dr. (Ronald) R Huisman

dr. (Ronald) R Huisman
Associate Professor Erasmus School of Economics Business Economics
Location
Burg. Oudlaan 50, Rotterdam
Room
E2-28
Telephone
+31104088925
Email
rhuisman@ese.eur.nl

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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.

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 (2009). An Introduction to Models for the Energy Markets: The Thinking behind Econometric Techniques and Their Application. London: RISK Books
      • 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, 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 (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) Energy Economics.
      • 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
      • 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, N.L. van der Sar & R.C.J. Zwinkels Risicoperceptie is te meten. economieopinie.nl
        • R. Huisman & M. Kilic De economische waarde van de Bergermeer gasopslag. 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.

    Start date approval
    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
  • Data Analytics for Management-I

    Title
    Data Analytics for Management-I
    Year
    2018

    Data Analytics for Management Control-II

    Title
    Data Analytics for Management Control-II
    Year
    2018

    Seminar Energy Finance

    Title
    Seminar Energy Finance
    Year
    2018
    Year level
    (master) (master)
    • Cristian Stet

      Fundamental Valuation of Flexibility of Electricity Systems

    • Surveillance of Complex Auction Markets: A Market Policy Analytics Approach

      Ezgi Avci Surucu

      Surveillance of Complex Auction Markets: A Market Policy Analytics Approach

    • Market Risks and Strategies in Power Systems Integrating Renewable Energy

      Derck Koolen

      Market Risks and Strategies in Power Systems Integrating Renewable Energy

    • Empirical Essays on Office Market Dynamics

      Maarten Jennen

      Empirical Essays on Office Market Dynamics

    • Investment Strategies based on Social Responsibility and Bubbles

      Nadja Günster

      Investment Strategies based on Social Responsibility and Bubbles

    • Dealing with Electricity Prices

      Christian Huurman

      Dealing with Electricity Prices

    • Government Dilemmas in the Private Provision of Public Goods

      Arjen Mulder

      Government Dilemmas in the Private Provision of Public Goods

    • Empirical Studies on Exchange Rate Puzzles and Volatility

      Ben Tims

      Empirical Studies on Exchange Rate Puzzles and Volatility

    • Empirical Studies on Asset Pricing and Banking in the Euro Area

      Gerard Moerman

      Empirical Studies on Asset Pricing and Banking in the Euro Area

    • Financing Sustainable Innovation: From a principal-agent to a collective action perspective

      Helen Toxopeus

      Financing Sustainable Innovation: From a principal-agent to a collective action perspective

  • Energy Economics

    Role
    Associate Editor
  • Associate Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Business Economics
    Country
    The Netherlands
    Telephone
    +31104088925

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam