Researchers



Results 21-40 of 93
Issue DateTitleAuthor(s)TypeМp-cat.
2023Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European CountriesŽivkov, Dejan  ; Đurašković, Jasmina  ; Ljubenović, SanjaArticle
23M23
2023How to hedge extreme risk of natural gasin multivariate semiparametric value-at-risk portfolio?Živkov, Dejan  ; Kuzman, Boris  ; Subić, Jonel  Article
22M22
2023Interdependence Between Stocks and Exchange Rate in East Asia - a Wavelet-Based ApproachŽivkov, Dejan  ; Pećanac, Marko; Ercegovac, DajanaArticle
22M22
2023Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countriesŽivkov, Dejan  ; Manić, Slavica  ; Đurašković, Jasmina  ; Momčilović, MirelaArticle
22M22
2023Multifrequency downside risk interconnectedness between soft agricultural commoditiesŽivkov, Dejan  ; Kuzman, Boris  ; Subić, Jonel  Article
21M21
2023How to Reduce Extreme Risk of the US Tourism Indices?- Minimum-CVaR Portfolio ApproachŽivkov, Dejan  ; Kovačevic-Berleković, Bojana; Kicović, Dušan; Đurašković, Jasmina  Article
23M23
2023Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile EstimatesŽivkov, Dejan  ; Lončar, Sanja; Stankov, BiljanaArticle
22M22
2023Multiscale Tail Risk Interdependence between Precious MetalsŽivkov, Dejan  ; Gajić-Glamočlija, Marina; Ercegovac, Dajana; Lavrnić, IgorArticle
23M23
2023How to reduce the extreme risk of losses in corn and soybean markets? Construction of a portfolio with European stock indicesŽivkov, Dejan  ; Stankov, Biljana; Papić-Blagojević, Nataša; Damnjanović, Jelena; Račić, ŽeljkoArticle
21M21
2023Risk evaluation of livestock commodities – value-at-risk approachŽivkov, Dejan  ; Jančev, Nikola; Alavuk, Đorđe; Bolesnikov, DraganaArticle
23M23
2022Dynamic correlation between selected cereals traded in commodity exchange market in AP VojvodinaŽivkov, Dejan  ; Stankov, Biljana; Roganović, Milijana; Momčilović, MirelaArticle
23M23
2022Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regressionŽivkov, Dejan  ; Manić, Slavica  ; Kovačević, Jelena; Trbović, ŽeljanaArticle
22M22
2022Oil hedging with a multivariate semiparametric value-at-risk portfolioŽivkov, Dejan  ; Manić, Slavica  ; Đurašković, Jasmina  ; Gajić Glamočlija, MarinaArticle
21aM21a
2022Bidirectional volatility transmission between stocks and bond in East Asia - The quantile estimates based on waveletsZivkov, Dejan M  ; Kovacevic, Jelena Lj; Stankov, Biljana M; Stefanovic, Zoran DArticle
22M22
2022Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate PortfolioZivkov, Dejan M  ; Damnjanovic, Jelena M; Papic-Blagojevic, NatasaArticle
23M23
2022Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metalsŽivkov, Dejan  ; Manić, Slavica  ; Pavkov, Ivan  Article
21M21
2022Multiscale downside risk interdependence between the major agricultural commoditiesZivkov, Dejan M  ; Djuraskovic, Jasmina  ; Gajic-Glamoclija, MarinaArticle
21M21
2022How to combine the Serbian stock index with precious metals in a multivariate Markowitz portfolio?Živkov, Dejan  ; Mihajlović, Emilija; Lalošević, MilošArticle
52M52
2022Measuring the risk-adjusted performance of selected soft agricultural commoditiesŽivkov, Dejan  ; Kuzman, Boris  ; Subić, Jonel  Article
21M21
2022Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countriesZivkov, Dejan M  ; Gajic-Glamoclija, Marina; Djuraskovic, Jasmina  Article
21M21