

2.  
Option Formulas for Mean-Reverting Power Prices with Spikes | Show Abstract | Download This Paper | Open PDF in Browser |
Energy Global Research Paper; and ERIM Report Series Reference No. ERS-2002-96-F&A
Number of Pages in PDF File: 32
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
1,173
(11,650)
8

3.  
Regime Jumps in Electricity Prices | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2001-48-F&A
Number of Pages in PDF File: 20
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
878
(17,979)
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.
Utrecht University - Utrecht University School of Economics
Palm, Franz C.
University of Maastricht - Department of Economics
Posted:
06 Jan 98
792
(20,292)
9

5.  
Measuring Credit Spread Risk: Incorporating the Tails | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2001-95-F&A
Number of Pages in PDF File: 24
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
20 Jan 03
474
(41,864)
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
453
(44,765)
12

7.  
Flood, Mark D.
Government of the United States of America - 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
435
(44,884)
4

8.  
Fat Tails in Power Prices | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2003-059-F&A
Number of Pages in PDF File: 17
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
433
(47,135)
 

9.  
From Skews to a Skewed-T | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2000-12-F&A
Number of Pages in PDF File: 14
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
407
(51,102)
1

10.  
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
386
(53,509)
4

11.  
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
381
(54,837)
1

12.  
Do Exchange Rates Move in Line With Uncovered Interest Parity? | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-012-F&A
Number of Pages in PDF File: 7
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
349
(61,411)
 

13.  
Measuring Credit Spread Risk | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2002-95-F&A
Number of Pages in PDF File: 24
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
26 Feb 08
344
(60,577)
2

14.  
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-013-F&A
Number of Pages in PDF File: 17
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
333
(64,823)
 

15.  
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-089-F&A
Number of Pages in PDF File: 25
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
295
(72,134)
 

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
293
(74,810)
1

17.  
Being in Balance: Economic Efficiency in the Dutch Power Market | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2004-065-F&A
Number of Pages in PDF File: 18
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
238
(93,112)
 

18.  
Flood, Mark D.
Government of the United States of America - 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
205
(106,452)
8

19.  
The Influence of Temperature on Spike Probability in Day-Ahead Power Prices | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-039-F&A
Number of Pages in PDF File: 13
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
18 Jun 07
191
(112,173)
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.
VU University Amsterdam
Posted:
24 Dec 11
Last Revised:
03 Mar 12
166
(126,412)
 

21.  
Kilic, Mehtap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
21 Jul 10
152
(139,241)
 

22.  
Flood, Mark D.
Government of the United States of America - 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
132
(155,279)
2

23.  
A Comment on: Storage and the Electricity Forward Premium | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2009-042-F&A
Number of Pages in PDF File: 16
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
101
(194,787)
 

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
99
(148,206)
1

25.  
Fundamentals or Trends? A Long-Term Perspective on House Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Applied Economics, Vol. 47, No. 10, 2015
Number of Pages in PDF File: 28
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.
VU University Amsterdam
Posted:
05 Jul 13
Last Revised:
01 Feb 16
53
(240,578)
 

26.  
Electricity Futures Prices: Time Varying Sensitivity to Fundamentals | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Energy Markets, 2015, IEB Working Paper N. 2014/21
Number of Pages in PDF File: 29
Fleten, Stein-Erik
Norwegian University of Science and Technology (NTNU)
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Kilic, Mehtap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Pennings, Enrico
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:
25 Jul 14
42
(200,322)
 

27.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Kilic, Mehtap
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
23 Sep 14
19
(369,570)
 

28.  
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Trujillo-Baute, Elisa
University of Warwick
Posted:
09 Dec 14
5
(422,087)
 

29.  
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
06 Oct 98
 

30.  
Flood, Mark D.
Government of the United States of America - 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
 

31.  
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
 

32.  
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
 


Records 1 - 32 of 32 matches
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