dr. (Ronald) R. Huisman

dr. (Ronald) R. Huisman

Associate Professor Erasmus School of Economics Business Economics
Location
Erasmus University Rotterdam
Room
H 14-10
Telephone
+31 10 4088925
Email
rhuisman@ese.eur.nl

Latest academic publication

D. Koolen, R. Huisman & W. Ketter (2017). The Electricity Forward Price with Increasing Intermittent Supply. In 2017 International Conference on Energy Finance. Hangzhou, China

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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, 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, C.G. Koedijk & R. Pownall (1999). Dealing with Market Extremes. Derivatives Week, 29.
        • R. Huisman & M. Schweitzer (1999). Dutch Corporate Bonds in a Mixed Asset Portfolio. VBA Journaal.
        • R. Huisman, P. Eichholtz, H. op 't Veld & L. Schuin (1998). International diversification for Dutch real estate investors. Bedrijfskunde, 72-77.
        • R. Huisman & R. Verheul (1998). Technical Analysis in the Netherlands. Nederbelgisch Magazine, 42-45.
        • R. Huisman, M. Helden & M. Schweitzer (1998). The rapid growth of the European corporate bond market. Economisch-Statistische Berichten, 407-407.
        • R. Huisman & R. Corman (1998). Football shares: toto or serious investment? Economisch-Statistische Berichten, 680-682.
      • 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. KilicOpslag dempt variaties in gasprijs. Energie beurs bulletin (15), pp. 8-8.
        • R. HuismanMoet 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. ZwinkelsRisicoperceptie is te meten. economieopinie.nl
        • R. Huisman & M. KilicDe economische waarde van de Bergermeer gasopslag. economieopinie.nl
  • Associate Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Business Economics
    Country
    Nederland
    Telephone
    +31 10 4088925
  • Data Analytics for Management Control

    Title
    Data Analytics for Management Control
    Year
    2017
    Period
    BLOK1, BLOK2

    Seminar Energy Finance

    Title
    Seminar Energy Finance
    Year
    2017
    Period
    BLOK2
    Year level
    master (Master Economics and Business), master (Master Accounting, Auditing and Control)

    Seminar Energy Finance

    Title
    Seminar Energy Finance
    Year
    2016
    Period
    BLOK2
    Year level
    master (Master Economics and Business), master (Master Accounting, Auditing and Control)
  • Energy Economics

    Role
    Associate Editor
    • Cristian Stet

      Fundamental Valuation of Energy Commodities

    • Ezgi Avci Surucu

      Surveillance of Complex Auction Markets: A Market Policy Analytics Approach

    • Derck Koolen

      Risks and Challenges for Electricity Market Design in Integrating Sustainable Energy Sources

    • 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

  • Erasmus Academie BV

    Start Date
    Jan/2014
    End Date
    Is current
    Place
    ROTTERDAM
    Specialty
    Risico Management

    FinEdge International Group

    Start Date
    Jan/2009
    End Date
    Is current
    Place
    ROTTERDAM
    Specialty
    Risico Management

    Floyd Davis Finance BV

    Start Date
    Jan/2014
    End Date
    Is current
    Place
    ROTTERDAM
    Specialty
    Risico Management

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam