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Office hours regarding thesis/afstuderen:

Fridays 14:00-15:00

Or by appointment per e-mail

Research

Mathematical Finance

Exotic and commodity derivatives

Commodity (and in particular energy) markets

Commodity forward curves

Alternative investments

Emerging markets

News analytics for asset prices

Ancillary activities

No ancillary activities

Last mutation Ancillary Activities: Amsterdam(2010-02-17)

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1999 2017

Electricity price modeling with stochastic time change

Borovkova, S. & Schmeck, M. D. 2017 In : Energy Economics. 63, p. 51-65 15 p.

Research output: Scientific - peer-reviewArticle

The Role of News in Commodity Markets

Borovkova, S. A. 2016 Handbook of Sentiment Analysis in Finance. Mitra, G. & Yu, X. (eds.). New York: Albury Books, p. Ch. 12

Research output: ScientificChapter

News, volatility and jumps: the case of Natural Gas futures

Borovkova, S. A. & Mahakena, D. 2015 In : Quantitative Finance. 15, 7, p. 1217-1242

Research output: Scientific - peer-reviewArticle

Systemic risk and centralized clearing of OTC derivatives: a network approach

Borovkova, S. A. & Lalaoui El Mouttalibi, H. 2014 Cambridge: Isaac Newton Institute, (Preprint; no. 14070)

Research output: ProfessionalWorking paper

Collaterized Commodity Obligations

Borovkova, S. A., Bunk, H., Gooeij, W. J., Mechev, D. & Veldhuizen, D. 2013 In : Journal of Alternative Investments. 16, 2, p. 9-29

Research output: Scientific - peer-reviewArticle