Associate Professor Erasmus School of Economics Business Economics
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- E2-28
- Telephone
- 0104088925
- rhuisman@ese.eur.nl
More information
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Profile
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.
- R. Huisman & M. Kilic (2015). Time variation in European carbon pass-through rates in electricity futures prices. Energy Policy, 86 (November), 239-249. doi: 10.1016/j.enpol.2015.07.005
- P. Eichholtz, R. Huisman & R. Zwinkels (2015). Fundamentals or trends? A long-term perspective on house prices. Applied Economics, 47 (10), 1050-1059. doi: 10.1080/00036846.2014.987919
- R. Huisman & M. Kilic (2013). A History of European Electricity Day-Ahead Prices. Applied Economics, 45 (18), 2683-2693. doi: 10.1080/00036846.2012.665601
- R. Huisman, N.L. van der Sar & R.C.J. Zwinkels (2012). A new measurement method of investor overconfidence. Economics Letters, 114 (1), 69-71. doi: 10.1016/j.econlet.2011.09.022
- D. Hofman & R. Huisman (2012). Did the Financial Crisis Lead to Changes in Private Equity Investor Preferences Regarding Renewable Energy Policies?". Energy Policy, 47, 111-116. doi: 10.1016/j.enpol.2012.04.029
- R. Huisman & M. Kilic (2012). Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums. Energy Economics, 34 (4), 892-898. doi: 10.1016/j.eneco.2012.04.008
- A. Bloys van Treslong & R. Huisman (2010). A Comment on: Storage and the Electricity Forward Premium. Energy Economics, 32 (2), 321-324. doi: 10.1016/j.eneco.2009.11.007
- R. Huisman, R.J. Mahieu & F. Schlichter (2009). Electricity portfolio management: Optimal peak/off-peak allocations. Energy Economics, 31 (1), 169-174. doi: 10.1016/j.eneco.2008.08.003
- R. Huisman (2008). The influence of temperature on spike probability in day-ahead power prices. Energy Economics, 30 (5), 2697-2704. doi: 10.1016/j.eneco.2008.05.007
- R. Huisman, C.I. Huurman & R.J. Mahieu (2007). Hourly electricity prices in day-ahead markets. Energy Economics, 29 (2), 240-248. doi: 10.1016/j.eneco.2006.08.005
- R. Huisman & C.I. Huurman (2007). Being in Balance: More Efficiency Through Liberalization. ICFAI Journal of Environmental Economics, 5 (1), 28-43.
- R. Huisman & R.J. Mahieu (2003). Regime Jumps in Electricity Prices. Energy Economics, 25 (5), 425-434. doi: 10.1016/S0140-9883(03)00041-0
- R. Huisman & R.A.J. Campbell (2003). Measuring Credit Spread Risk. The Journal of Portfolio Management, 29 (4), 121-127.
- R. Huisman, C.G. Koedijk, C. Kool & F. Palm (2002). The Tail-Fatness of FX Returns Reconsidered. De Economist, 150 (3), 299-312.
- R.A.J. Campbell, R. Huisman & C.G. Koedijk (2001). Optimal portfolio selection in a Value-at-Risk framework. Journal of Banking and Finance, 25 (9), 1789-1804. doi: 10.1016/S0378-4266(00)00160-6
- R. Huisman, C.G. Koedijk, F. Palm & C. Kool (2001). Tail index estimates in small samples. Journal of Business and Economic Statistics, 19 (2), 208-216. doi: 10.1198/073500101316970421
- C.G. Koedijk, R.J. Mahieu, R. Huisman & M.D. Flood (1999). Quote disclosure and price discovery in multiple dealer financial markets. The Review of Financial Studies, 12, 37-60. doi: 10.1093/rfs/12.1.37
- R. Huisman, P. Eichholtz, C.G. Koedijk & L. Schuin (1998). Continental factors in international real estate returns ISSN 1067-8433. Real Estate Economics, 26 (3), 493-509.
- R. Huisman, C.G. Koedijk & R. Pownall (1998). VaR-x: fat tails in financial risk management. The Journal of Risk, 1 (1), 47-62.
- R. Huisman, C.G. Koedijk, C. Kool & F. Nissen (1998). Extreme support for uncovered interest parity. Journal of International Money and Finance, 211-228.
- R. Huisman & C.G. Koedijk (1998). Financial market competition: the effects of transparency. De Economist, 3 (146), 463-473.
- R. Huisman & R. Verheul (1997). Technische analyse in Nederland. Economisch-Statistische Berichten, 42-45.
