Researchers



Results 21-40 of 98
Issue DateTitleAuthor(s)TypeМp-cat.
2024Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with CommoditiesŽivkov, Dejan  ; Lončar, Sanja; Stankov, BiljanaArticle
23M23
2024Hedging gas in a multi-frequency semiparametric CVaR portfolioŽivkov, Dejan  ; Balaban, Suzana  ; Simić, Milica  Article
21a+M21a+
2024Challenges in Protecting Green Energy Entrepreneurs in Wheat Industry Against Financial Risk: The Portfolio Optimization ApproachKuzman, Boris  ; Živkov, Dejan  Book parts
13documentMNO za pravo, ekonomiju i političke nauke (07.11.2024.)
M13
2024Dynamic interdependence between ethanol and biofuel-related agricultural commodities – cDCC-FIAPARCH approachŽivkov, Dejan  ; Kuzman, Boris  ; Blagojević Papić, NatašaArticle
21M21
2023Risk evaluation of livestock commodities – value-at-risk approachŽivkov, Dejan  ; Jančev, Nikola; Alavuk, Đorđe; Bolesnikov, DraganaArticle
23M23
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
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
2023How does oil price uncertainty affect output in the Central and Eastern European economies? - the Bayesian-based approachesŽivkov, Dejan  ; Đurašković, Jasmina  Article
21M21
2023Interdependence Between Stocks and Exchange Rate in East Asia - a Wavelet-Based ApproachŽivkov, Dejan  ; Pećanac, Marko; Ercegovac, DajanaArticle
22M22
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 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
2022Making a Markowitz portfolio with agricultural commodity futuresŽivkov, Dejan  ; Balaban, Suzana  ; Joksimović, Marijana  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
2022Measuring the risk-adjusted performance of selected soft agricultural commoditiesŽivkov, Dejan  ; Kuzman, Boris  ; Subić, Jonel  Article
21M21
2022Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad CountriesZivkov, Dejan M  ; Gajic-Glamoclija, Marina; Djuraskovic, Jasmina  ; Momcilovic, Mirela SArticle
22M22
2022Dynamic correlation between selected cereals traded in commodity exchange market in AP VojvodinaŽivkov, Dejan  ; Stankov, Biljana; Roganović, Milijana; Momčilović, MirelaArticle
23M23