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Option Formulas for Mean-Rever...
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115
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17
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13
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13
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11
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31
A new measurement method of investor overconfidence
Huisman, Ronald
;
Sar, Nico L. van der
;
Zwinkels, Remco C. J.
- In:
Economics letters
114
(
2012
)
1
,
pp. 69-71
Persistent link: https://www.econbiz.de/10009517282
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32
Electricity futures prices : indirect storability, expectations, and risk premiums
Huisman, Ronald
;
Kilic, Mehtap
- In:
Energy economics
34
(
2012
)
4
,
pp. 892-898
Persistent link: https://www.econbiz.de/10009686700
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33
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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34
Costs of power supply flexibility : the indirect impact of a Spanish policy change
Huisman, Ronald
;
Trujillo-Baute, Elisa
-
2014
Persistent link: https://www.econbiz.de/10011498082
Saved in:
35
Hydro resevoir levels and power price dynamics : empirical insight on the nonlinear influence of fuel and emission cost on Nord Pool day-ahead electricity prices
Huisman, Ronald
;
Michels, David
;
Westgaard, Sjur
- In:
The Journal of energy and development
40
(
2014/15
)
1/2
,
pp. 149-187
Persistent link: https://www.econbiz.de/10011403427
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36
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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37
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
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38
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
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39
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
Saved in:
40
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
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