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Dr. R. Huisman

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Ronald Huisman

Dr. R. Huisman

Department of Business Economics

Erasmus School of Economics

Erasmus University Rotterdam

 

T: 010-4088925

T: 010-4081285

E: rhuisman@remove-this.ese.eur.nl

Room: H14-10

Personal website: http://people.few.eur.nl/rhuisman/


 

Profile

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Professional experience

Present position
Associate Professor
University Erasmus University Rotterdam
School Erasmus School of Economics
Department Business Economics
Country The Netherlands
   

Research

Ronald Huisman is associate professor at the section Finance of the Department of Business Economics of the Erasmus School Economics. His research fields are energy finance and financial markets. He obtained a PhD from Maastricht University.

Organisation Management
 
Financial Management
 

Publications

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Academic publications (45)
  • Huisman, R. & Kilic, M. (2013). Energy Finance (forthcoming in Journal of Energy Markets). : .
  • Huisman, R., Maliepaard, R.A.F. & Zwinkels, R.C.J. (2013). Heterogeneous Agents in Electricity Forward Markets. Energy Journal.
  • Huisman, R. & Kilic, M. (2013). A History of European Electricity Day-Ahead Prices. Applied Economics, 45, 2683-2693.
  • Hofman, D. & Huisman, R. (2012). Did the Financial Crisis Lead to Changes in Private Equity Investor Preferences Regarding Renewable Energy Policies?". Energy Policy, 47, 111-116.
  • Huisman, R. & Kilic, M. (2012). Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums. Energy Economics, 34, 892-898.
  • Huisman, R., Sar, N.L. van der & Zwinkels, R.C.J. (2012). A new measurement method of investor overconfidence. Economics Letters, 114(1), 69-71.
  • Eichholtz, P., Huisman, R. & Zwinkels, R. (2012). Fundamentals or trends? A long-term perspective on house prices. : .
  • Huisman, R., Sar, N.L. van der & Zwinkels, R.C.J. (2012). Volatility, Investor Uncertainty, and Dispersion. : .
  • Huisman, R. (Ed.). (2012). Energy Economics.
  • Huisman, R. & Reedijk, H.E. (2012). The Impact of Individual Online Tests in Addition to Group Assignments on Student Learning. : .
  • Huisman, R. & Kilic, M. (2011). Extreme Changes in Prices of Electricity Futures. In Insurance Markets and Companies: Analyses and Actuarial Computations (pp. 21-25).
  • Bloys van Treslong, A. & Huisman, R. (2010). A Comment on: Storage and the Electricity Forward Premium. Energy Economics, 32(2), 321-324.
  • Huisman, R. (2009). An Introduction to Models for the Energy Markets: The Thinking behind Econometric Techniques and Their Application. London: RISK Books.
  • Huisman, R. (2009). Energy Trading, Emission Certificates and risk Management. In A. Bausch & B. Schwenker (Eds.), Handbook of Utility Management (pp. 349-360). Berlin: Springer Verlag.
  • Huisman, R., Mahieu, R.J. & Schlichter, F. (2009). Electricity portfolio management: Optimal peak/off-peak allocations. Energy Economics, 31(1), 169-174.
  • Huisman, R. (2008). The influence of temperature on spike probability in day-ahead power prices. Energy Economics, 30(5), 2697-2704.
  • Huisman, R. & Mahieu, R.J. (2008). Revisiting Uncovered interest rate parity: Switching between UIP and the Random Walk.
  • Huisman, R., Huurman, C.I. & Mahieu, R.J. (2007). Hourly electricity prices in day-ahead markets. Energy Economics, 29(2), 240-248.
  • Huisman, R., Koedijk, K. & Pownall, R. (2007). VaR-X: Fat Tails in Financial Risk Management. In J. Danielsson (Ed.), The Value at Risk Reference: Key Issues in the Implementation of Market Risk (pp. 383-400). London: Risk Books.
  • Huisman, R. & Huurman, C.I. (2007). Being in Balance: More Efficiency Through Liberalization. ICFAI Journal of Environmental Economics, 5(1), 28-43.
  • Huisman, R. & Huurman, C.I. (2004). Meer efficientie door liberalisering electriciteitsmarkt. Economisch-Statistische Berichten, 89(4445), 510-512.
  • Huisman, R. & Campbell, R.A.J. (2003). Measuring Credit Spread Risk. The Journal of Portfolio Management, 29(4), 121-127.
  • Huurman, C.I. & Huisman, R. (2003). Fat Tails in Power Prices. (ERIM Report Series Research in Management2003-059 ). : .
  • Huisman, R. & Mahieu, R.J. (2003). Regime Jumps in Electricity Prices. Energy Economics, 25(5), 425-434.
  • Huisman, R., Koedijk, C.G., Kool, C. & Palm, F. (2002). The Tail-Fatness of FX Returns Reconsidered. De Economist, 150(3), 299-312.
