Huisman, Ronald, 1972-
Huisman, Ronald
VIAF ID: 281631088 ( Personal )
Permalink: http://viaf.org/viaf/281631088
Preferred Forms
- 100 1 _ ‡a Huisman, Ronald
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- 100 1 _ ‡a Huisman, Ronald
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- 100 1 _ ‡a Huisman, Ronald
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- 100 1 _ ‡a Huisman, Ronald, ‡d 1972-
4xx's: Alternate Name Forms (1)
5xx's: Related Names (1)
- 551 _ _ ‡a Rotterdam
Works
Title | Sources |
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Adventures in international financial markets | |
Being in balance: economic efficiency in the Dutch power market | |
Do exchange rates move in line with uncovered interest parity? | |
Electricity portfolio management: optimal peak/off-peak allocations | |
Fat tails in power prices | |
From skews to a skewed-t : modelling option-implied returns by a skewed student-t | |
Hedging exposure to electricity price risk in a value risk framework | |
The influence of temperature on spike probability in day-ahead power prices | |
An introduction to models for the energy markets : the thinking behind econometric techniques and their application | |
Is power production flexibility a substitute for storability? : evidence from electricity futures prices | |
Measuring credit spread risk : incorporating the tails | |
Option formulas for mean-reverting power prices with spikes | |
Regime jumps in electricity prices | |
Revisiting uncovered interest rate parity : switching between UIP and the random walk |