| Issue Date | Title | Author(s) | Type | Мp-cat. |
| 2024 | Multiscale non-linear tale risk spillover effect from oil to stocks - The case of East European emerging markets | Živkov, Dejan   ; Kuzman, Boris ; Papić-Blagojević, Nataša | Article | |
| 2024 | Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities | Živkov, Dejan ; Lončar, Sanja; Stankov, Biljana | Article | |
| 2024 | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio? | Živkov, Dejan ; Manić, Slavica ; Gajić-Glamočlija, Marina | Article | |
| 2024 | Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries | Živkov, Dejan ; Kuzman, Boris ; Papić-Blagojević, Nataša | Article | |
| 2023 | Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries | Živkov, Dejan ; Manić, Slavica ; Đurašković, Jasmina ; Momčilović, Mirela | Article | |
| 2023 | How to Reduce Extreme Risk of the US Tourism Indices?- Minimum-CVaR Portfolio Approach | Živkov, Dejan ; Kovačevic-Berleković, Bojana; Kicović, Dušan; Đurašković, Jasmina | Article | |
| 2023 | Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile Estimates | Živkov, Dejan ; Lončar, Sanja; Stankov, Biljana | Article | |
| 2023 | How to reduce the extreme risk of losses in corn and soybean markets? Construction of a portfolio with European stock indices | Živkov, Dejan ; Stankov, Biljana; Papić-Blagojević, Nataša; Damnjanović, Jelena; Račić, Željko | Article | |
| 2023 | Risk evaluation of livestock commodities – value-at-risk approach | Živkov, Dejan ; Jančev, Nikola; Alavuk, Đorđe; Bolesnikov, Dragana | Article | |
| 2023 | Multiscale Tail Risk Interdependence between Precious Metals | Živkov, Dejan ; Gajić-Glamočlija, Marina; Ercegovac, Dajana; Lavrnić, Igor | Article | |
| 2023 | Interdependence Between Stocks and Exchange Rate in East Asia - a Wavelet-Based Approach | Živkov, Dejan ; Pećanac, Marko; Ercegovac, Dajana | Article | |
| 2023 | Multiscale Interdependence Between Consumer and Producer Prices in Emerging Eastern European Countries | Živkov, Dejan ; Đurašković, Jasmina ; Ljubenović, Sanja | Article | |
| 2023 | How does oil price uncertainty affect output in the Central and Eastern European economies? - the Bayesian-based approaches | Živkov, Dejan ; Đurašković, Jasmina | Article | |
| 2023 | How to hedge extreme risk of natural gasin multivariate semiparametric value-at-risk portfolio? | Živkov, Dejan ; Kuzman, Boris ; Subić, Jonel | Article | |
| 2023 | Multifrequency downside risk interconnectedness between soft agricultural commodities | Živkov, Dejan ; Kuzman, Boris ; Subić, Jonel | Article | |
| 2022 | How to combine the Serbian stock index with precious metals in a multivariate Markowitz portfolio? | Živkov, Dejan ; Mihajlović, Emilija; Lalošević, Miloš | Article | |
| 2022 | Nonlinear 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 | |
| 2022 | Multiscale downside risk interdependence between the major agricultural commodities | Zivkov, Dejan M ; Djuraskovic, Jasmina ; Gajic-Glamoclija, Marina | Article | |
| 2022 | Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio | Zivkov, Dejan M ; Damnjanovic, Jelena M; Papic-Blagojevic, Natasa | Article | |
| 2022 | Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries | Zivkov, Dejan M ; Gajic-Glamoclija, Marina; Djuraskovic, Jasmina ; Momcilovic, Mirela S | Article | |
Živkov, Dejan
