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Browsing by Author Živkov, Dejan

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Issue DateTitleAuthor(s)TypeМ-cat.
2022Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression (✓)Živkov, Dejan; Manić, Slavica  ; Kovačević, Jelena; Trbović, ŽeljanaArticle
23M23
2024Challenges in Protecting Green Energy Entrepreneurs in Wheat Industry Against Financial Risk: The Portfolio Optimization Approach (✓)Kuzman, Boris  ; Živkov, DejanBook parts
Mp. category will be shown later
2015Dynamic correlation between stock returns and exchange rate and its dependence on the conditional volatilities - the case of several Eastern European countriesŽivkov, Dejan; Njegić, Jovan; Đurašković, Jasmina  Article
23M23
2024Dynamic interdependence between ethanol and biofuel-related agricultural commodities – cDCC-FIAPARCH approachŽivkov, Dejan; Kuzman, Boris  ; Blagojević Papić, NatašaArticle
22M22
2016Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European EconomiesŽivkov, Dejan; Njegić, Jovan; Mirović, Vera  Article
22M22
2016Efekti prelivanja finansijskih šokova na tržišta akcija i deviznog kursa u odabranim zemljama u usponuŽivkov, DejanDoctoral theses
70M70
2016Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging EconomiesŽivkov, Dejan; Njegić, Jovan; Momčilović, Mirela; Milenković, Ivan  Article
22M22
2024Hedging gas in a multi-frequency semiparametric CVaR portfolio (✓)Živkov, Dejan; Balaban, Suzana  ; Simić, MilicaArticle
21aM21a
2019How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach (✓)Živkov, Dejan; Đurašković, Jasmina  ; Manić, Slavica  Article
22M22
2019How do oil price changes impact the major agricultural commodities in different market conditions and in different time-horizons? (✓)Živkov, Dejan; Kuzman, Boris  ; Subić, Jonel  Article
23M23
2023How to hedge extreme risk of natural gasin multivariate semiparametric value-at-risk portfolio? (✓)Živkov, Dejan; Kuzman, Boris  ; Subić, Jonel  Article
23M23
2018Interrelationship and Spillover Effect between Stock and Exchange Rate Markets in the Major Emerging EconomiesNjegić, Jovan; Živkov, Dejan; Janković, Irena  Article
23M23
2013Linkage between external and internalimbalance – the case of Serbia (✓)Živkov, Dejan; Njegić, Jovan; Ljumović, Isidora  Article
24M24
2011Macroeconomic performance and political business cycles in Serbia (2000-2009)Đurašković, Jasmina  ; Živkov, Dejan; Kolar, SuzanaConference Paper
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2021Measuring Downside Risk in Portfolios with Bitcoin (✓)Živkov, Dejan; Manić, Slavica  ; Đurašković, Jasmina  ; Viduka, Dejan  Article
23M23
2022Measuring the risk-adjusted performance of selected soft agricultural commodities (✓)Živkov, Dejan; Kuzman, Boris  ; Subić, Jonel  Article
22M22
2019Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets* (✓)Živkov, Dejan; Manić, Slavica  ; Đurašković, JasminaArticle
23M23
2021Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countriesŽivkov, Dejan; Kuzman, Boris  ; Andrejević Panić, Andrea  Article
21M21
2022Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals (✓)Živkov, Dejan; Manić, Slavica  ; Pavkov, Ivan  Article
21M21
2023Оцена утицаја екстерних шокова на волатилност водећих светских валута применом GARCH моделаPavićević, Vladimir V.Doctoral theses
70M70