Research Output per year
Personal profile
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Office hours regarding thesis/afstuderen:
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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
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: Contribution to journal › Article
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
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
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: Working 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. 9-29Research output: Contribution to journal › Article