cv Ronald Huisman - Institut d'Economia de Barcelona

Dr Ronald Huisman
homepage: people.few.eur.nl/rhuisman
Dr Ronald Huisman (1972) is Associate Professor at the Erasmus School of Economics, fellow at the Amsterdam
School of Real Estate, and founding partner of the FinEdge International Group. He specializes his research on
topics in commodity hedging, energy finance, behavioral finance, and real estate investments. Dr Huisman has
won several best teaching awards including the Erasmus University Best Teaching Prize for innovations in
teaching using ICT solutions. Dr Huisman is the author of numerous publications in international journals. A
list of his publications is available on people.few.eur.nl/rhuisman. His company FinEdge manages currency,
commodity and energy portfolios for pension funds, energy companies and large companies.
Experience
2008 -
Associate Professor, Erasmus University, Erasmus School of Economics
Research and education focus: financial management and energy markets
homepage: people.few.eur.nl/rhuisman
2002 - 2007
Associate Professor, Erasmus University, Rotterdam School of Management
2000 -
Partner at and founder of FinEdge International Group 2000-
Risk and portfolio management advisory in currency, energy and commodity markets
1998 - 2002
Assistant Professor, Erasmus University, Rotterdam School of Management 1998-2002
1998 - 2000
Equity derivatives research analyst at Optiver Derivatives Trading, Amsterdam
Education
2010 - 2011
Educational Leadership - University of Utrecht
1995 - 1998
Ph.D. International Finance, Maastricht University
1990 - 1995
M.A. Econometrics, Erasmus University
Awards
Winner of the Top Lecturer, Erasmus School of Economics: 2009
Winner of the Best External Lecturer Award at Leiden University: 2009
Winner of the Erasmus University Teaching Prize: 2007
Student Award: Best Teacher RSM / Erasmus University: 2006
Student Award: Best Teacher Amsterdam School of Real Estate: 2005 and 2006
Student Award: Best Teacher RSM / Erasmus University (nominated): 2004 and 2000
Other
2012 - Fellow at the Amsterdam School of Real Estate
2013 – Associated researcher at IEB
2013 – Associate editor at Energy Economics
2013 – Associate editor at Journal of Energy Markets
List of publications
Publications
48: R. Huisman and H. Reedijk, 2012, "Feed back from digital tests leads to a significant improvement of learning
results (translated from Dutch)", Onderzoek voor Onderwijs, December.

CV Ronald Huisman page 2
47: R. Huisman, 2012, "How the financial crisis changed clean-tech investment preferences", fsinsight.org, May
9.
46: R. Huisman and H.E. Reedijk, 2012, "Feed back from digital tests leads to a significant improvement of learning
results (translated from Dutch)", econonieopinie.nl.
45: D.M. Hofman and R. Huisman, 2012, "Did the Financial Crisis Lead to Changes in Private Equity Investor
Preferences Regarding Renewable Energy Policies?", Energy Policy, 47, 111-116.
44: R. Huisman and M. Kilic, 2012, "Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums",
Energy Economics, 34, 892-898.
43: R. Huisman and M. Kilic, 2013, "A History of European Electricity Prices", Applied Economics, 45, 2683-2693.
42: R. Huisman, N.L. van der Sar, and R.C.J. Zwinkels, 2012, "A New Measurement Method of Investor Overconfidence",
Economic Letters, 114, 69-71.
41: R. Huisman, 2011, "Should Holland export electricity? (translated from Dutch)”, ESB, 64.
40: R. Huisman, A. Katsman, and M. Kilic, 2011, "Storage reduces volatility of gas prices. (translated from
Dutch)", Energie beurs bulletin, 15 (1), 8.
39: R. Huisman and M. Kilic, 2011, "Extreme Changes in Prices of Electricity Futures", Insurance Markets and
Companies: Analyses and Actuarial Computations, 2, 21-25.
38: R. Huisman, A. Katsman, and M. Kilic, 2011, "The economic value of the Bergermeer gas storage facility.
(translated from Dutch) ", economieopinie.nl.
37: R. Huisman and R. Zwinkels, 2010, "Measuring risk perception. (translated from Dutch)", economieopinie.nl.
36: R. Huisman, 2010, "The possibilities for financing sustainable heating projects in the Province of South
Holland. (translated from Dutch)", report for the Province of South Holland.
35: A. Bloys van Treslong and R. Huisman, 2010, "A Comment on: Storage and the Electricity Forward Premium",
Energy Economics, 32 (2), 321-324.
34: R. Huisman, 2009, An Introduction to Models for the Energy Market: The Thinking behind Econometric Techniques
and Their Application, RISKbooks, ISBN 978-1906348229.
33. R. Huisman, 2009, “Energy Trading, Emission Certificates and Risk Management”, in: A. Bausch and B.
Schwenker, Handbook Utility Management, Springer Verlag, ISBN 9783540793489, 349-360.
32. R. Huisman, R. Mahieu and F. Schlichter, 2009, "Electricity Portfolio Management: Optimal Peak / Off-Peak
Allocations", Energy Economics, 31, 169-174.
31. R. Huisman, 2008, The influence of temperature on spike probability in day-ahead power prices", Energy
economics, 30, 2697-2704.
30. R. Huisman, 2007, “ Currency Risk: Is it a Strategic Choice?”, IPE Netherlands, November, 14-16.
29. R. Huisman, K. Koedijk and R. Pownall, 2007, “VaR-X: Fat Tails in Financial Risk Management”, In: J. Danielsson
(editor), 2007, The Value-at-Risk Reference: Key Issues in the Implementation of Market Risk, Riskbooks.
28. R. Huisman, R. Mahieu and C. Huurman, 2007, "Hourly electricity prices in day-ahead markets", Energy
economics, 29, 240-248.
27. R. Huisman and C. Huurman, 2007, “Being in Balance: More Efficiency Through Liberalization”, ICFAI Journal
of Environmental Economics, 5 (1), 28-43.
26. R. Huisman and R.J. Mahieu, 2005, “Currency Management adds Systematic Value”, Global Pensions, July, 27-
28.

