Scholarly/Creative Works

• Popova, I. T., & Liu, Y. (2023). Threats to Central Bank Independence and Exchange Rate Volatility: High-Frequency Identification with Trump’s Fed Tweets. Finance Research Letters.
• Popova, I. T., Hupka, Y., Simkins, B., & Lee, T. (2023). A review of the literature on LNG: Hubs development, market integration, and price discovery. Journal of Commodity Markets, 31.
• Popova, I. T., Morton, D., & Dokov, S. (2023). Efficient Portfolios Computed with Moment - Based Bounds. Finance Research Letters, 51.

• Popova, I. T., & Yau, J. (2022). Computing optimal portfolios of multi-assets with tail risk: The case of bitcoin. Applied Economics Letters.

• 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.

• 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). As Easy as OTC. Energy Risk, (October 2015), 72–77.
• 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).

• Popova, I., Camara, A., & Simkins, B. (2014). Options on Troubled Stocks. Journal of Futures Markets, 34(7), 637–657.
• Popova, I., & Simkins, B. (2014). The Value of OTC Derivatives: Case Study Analyses of Hedges by Publicly Traded Non-Financial Firms. International Swaps and Derivatives Association, Inc.

• Popova, I., & Simkins, B. (2013). Introduction to Energy Risk Management. Wiley.
• Popova, I., & Morton, D. (2013). Modeling hedge fund leverage via power utility with subsistence. Journal of Derivatives and Hedge Funds, 19(2), 77–85.

• Galenko, A., Popova, I., & Popova, E. (2012). Trading in the presence of cointegration. Journal of Alternative Investments, 15(1), 85–97.
• 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.

• Galenko, A., Popova, I., & Popova, E. (2011). Exploiting Long Term Price Dependencies for Trading Strategies. Journal of Applied Business and Economics, 12(6), 11–25.
• Camara, A., Camara, A., Popova, I., & Simkins, B. (2011). FX risk neutral valuation relationships for the Su jump-diffusion family. International Journal of Finance and Economics, (16), 339–356.

• Popova, I., & Popova, E. (2010). Estimation of performance and execution time effect on high-frequency statistical arbitrage strategies. Journal of Trading, 5(2), 23–30.
• Brous, P., Ince, U., & Popova, I. (2010). Volatility forecasting and liquidity: evidence from individual stocks. Journal of Derivatives and Hedge Funds, (16), 144–159.

• Galenko, A., Morton, D., Popova, E., & Popova, I. (2009). Simulating cointegrated time series. In M. D. Rossetti, R. R. Hill, B. Johansson, A. Dunkin, & R. G. Ingalls (Eds.). 2009 Winter Simulation Conference.

• Popova, E., & Popova, I. (2008). Replacement strategies. In F. Ruggeri, R. Kenett, & F. Faltin (Eds.) (pp. 1647–1653). John Wiley&Sons, Ltd., Chichester, UK: Encyclopedia of Statistics in Quality and Reliability, John Wiley&Sons, Ltd., Chichester, UK.
• Popova, I., Popova, E., & George, E. (2008). Bayesian forecasting of prepayment rates for individual pools of mortgages. Bayesian Analysis, 3(1), 1–34.
• Popova, I., Morton, D., Popova, E., & Yau, J. (2008). Optimizing Benchmark-Based Portfolios with Hedge Funds, 38(1), 67–69.

• Popova, I., Popova, E., Morton, D., & Yau, J. (2007). Optimizing benchmark-based portfolios with hedge funds. Journal of Alternative Investments, 10(1), 35–55.

• Partani, A., Morton, D., & Popova, I. (2006). Jackknife estimators for reducing bias in asset allocation. In L. F. Perrone, F. P. Wieland, J. Liu, B. G. Lawson, D. M. Nicol, & R. M. Fujimoto (Eds.). 2006 Winter Simulation Conference.
• Morton, D., Popova, E., & Popova, I. (2006). Efficient fund of hedge funds construction under downside risk measures. Journal of Banking and Finance, 30, 503–518.

• Popova, I., & Rashkov, P. (2005). Maxmin due to Sleiter for a multicriterial problem in Banach space (6.1, Vol. 44, pp. 23–28). Rousse, Bulgaria: Proceedings of the University of Rousse, Bulgaria, Series in Mathematics, Informatics, Physics.

• Morton, D., Popova, E., Popova, I., & Zhong, M. (2003). Optimizing benchmark-based utility function. Bulletin of the Czech Econometrics Society, 10(18), 1–18.

• Duan, J., Popova, I., & Ritchken, P. (2002). Option pricing under regime switching. Quantitative Finance, 2, 116–132.

• Haubrich, J., & Popova, I. (1998). Executive compensation - a calibration approach. Economic Theory, 12(3), 561–581.
• Popova, I., & Ritchken, P. (1998). On bounding option prices in Paretian stable markets. Journal of Derivatives, 5(4), 32–43.
• Ritchken, P., Popova, I., & Thomson, J. (1998). The changing role of banks and the changing value of deposit guarantees. Advances in International Banking and Finance, 3, 1–22.

• Janicki, A., Popova, I., Ritchken, P., & Woyczynski, W. (1997). Option pricing bounds in an alpha-Stable security market. Stochastic Models, 13(4), 817–839.