dr. (Ronald) R. Huisman

dr. (Ronald) R. Huisman

Associate Professor Erasmus School of Economics Business Economics
Location
Erasmus University Rotterdam
Room
H14-10
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

Back to overview

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.

      • P. Eichholtz, R. Huisman & R. Zwinkels (2015). Fundamentals or trends? A long-term perspective on house prices. Applied Economics, 47 (10), 1050-1059. doi: http://dx.doi.org/10.1080/00036846.2014.987919
      • R. Huisman & M. Kilic (2015). Time variation in European carbon pass-through rates in electricity futures prices. Energy Policy, 86 (November), 239-249. doi: http://dx.doi.org/10.1016/j.enpol.2015.07.005
      • R. Huisman & M. Kilic (2013). A History of European Electricity Day-Ahead Prices. Applied Economics, 45 (18), 2683-2693. doi: http://dx.doi.org/10.1080/00036846.2012.665601[go to publisher's site]
      • 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: http://dx.doi.org/10.1016/j.econlet.2011.09.022[go to publisher's site]
      • R. Huisman & M. Kilic (2012). Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums. Energy Economics, 34, 892-898. doi: http://dx.doi.org/10.1016/j.eneco.2012.04.008[go to publisher's site]
      • 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: http://dx.doi.org/10.1016/j.enpol.2012.04.029
      • A. Bloys van Treslong & R. Huisman (2010). A Comment on: Storage and the Electricity Forward Premium. Energy Economics, 32 (2), 321-324. doi: http://dx.doi.org/10.1016/j.eneco.2009.11.007[go to publisher's site]
      • R. Huisman, R.J. Mahieu & F. Schlichter (2009). Electricity portfolio management: Optimal peak/off-peak allocations. Energy Economics, 31 (1), 169-174. doi: http://dx.doi.org/10.1016/j.eneco.2008.08.003[go to publisher's site]
      • R. Huisman (2008). The influence of temperature on spike probability in day-ahead power prices. Energy Economics, 30 (5), 2697-2704. doi: http://dx.doi.org/10.1016/j.eneco.2008.05.007[go to publisher's site]
      • R. Huisman & C.I. Huurman (2007). Being in Balance: More Efficiency Through Liberalization. ICFAI Journal of Environmental Economics, 5 (1), 28-43.
      • R. Huisman, C.I. Huurman & R.J. Mahieu (2007). Hourly electricity prices in day-ahead markets. Energy Economics, 29 (2), 240-248. doi: http://dx.doi.org/10.1016/j.eneco.2006.08.005
      • R. Huisman & R.A.J. Campbell (2003). Measuring Credit Spread Risk. The Journal of Portfolio Management, 29 (4), 121-127.
      • R. Huisman & R.J. Mahieu (2003). Regime Jumps in Electricity Prices. Energy Economics, 25 (5), 425-434. doi: http://dx.doi.org/10.1016/S0140-9883(03)00041-0
      • R. Huisman, C.G. Koedijk, C. Kool & F. Palm (2002). The Tail-Fatness of FX Returns Reconsidered. De Economist, 150 (3), 299-312.
      • 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: http://dx.doi.org/10.1198/073500101316970421[go to publisher's site]
      • 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: http://dx.doi.org/10.1016/S0378-4266(00)00160-6[go to publisher's site]
      • 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: http://dx.doi.org/10.1093/rfs/12.1.37
      • R. Huisman & C.G. Koedijk (1998). Financial market competition: the effects of transparency. De Economist, 3 (146), 463-473.
      • 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, C. Kool & F. Nissen (1998). Extreme support for uncovered interest parity. Journal of International Money and Finance, 211-228.
      • 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 & 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, 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
    The Netherlands
    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
  • 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