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Measuring credit spread risk : incorporating the tails
Campbell, Rachel (contributor); Huisman, Ronald (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
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Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de (contributor); Huisman, Ronald (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
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Fat tails in power prices
Huisman, Ronald (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791531
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Being in balance : economic efficiency in the Dutch power market
Huisman, Ronald (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002191316
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A comment on: Storage and the electricity forward premium
Treslong, Adriaan Bloys van (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10008664808
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Do exchange rates move in line with uncovered interest parity?
Huisman, Ronald (contributor); Mahieu, Ronald J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003424297
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Hedging exposure to electricity price risk in a value at risk framework
Huisman, Ronald (contributor); Mahieu, Ronald J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003424300
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The influence of temperature on spike probability in day-ahead power prices
Huisman, Ronald (contributor) - 2007
Persistent link: https://www.econbiz.de/10003484797
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Revisiting uncovered interest rate parity : switching between UIP and the random walk
Huisman, Ronald (contributor); Mahieu, Ronald J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003415069
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Hourly electricity prices in day-ahead markets
Huisman, Ronald (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003415072