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Office hours regarding thesis/afstuderen:

Fridays 14:00-15:00

Or by appointment per e-mail


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

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Ancillary activities are updated daily

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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 journalArticle

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. 12

Research output: Chapter in Book/Report/Conference proceedingChapter

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: Contribution to journalArticle

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. 9-29

Research output: Contribution to journalArticle