Ronald Huisman

THE IMPACT OF INDIVIDUAL ONLINE TESTS IN ADDITION TO GROUP ASSIGNMENTS ON STUDENT LEARNING

Ronald Huisman, Helen E. Reedijk, 2012 .

From skews to a skewed-t: modelling option-implied returns by a skewed Student-t

Ronald Huisman, Cyriel de Jong, 2000, Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520).

Asset Allocation in a Value-at-Risk Framework

Ronald Huisman, R. Huisman, R. Pownall, 1999 .

The Influence of Temperature on Spike Probability in Day-Ahead Power Prices

Ronald Huisman, 2007 .

Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums ☆

Ronald Huisman, R. Huisman, Mehtap Kilic, 2012 .

Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations

Ronald Mahieu, Ronald Huisman, R. Huisman, 2007 .

VaR-x: fat tails in financial risk management

Ronald Huisman, K. G. Koedijik, Rachel A.J. Pownall, 1998 .

Electricity Futures Prices

Stein-Erik Fleten, Sjur Westgaard, Ronald Huisman, 2014 .

Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets

Mark D. Flood, Ronald Mahieu, Ronald Huisman, 1999 .

The Fat-Tailedness of FX Returns

Ronald Huisman, R. Huisman, F. Palm, 1998 .

Storage and the Electricity Forward Premium

Ronald Huisman, Adriaan Bloys van Treslong, 2009 .