Concepedia

Ronald Mahieu

RM

Statistics

Publications

22

Citations

1.1K

H-Index

15

Active since

1994

Affiliations

Erasmus University Rotterdam(Current)

Tilburg University

TIAS School for Business and Society

Maastricht University

Centre for Economic Policy Research

Ronald Mahieu is an author at Erasmus University Rotterdam specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsEngineeringFinancial EconomicsAsset PricingVolatility ModelingStatisticsExchange RateGlobal Finance

Publications per year

1994–2015

22

Publications

22

Regime jumps in electricity prices

Ronald Huisman, Ronald Mahieu · Energy Economics · 2003 · 349 citations · Full text

Power Market, Economics, Macroeconomics +7

Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets

Mark D. Flood, Ronald Huisman, Kees Koedijk et al. · Review of Financial Studies · 1999 · 216 citations

Price Disclosure, Market Design, Market Microstructure +16

An empirical application of stochastic volatility models

Ronald Mahieu, Peter C. Schotman · Journal of Applied Econometrics · 1998 · 98 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +14

Neglected common factors in exchange rate volatility

Ronald Mahieu, Peter C. Schotman · Journal of Empirical Finance · 1994 · 72 citations

Economics, Volatility Modeling, International Finance +7

Electricity portfolio management: Optimal peak/off-peak allocations

Ronald Huisman, Ronald Mahieu, Felix Schlichter · Energy Economics · 2008 · 59 citations

Power Market, Electrical Engineering, Engineering +6

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