Faculty Profile for Dr. Ivilina T Popova
Selected Scholarly/Creative Work
- Popova, I. T., Simkins, B., & Byers, J. (2021). Robust Estimation of Conditional Risk Measures Using Machine Learning Algorithm for Commodity Futures Prices in the Presence of Outliers. Journal of Commodity Markets. https://doi.org/10.1016/j.jcomm.2021.100174
- Popova, I. T., Wang, C., Mandelli, D., Morton, D., & Hess, S. (n.d.). Stochastic Analysis for Long Term Capital Structures, Systems, and Components Refurbishment and Replacement. Retrieved from https://event.asme.org/POWER-2020
- Popova, I. T., Jia, Y., Simkins, B., & Wang, Q. (2019). Second and Higher Moments of Fundamentals: A Literature Review. European Financial Management.
- Popova, I., & Simkins, B. (2015). OTC vs. Exchange Traded Derivatives and Their Impact on Hedging Effectiveness and Corporate Capital Requirements. Journal of Applied Corporate Finance, 27(1).
- Camara, A., Popova, I., & Simkins, B. (2012). A comparative study of the probability of default for global financial firms. Journal of Banking and Finance, 36, 717–732.
- Award / Honor Recipient: 2016 Presidential Distinction Award for Excellence in Teaching, McCoy College of Business Administration. May 2016
- Award / Honor Recipient: Excellence in Research, Department of Finance and Economics. May 2016
- Award / Honor Recipient: Nominated: Alpha Chi Favorite Professors, Alpha Chi. May 2015
- Award / Honor Recipient: Elected: Bulgarian Academy of Arts and Sciences. October 2014
- Award / Honor Recipient: 2014 Presidential Distinction Award for Excellence in Scholarly/Creative Activities, Texas State University. August 2014
- Popova, Ivilina T. Determinants of Liquefied Natural Gas Prices, Federal, $32749. (Submitted: May 2020, Funded: May 2021 - May 2022). Grant.
- Popova, Ivilina. General Mixture Design of Experiments and Monte Carlo Sampling for Portfolio Optimization, Brazilian Government, Federal, $10000. (Funded: September 2014 - December 2014). Grant.
- Popova, Ivilina (Principal). Trading in presence of cointegration, Texas State University - San Marcos, Texas State University, $8000. (Funded: 2010 - 2011). Grant.