Research Output per year
Research Output per year
Personal profile
Personal information
Interview with Reuters Insider
http://link.reuters.com/caj35q
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
Ancillary activities are updated daily
Fingerprint
Dive into the research topics where SA Borovkova is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output
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Conic cva and dva for option portfolios
Van Bakel, S., Borovkova, S. & Michielon, M., 1 Aug 2020, In : International Journal of Theoretical and Applied Finance. 23, 5, 2050032.Research output: Contribution to Journal › Article › Academic › peer-review
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An ensemble of LSTM neural networks for high-frequency stock market classification
Borovkova, S. & Tsiamas, I., 2019, In : Journal of Forecasting. 38, 6, p. 600-619 20 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Electricity price modeling with stochastic time change
Borovkova, S. & Schmeck, M. D., 2017, In : Energy Economics. 63, p. 51-65 15 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
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. 12Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic
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News, volatility and jumps: the case of Natural Gas futures
Borovkova, S. A. & Mahakena, D., 2015, In : Quantitative Finance. 15, 7, p. 1217-1242Research output: Contribution to Journal › Article › Academic › peer-review
Activities
- 2 Editorial work
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Energy Risk (Journal)
S.A. Borovkova (Member of editorial board)
2008Activity: Peer review and Editorial work › Editorial work › Academic
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Energy Risk (Journal)
S.A. Borovkova (Member of editorial board)
2006Activity: Peer review and Editorial work › Editorial work › Academic