Research Output per year
Personal profile
Personal information
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Office hours regarding thesis/afstuderen:
Fridays 14:00-15:00
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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
Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
Correlation Dimension
Mathematics
U-statistics
Mathematics
Time series
Engineering & Materials Science
Implied Volatility
Mathematics
Mixing Processes
Mathematics
Herbicides
Engineering & Materials Science
Least Squares Estimator
Mathematics
Statistics
Engineering & Materials Science
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 › Academic › peer-review
Open Access
Electricity
Random processes
Calibration
Modeling
Stochastic time change
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
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
Natural gas
News
Jump
Sentiment
Volatility models
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 › Professional
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 › Academic › peer-review
Activities 2006 2008
- 2 Editorial work
Energy Risk (Journal)
S.A. Borovkova (Member of editorial board)2008
Activity: Peer review and Editorial work › Editorial work › Academic
Energy Risk (Journal)
S.A. Borovkova (Member of editorial board)2006
Activity: Peer review and Editorial work › Editorial work › Academic