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Option Formulas for Mean-Rever...
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Theorie
Strompreis
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ECONIS (ZBW)
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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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2
A comment on: Storage and the electricity forward premium
Treslong, Adriaan Bloys van
;
Huisman, Ronald
- In:
Energy economics
32
(
2010
)
2
,
pp. 321-324
Persistent link: https://www.econbiz.de/10003954614
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3
Electricity portfolio management: optimal peak/off-peak allocations
Huisman, Ronald
;
Mahieu, Ronald J.
;
Schlichter, Felix
- In:
Energy economics
31
(
2009
)
1
,
pp. 169-174
Persistent link: https://www.econbiz.de/10003803817
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4
Comment on "Optimal portfolio selection in a value-at-risk framework"
Huang, Hung-Hsi
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3181-3185
Persistent link: https://www.econbiz.de/10003203873
Saved in:
5
The tail-fatness of FX returns reconsidered
Huisman, Ronald
;
Koedijk, Kees
;
Kool, Clemens
;
Palm, …
- In:
De economist : Netherlands economic review ; quarterly …
150
(
2002
)
3
,
pp. 299-312
Persistent link: https://www.econbiz.de/10001707164
Saved in:
6
Optimal portfolio selection in a value-at-risk framework
Campbell, Rachel
;
Huisman, Ronald
;
Koedijk, Kees
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1789-1804
Persistent link: https://www.econbiz.de/10001604027
Saved in:
7
Regime jumps in electricity prices
Huisman, Ronald
;
Mahieu, Ronald J.
- In:
Energy economics
25
(
2003
)
5
,
pp. 425-434
Persistent link: https://www.econbiz.de/10001790691
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8
Fat tails in power prices
Huisman, Ronald
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791531
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9
Quote disclosure and price discovery in multiple-dealer financial markets
Flood, Mark D.
;
Huisman, Ronald
;
Koedijk, Kees G.
; …
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001353252
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10
Tail-index estimates in small samples
Huisman, Ronald
(
contributor
)
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10001568818
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