Ronald Huisman
Finance · 2001–2007
A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #3,316 of 10,518 by trust here, #3,361 by citations
Whom Ronald Huisman trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- D. W. Bunn
- Francis A. Longstaff
- Francisco Javier Nogales
- Nektaria V. Karakatsani
- Eduardo S. Schwartz
- Javier Contreras
- Christopher R. Knittel
Who trusts Ronald Huisman overall
- Marco Rocco
- John Cotter
- M. Nieto
- Eric Jondeau
- Niklas Wagner
- Rafal Weron
- F. Longin
- Laurent Amsaleg
- D. W. Bunn
- Michael Rockinger
Papers from Ronald Huisman's perspective
Ordered by how strongly the researchers Ronald Huisman trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- Forecasting Next-Day Electricity Prices by Time Series Models (IEEE Power Engineering Review)
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Electricity Forward Prices: A High-Frequency Empirical Analysis
- Forecasting Electricity Prices
- An empirical examination of restructured electricity prices
- Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
- Risk assessment in energy trading
- Hedging electricity portfolios via stochastic programming
- Optimization of conditional value-at risk
Their papers
- Tail-Index Estimates in Small Samples (2001) — 323 citations
- Hourly Electricity Prices in Day-Ahead Markets (2007) — 256 citations
- Option Formulas for Mean-Reverting Power Prices with Spikes (2002) — 115 citations
- Optimal Portfolio Selection in a Value-at-Risk Framework (2001) — 204 citations