  • Jong, C. de & Huisman, R. (2002). Option formulas for mean-reverting power prices with spikes. (ERIM Report Series Research in Management (issn 1566-5283)). : .
  • Huisman, R., Mahieu, R.J. & Limburg, F. (2002). Slimmer valuta's afdekken. Economisch-Statistische Berichten, 87(4368), 510-511.
  • Huisman, R. & Eichholtz, P. (2001). The Cross-Section of Global Property Shares Returns. In S Brown & C Liu (Eds.), A Global Perspective on Real Estate Cycles. The NYU Salomon Center.
  • Huisman, R. & Mahieu, R.J. (2001). Regime jumps in electricity prices. (ERIM Report Series Research in Management 200148-F&A ). : .
  • Huisman, R., Koedijk, C.G., Palm, F. & Kool, C. (2001). Tail index estimates in small samples. Journal of Business and Economic Statistics, 19(2), 208-216.
  • Campbell, R.A.J., Huisman, R. & Koedijk, C.G. (2001). Optimal portfolio selection in a Value-at-Risk framework. Journal of Banking and Finance, 25(9), 1789-1804.
  • Huisman, R. & Mahieu, R.J. (2001). Regime Jumps in Electricity Prices. (ERIM Report Series Research in Management (issn 1566-5283)). : .
  • Jong, C. de & Huisman, R. (2000). From Skews to a Skewed-t: Modelling option-implied returns by a skewed Student-t. (ERIM Report Series Research in Management (issn 1566-5283)12 ). : .
  • Huisman, R. & Schweitzer, M. (1999). Dutch Corporate Bonds in a Mixed Asset Portfolio. VBA Journaal.
  • Koedijk, C.G., Mahieu, R.J., Huisman, R. & Flood, M.D. (1999). Quote disclosure and price discovery in multiple dealer financial markets. The Review of Financial Studies, 12, 37-60.
  • Annaert, J.J.J., Spronk, J. & Huisman, R. (Eds.). (1999). Financiering en Belegging. Rotterdam: Sectie Finance & Investments.
  • Huisman, R. & Corman, R. (1998). Football shares: toto or serious investment? Economisch-Statistische Berichten, 680-682.
  • Huisman, R., Helden, M. & Schweitzer, M. (1998). The rapid growth of the European corporate bond market. Economisch-Statistische Berichten, 407-407.
  • Huisman, R., Eichholtz, P., Veld, H. op 't & Schuin, L. (1998). International diversification for Dutch real estate investors. Bedrijfskunde, 72-77.
  • Huisman, R., Eichholtz, P., Koedijk, C.G. & Schuin, L. (1998). Continental factors in international real estate returns ISSN 1067-8433. Real Estate Economics, 26(3), 493-509.
  • Huisman, R., Koedijk, C.G., Kool, C. & Nissen, F. (1998). Extreme support for uncovered interest parity. Journal of International Money and Finance, 211-228.
  • Huisman, R., Koedijk, C.G. & Pownall, R. (1998). VaR-x: fat tails in financial risk management. The Journal of Risk, 1(1), 47-62.
  • Huisman, R. & Koedijk, C.G. (1998). Financial market competition: the effects of transparency. De Economist, 3(146), 463-473.
  • Huisman, R. & Verheul, R. (1997). Technische analyse in Nederland. Economisch-Statistische Berichten, 42-45.
  • Huisman, R. (1996). Nieuw leven voor safety first. Economisch-Statistische Berichten, 493-493.
Professional publications (11)
  • Reedijk, H.E. & Huisman, R. (2012). Feedback door digitale toetsen leidt tot significant betere studieresultaten. Onderzoek van Onderwijs, 41(3), 66-70.
  • Huisman, R., Katsman, A. & Kilic, M. (). Opslag dempt variaties in gasprijs. Energie beurs bulletin (15), pp. 8-8.
  • Huisman, R. (). Moet Nederland elektriciteit willen exporteren? ESB
  • Huisman, R. (2010). De mogelijkheden voor structurele financiering van warmteprojecten in Zuid-Holland", voor de Provincie Zuid-Holland in samenwerking met KISSZ en Stroomversneller.
  • Huisman, R. (01-11-2007). Currency Risk: Is is a strategic choice? IPE, pp. 14-16.
  • Huisman, R. (01-07-2005). Currency Management adds Systematic Value. Global Pensions, pp. 27-28.
  • Huisman, R. & Huurman, C. (01-01-2004). Meer efficientie foor liberalisering electriciteitsmarkt. Economisch-Statistische Berichten, pp. 510-512.
  • Jong, C. de & Huisman, R. (2003). Option pricing for power prices with spikes. Energy and Power Risk Management, 7(11), 12-16.
  • Huisman, R. & Mahieu, R.J. (2001). Regime Jumps in Power Prices. Energy and Power Risk Management, September, 32-35.
  • Huisman, R., Koedijk, C.G. & Pownall, R. (1999). Dealing with Market Extremes. Derivatives Week, 29.
  • Huisman, R. & Verheul, R. (1998). Technical Analysis in the Netherlands. Nederbelgisch Magazine, 42-45.
Popular publications (2)
  • Huisman, R. & Kilic, M. (). De economische waarde van de Bergermeer gasopslag. economieopinie.nl
  • Huisman, R., Sar, N.L. van der & Zwinkels, R.C.J. (). Risicoperceptie is te meten. economieopinie.nl