C. Huurman

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

SCHOLARLY PAPERS

3

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56

Scholarly Papers (3)

1.
Downloads 542 ( 57,333)
Citation 30

Hourly Electricity Prices in Day-Ahead Markets

ERIM Report Series Reference No. ERS-2007-002-F&A
Number of pages: 16 Posted: 16 Jan 2007
Ronald Huisman, C. Huurman and Ronald Mahieu
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 281 (122,301)
Citation 1

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Day-ahead electricity, Electricity prices, Energy markets, Panel models

Hourly Electricity Prices in Day-Ahead Markets

Number of pages: 13 Posted: 21 Jul 2006
Ronald Huisman, C. Huurman and Ronald Mahieu
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 261 (132,265)
Citation 2

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energy markets, day-ahead electricity electricity prices, panel models

2.

Fat Tails in Power Prices

Number of pages: 17 Posted: 15 Oct 2003
Ronald Huisman and C. Huurman
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 451 (72,012)

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electricity price, modelling, spikes, extreme value theory, Monte Carlo simulations, risk management

3.

Being in Balance: Economic Efficiency in the Dutch Power Market

Number of pages: 18 Posted: 28 Sep 2004
Ronald Huisman and C. Huurman
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 253 (137,105)

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deregulated energy markets, economic efficiency, indicators, balancing power market, balancing prices, balancing volumes dynamics