| Issue Date | Title | Author(s) | Type | Мp-cat. |
| 2022 | Assessing 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, