es

IEB

Universitat de Barcelona logotipo
Huisman
Investigador

Huisman, Ronald

Departamento de Finanzas - Erasmus School of Economics

Investigador Asociado (IEB)
Profesor Asociado (Erasmus School of Economics)

Publicaciones más relevantes:

Hydro reservoir levels and power price dynamics. Empirical insight on the nonlinear influence of fuel and emission cost on Nord Pool day-ahead electricity prices

-

Huisman, R.; Michels, D.; Westgaard, S. En Journal of Energy and Development, 149-187, 2015.

Electricity futures prices: time varying sensitivity to fundamentals

-

Fleten, S.E.; Huisman, R.; Kilic, M.; Pennings, H.P.G.; Westgaard, S. En Journal of Energy Markets – forthcoming. RISK. 2015.

Time variation in European carbon pass-through rates in electricity futures prices

-

Huisman, R.; Kilic, M. Energy Policy, 86 (November), 239-249, 2015.

Risk Modelling of Energy Futures: A comparison of RiskMetrics, Historical Simulation, Filtered Historical Simulation, and Quantile Regression

-

Huisman, R.; Dahlen, K.E.; Westgaard, S. En A. Steland, E. Wafajlowicz & K. Szajowski (Eds.), Stochastic Models, Statistics and Their Applications (Springer Proceedings in Mathematics & Statistics, 122) (pp. 283-292). Wroclaw, Poland: Springer International Publishing, 2015.

Managing oil price risk: Dealing with the time-varying relationship between the price of oil and fundamentals

-

Huisman, R.; Kilic, M. En V. Kaminsky (Ed.), Managing energy price risk. Risk Books. 2015.

Ver más

Descargar

Esta web utiliza cookies para personalizar la navegación y mejorar sus servicios. Si continúa navegando, usted acepta su uso de conformidad con nuestra política de cookies. Ver más información