- R. Huisman (1996). Nieuw leven voor safety first. Economisch-Statistische Berichten, 493-493.
- R. Huisman, C. Jepma & M. Mulder (2014). Energie-economie. Tijdschrift voor het Economisch Onderwijs, 114 (6 november 2014), 4-8.
- R. Huisman, C.J. Jepma & M. Mulder (2014). Canon deel 10: Energie-economie. Economisch-Statistische Berichten, 99 (4694), 598-603.
- R. Huisman & M. Kilic (2013). Geen schaliegasrevolutie weggelegd voor Europa. Economisch-Statistische Berichten, 496-497.
- H.E. Reedijk & R. Huisman (2012). Feedback door digitale toetsen leidt tot significant betere studieresultaten. Onderzoek van Onderwijs, 41 (3), 66-70.
- R. Huisman & C.I. Huurman (2004). Meer efficientie door liberalisering electriciteitsmarkt. Economisch-Statistische Berichten, 89 (4445), 510-512.
- C. de Jong & R. Huisman (2003). Option pricing for power prices with spikes. Energy and Power Risk Management, 7 (11), 12-16.
- R. Huisman, R.J. Mahieu & F. Limburg (2002). Slimmer valuta's afdekken. Economisch-Statistische Berichten, 87 (4368), 510-511.
- R. Huisman & R.J. Mahieu (2001). Regime Jumps in Power Prices. Energy and Power Risk Management, September, 32-35.
- R. Huisman & M. Schweitzer (1999). Dutch Corporate Bonds in a Mixed Asset Portfolio. VBA Journaal.
- R. Huisman, C.G. Koedijk & R. Pownall (1999). Dealing with Market Extremes. Derivatives Week, 29.
- R. Huisman & R. Verheul (1998). Technical Analysis in the Netherlands. Nederbelgisch Magazine, 42-45.
- R. Huisman & R. Corman (1998). Football shares: toto or serious investment? Economisch-Statistische Berichten, 680-682.
- R. Huisman, P. Eichholtz, H. op 't Veld & L. Schuin (1998). International diversification for Dutch real estate investors. Bedrijfskunde, 72-77.
- R. Huisman, M. Helden & M. Schweitzer (1998). The rapid growth of the European corporate bond market. Economisch-Statistische Berichten, 407-407.
- R. Huisman (2009). An Introduction to Models for the Energy Markets: The Thinking behind Econometric Techniques and Their Application. London: RISK Books
- R. Huisman, K.E. Dahlen & S. Westgaard (2015). Risk Modelling of Energy Futures: A comparison of RiskMetrics, Historical Simulation, Filtered Historical Simulation, and Quantile Regression. In A. Steland, E. Wafajlowicz & K. Szajowski (Eds.), Stochastic Models, Statistics and Their Applications (Springer Proceedings in Mathematics & Statistics, 122) (pp. 283-292). Wroclaw, Poland: Springer International Publishing
- R. Huisman & M. Kilic (2015). Managing oil price risk: Dealing with the time-varying relationship between the price of oil and fundamentals. In V. Kaminsky (Ed.), Managing energy price risk. Risk Books
- R. Huisman (2009). Energy Trading, Emission Certificates and risk Management. In A. Bausch & B. Schwenker (Eds.), Handbook of Utility Management (pp. 349-360). Berlin: Springer Verlag
- R. Huisman, K. Koedijk & R. Pownall (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
- R. Huisman & P. Eichholtz (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
- J.J.J. Annaert, J. Spronk & R. Huisman (Ed.). (1999). Financiering en Belegging. Rotterdam: Sectie Finance & Investments
- R. Huisman (Ed.). (2012-2012) Energy Economics.
