Access Statistics for Ronald Huisman

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Being in Balance: Economic Efficiency in the Dutch Power Market 0 0 5 48 1 3 17 136
Do Exchange Rates Move in Line With Uncovered Interest Parity? 5 6 30 88 7 8 53 130
Fat Tails in Power Prices 1 4 20 189 2 7 38 346
From Skews to a Skewed-t 2 6 46 400 11 22 103 1,190
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework 6 20 72 173 16 51 165 381
Hourly Electricity Prices in Day-Ahead Markets 5 18 69 161 21 54 191 432
Measuring Credit Spread Risk 25 51 209 1,264 88 210 782 4,086
Option Formulas for Mean-Reverting Power Prices with Spikes 3 13 38 447 5 20 65 989
Regime Jumps in Electricity Prices 2 16 52 561 6 28 101 1,115
Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk 3 8 32 79 3 12 62 178
Search Costs: The Neglected Spread Component 0 0 2 53 0 2 11 282
The Influence of Temperature on Spike Probability in Day-Ahead Power Prices 0 4 15 80 4 10 44 125
VaR-x: Fat Tails in Financial Risk Management 0 0 0 8 26 68 269 2,366
Total Working Papers 52 146 590 3,551 190 495 1,901 11,756


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Being in Balance More Efficiency through Liberalization—An Empirical Study on the Dutch Power Market 0 0 0 0 0 0 5 28
Extreme support for uncovered interest parity 1 6 33 130 2 10 44 218
Hourly electricity prices in day-ahead markets 0 3 7 35 2 9 26 97
Optimal portfolio selection in a Value-at-Risk framework 7 20 95 416 19 40 154 669
Regime jumps in electricity prices 0 1 12 119 1 7 31 249
Tail-Index Estimates in Small Samples 0 0 0 0 18 56 244 1,158
Total Journal Articles 8 30 147 700 42 122 504 2,419


Statistics updated 2009-11-04