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Živkov, Dejan


Results 1-20 of 98
Issue DateTitleAuthor(s)TypeМp-cat.
2026Bidirectional Extreme Risk Spillover Effect Between Ethanol and Agricultural Commodities - Robust Linear Quantile Regression ApproachZivkov, Dejan M  ; Stankovic, MilicaArticle
22M22
2026International diversification with parametric value-at-risk portfolios beyond normalityŽivkov, Dejan  ; Lončar, SanjaArticle
21M21
2026Optimising the Stutzer ratio in multivariate agricultural portfoliosZivkov, Dejan M  ; Kuzman, Boris; Subic, Jonel V  Article
21M21
2026The impact of global crises on food production and prices worldwideSuzana Balaban  ; Dejan Živkov  ; Puškarić, Anton  Conference Paper
Mp. category will be shown later
2026Incorporating regret aversion into emerging market portfoliosŽivkov, Dejan  Article
22M22
2026Are business cycles in Latin America synchronized? - New evidence from wavelet coherence and smooth transition regressionZivkov, Dejan M  ; Manic, Slavica  ; Gajic-Glamoclija, MarinaArticle
21M21
2026Interdependence between stock and exchange rate markets in former communist economiesŽivkov, Dejan  ; Manić, Slavica  ; Gajić-Glamočlija, MarinaArticle
21M21
2026Factors Affecting Investment Funds Investing in Different Asset ClassesVeselinović, Mirjana; Živkov, Dejan  ; Balaban, Suzana  Article
Mp. category will be shown later
2025Examining the multiscale interrelationship between ethanol and agricultural commoditiesKuzman, Boris  ; Živkov, Dejan  ; Andrejević Panić, Andrea  Conference Paper
Mp. category will be shown later
2025Using metals to hedge carbon emission allowances – Tail-risk and Omega ratio analysisŽivkov, Dejan  ; Kuzman, Boris  ; Japundžić, Miloš  Article
21a+M21a+
2025How Do Non-normal Parametric VaR Models Perform in Risk-minimizing Portfolios?Živkov, Dejan  ; Lončar, Sanja; Đurašković, Jasmina  ; Balaban, Suzana  Article
21M21
2025Risk-Adjusted Performance of American and European Clean-Energy PortfoliosŽivkov, Dejan  ; Kuzman, Boris  ; Radosavljević, Katica  Article
22M22
2025Mahalanobis distance and Stutzer ratio modelling in emerging markets portfoliosŽivkov, Dejan  ; Kuzman, Boris  ; Subić, Jonel  Article
22M22
2025Analysis of factors influencing metal markets across multiple scales – A smooth transition regression approachŽivkov, Dejan  ; Kuzman, Boris  ; Subić, Jonel  Article
21a+M21a+
2025Investing in Portfolio With Grains or Softs?-Extreme Risk Analysis With Non-Normal VaR Models and Omega RatioŽivkov, Dejan  Article
21M21
2025Using the Omega Ratio for Optimal Asset Allocation in CommoditiesŽivkov, Dejan  ; Manić, Slavica  ; Gajić-Glamočlija, MarinaArticle
22M22
2024Downside Risk and Risk-Adjusted Performances of Industrial MetalsŽivkov, Dejan  ; Manić, Slavica  ; Gajić Glamočlija, MarinaArticle
22M22
2024How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?Živkov, Dejan  ; Manić, Slavica  ; Gajić-Glamočlija, MarinaArticle
21aM21a
2024Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian CountriesŽivkov, Dejan  ; Kuzman, Boris  ; Papić-Blagojević, NatašaArticle
22M22
2024Multiscale non-linear tale risk spillover effect from oil to stocks - The case of East European emerging marketsŽivkov, Dejan  ; Kuzman, Boris  ; Papić-Blagojević, NatašaArticle
22M22