- C.I. Huurman & R. Huisman (2003). Fat Tails in Power Prices. (Intern rapport, ERIM Report Series Research in Management, no 2003-059). :
- C. de Jong & R. Huisman (2002). Option formulas for mean-reverting power prices with spikes. (Intern rapport, ERIM Report Series Research in Management (issn 1566-5283)). :
- R. Huisman & R.J. Mahieu (2001). Regime jumps in electricity prices. (Intern rapport, ERIM Report Series Research in Management 2001, no 48-F&A). :
- R. Huisman & R.J. Mahieu (2001). Regime Jumps in Electricity Prices. (Intern rapport, ERIM Report Series Research in Management (issn 1566-5283)). : Erasmus Research Institute of Management
- C. de Jong & R. Huisman (2000). From Skews to a Skewed-t: Modelling option-implied returns by a skewed Student-t. (Intern rapport, ERIM Report Series Research in Management (issn 1566-5283), no 12). : ERIM
- D. Koolen, R. Huisman & W. Ketter (2017). The Electricity Forward Price with Increasing Intermittent Supply. In 2017 International Conference on Energy Finance. Hangzhou, China
- D. Koolen, R. Huisman & W. Ketter (2016). Risk and Decision Making for Electricity Forward Markets with Volatile Resources. In Energy and Commodity Finance Conference 2016. Paris, France
- S.E. Fleten, R. Huisman, M. Kilic, H.P.G. Pennings & S. Westgaard (2015). Electricity futures prices: time varying sensitivity to fundamentals. In Risk (pp. 1-22). Journal of Energy Markets doi: 10.21314/JEM.2015.136
- R. Huisman, D. Michels & S. Westgaard (2015). Hydro reservoir levels and power price dynamics. Empirical insight on the nonlinear influence of fuel and emission cost on Nord Pool day-ahead electricity prices. In Journal of Energy and Development (pp. 149-187)
- R. Huisman & M. Kilic (2013). Letter from the guest editors. In Journal of Energy Markets. RISK
- R. Huisman & M. Kilic (2011). Extreme Changes in Prices of Electricity Futures. In Insurance Markets and Companies: Analyses and Actuarial Computations (pp. 21-25)
- R. Huisman & R.J. Mahieu (2008). Revisiting Uncovered interest rate parity: Switching between UIP and the Random Walk.
- R. Huisman (2010). De mogelijkheden voor structurele financiering van warmteprojecten in Zuid-Holland", voor de Provincie Zuid-Holland in samenwerking met KISSZ en Stroomversneller.
- R. Huisman, A. Katsman & M. Kilic Opslag dempt variaties in gasprijs. Energie beurs bulletin (15), pp. 8-8.
- R. Huisman Moet Nederland elektriciteit willen exporteren? ESB
- R. Huisman (2007, november 1). Currency Risk: Is is a strategic choice? IPE, pp. 14-16.
- R. Huisman (2005, juli 1). Currency Management adds Systematic Value. Global Pensions, pp. 27-28.
- R. Huisman & C. Huurman (2004, januari 1). Meer efficientie foor liberalisering electriciteitsmarkt. Economisch-Statistische Berichten, pp. 510-512.
- R. Huisman & M. Kilic De economische waarde van de Bergermeer gasopslag. economieopinie.nl
- R. Huisman, N.L. van der Sar & R.C.J. Zwinkels Risicoperceptie is te meten. economieopinie.nl
Floyd Davis Finance BV
- Start date approval
- Apr/2019
- End date approval
- Apr/2022
- Place
- ROTTERDAM
- Description
- Holding B.V.
ESAA B.V.
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- Jun/2019
- End date approval
- Jun/2022
- Place
- ROTTERDAM
- Description
- cursussen en scripties
ESAA B.V.
- Start date approval
- Jun/2019
- End date approval
- Jun/2022
- Place
- ROTTERDAM
- Description
- ik word ingehuurd voor cursussen en scripties
ESAA B.V.
- Start date approval
- Jun/2019
- End date approval
- Jun/2022
- Place
- ROTTERDAM
- Description
- lesgeven en scripties
ESAA B.V.
- Start date approval
- Jun/2019
- End date approval
- Jun/2022
- Place
- ROTTERDAM
- Description
- cursussen en scripties
Erasmus Quantitative Intelligence B.V.
- Start date approval
- Jun/2019
- End date approval
- Jun/2022
- Place
- ROTTERDAM
- Description
- cursus Data Analytics for Managers
Seminar Finance for Sustainability
- Title
- Seminar Finance for Sustainability
- Year
- 2020
- Year level
- master, master
Finance 1
- Title
- Finance 1
- Year
- 2020
- Year level
- bachelor 2, bachelor 2, bachelor 2, bachelor 2, pre-master, pre-master, bachelor 3
Finance 1 (IBEB)
- Title
- Finance 1 (IBEB)
- Year
- 2020
- Year level
- bachelor 2, bachelor 2, bachelor 2, pre-master, pre-master, pre-master
Energy Economics
- Role
- Associate Editor
Associate Professor
- University
- Erasmus University Rotterdam
- School
- Erasmus School of Economics
- Department
- Business Economics
- Country
- The Netherlands
- Telephone
- 0104088925