Ronald Huisman
Ronald Huisman
Erasmus School of Economics
Verified email at ese.eur.nl - Homepage
Title
Cited by
Cited by
Year
Regime jumps in electricity prices
R Huisman, R Mahieu
Energy economics 25 (5), 425-434, 2003
4892003
Optimal portfolio selection in a Value-at-Risk framework
R Campbell, R Huisman, K Koedijk
Journal of Banking & Finance 25 (9), 1789-1804, 2001
4872001
Tail-index estimates in small samples
R Huisman, KG Koedijk, CJM Kool, F Palm
Journal of Business & Economic Statistics 19 (2), 208-216, 2001
3392001
Quote disclosure and price discovery in multiple-dealer financial markets
MD Flood, R Huisman, KG Koedijk, RJ Mahieu
The Review of Financial Studies 12 (1), 37-59, 1999
2581999
Hourly electricity prices in day-ahead markets
R Huisman, C Huurman, R Mahieu
Energy Economics 29 (2), 240-248, 2007
2562007
VaR-x: Fat tails in financial risk management
R Huisman, KG Koedijk, RA Pownall
Journal of risk 1 (1), 47-61, 1998
1721998
Continental factors in international real estate returns
P Eichholtz, R Huisman, K Koedijk, L Schuin
Real Estate Economics 26 (3), 493-509, 1998
1541998
Extreme support for uncovered interest parity
R Huisman, K Koedijk, C Kool, F Nissen
Journal of International Money and Finance 17 (1), 211-228, 1998
1411998
Option formulas for mean-reverting power prices with spikes
C De Jong, R Huisman
Energy Global Research Paper, 2002
1342002
The influence of temperature on spike probability in day-ahead power prices
R Huisman
Energy Economics 30 (5), 2697-2704, 2008
862008
Regime switches in exchange rate volatility and uncovered interest parity
H Ichiue, K Koyama
Journal of International Money and Finance 30 (7), 1436-1450, 2011
772011
Electricity futures prices: Indirect storability, expectations, and risk premiums
R Huisman, M Kilic
Energy Economics 34 (4), 892-898, 2012
732012
Electricity portfolio management: Optimal peak/off-peak allocations
R Huisman, R Mahieu, F Schlichter
Energy Economics 31 (1), 169-174, 2009
682009
Option pricing for power prices with spikes
R Huisman, C De Jong
Energy power risk management 7 (11), 12-16, 2003
652003
An introduction to models for the energy markets: The thinking behind econometric techniques and their application
R Huisman
Risk Books, 2009
492009
A history of European electricity day-ahead prices
R Huisman, M Kilic
Applied Economics 45 (18), 2683-2693, 2013
472013
Fundamentals or trends? A long-term perspective on house prices
P Eichholtz, R Huisman, RCJ Zwinkels
Applied Economics 47 (10), 1050-1059, 2015
372015
Asset allocation in a value-at-risk framework
R Huisman, KCG Koedijk, RAJ Pownall
Available at SSRN 163970, 1999
321999
Did the financial crisis lead to changes in private equity investor preferences regarding renewable energy and climate policies?
DM Hofman, R Huisman
Energy Policy 47, 111-116, 2012
312012
The tail-fatness of FX returns reconsidered
R Huisman, K Koedijk, C Kool, F Palm
De Economist 150 (3), 299-312, 2002
292002
The system can't perform the operation now. Try again later.
Articles 1–20