CV Ronald Huisman page 3
25. R. Huisman and C. Huurman, 2004, “Liberalization makes the power market more efficient (translated from
Dutch)”, ESB, 89, nr. 4445, 510-512.
24. R. Huisman and R. Mahieu, 2003, "Regime jumps in electricity prices", Energy economics, 25, 425-434.
23. R. Huisman and C. de Jong, 2003, “Option Pricing for Power Prices with Spikes”, Energy + Power Risk Management,
February, 12-16.
22. R. Campbell and R. Huisman, 2003, “Measuring Credit Spread Risk”, The Journal of Portfolio Management, 29, 4,
121-127.
21. R. Huisman, C.G. Koedijk, C. Kool, and F. Palm, 2002, “The Tail-Fatness of FX Returns Reconsidered”, De
Economist, 150, 3, 299-312.
20. R. Huisman, F. Limburg, and R.J. Mahieu, 2002, “More efficient hedging of currency risk (translated from
Dutch)”, ESB, 510-511.
19. R. Huisman, C.G. Koedijk, C. Kool, and F. Palm, 2001, “Tail Index Estimation in Small Samples”, Journal of
Business and Economic Statistics, 19, 208-216.
18. R. Huisman and R.J. Mahieu, 2001, “Regime Jumps in Power Prices”, Energy + Power Risk Management, September,
32-35.
17. R. Campbell, R. Huisman, and C.G. Koedijk, 2001, “Optimal Portfolio Selection in a Value at Risk Framework”,
Journal of Banking and Finance, 25, 1789–1804.
16. P. Eichholtz and R. Huisman, 2001, “The Cross-Section of Global Property Shares Returns”, in: S. Brown and C.
Liu, A Global Perspective on Real Estate Cycles (The New York University Salomon Center Series on Financial Markets
and Institutions), 89–102.
15. R. Huisman, C.G. Koedijk, and R. Pownall, 1999, “Dealing with Market Extremes”, Derivatives Week, June 28.
14. M.D. Flood, R. Huisman, C.G. Koedijk, and R.J. Mahieu, 1999, “Quote Disclosure and Price Discovery in Multiple
Dealer Financial Markets”, Review of Financial Studies, 12, 37-59.
13. J. Annaert, R. Huisman, and J. Spronk (eds.), 1999, “Finance and Investments Part 22 (translated from
Dutch)”, Haveka Publishers Alblasserdam.
12. A. Herst, R. Huisman, and M. Spee, 1999, “Click funds (translated from Dutch)”, Economenblad.
11. R. Huisman and M. Schweitzer, 1999, “Dutch Corporate Bonds in a Mixed Asset Portfolio”, VBA Journaal.
10. R. Huisman, C.G. Koedijk, and R. Pownall, 1998, “VaR-x: Fat Tails in Financial Risk Management”, Journal of
Risk, 1, 43–61.
9. R. Huisman and C.G. Koedijk, 1998, “Financial Market Competition: The Effects of Transparency”, De Economist,
146, 3, 463-473.
8. R. Huisman, C.G. Koedijk, C. Kool, and F. Nissen, 1998, “Extreme Support for Uncovered Interest Parity”,
Journal of International Money and Finance, 17, 211–228.
7. P. Eichholtz, R. Huisman, C.G. Koedijk, and L. Schuin, 1998, “Continental Factors in International Real Estate
Returns”, Real Estate Economics, 26, 3, 493–509.
6. R. Corman and R. Huisman, 1998, “Soccer stocks: toto or a serious investment (translated from Dutch)”, ESB,
680–682.
5. R. Huisman, M. van Helden, and M. Schweitzer, 1998, “The fast growth of the Dutch corporate bonds market
(translated from Dutch)”, ESB, 407-407.
4. P. Eichholtz, R. Huisman, H. op ‘t Veld, and L. Schuin, 1998, “Internationale Diversificatie voor Vastgoed
Beleggers”, Bedrijfskunde, 1, 72–77.

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3. R. Huisman and R. Verheul, 1998, “Technical Analysis in Holland (translated from Dutch)”, NederBelgisch
Magazine, 42–45.
2. R. Huisman and R. Verheul, 1997, “Technical Analysis in Holland (translated from Dutch)”, ESB, 13-14.
1. R. Huisman, 1996, “New Life for Safety First”, ESB, 493-493.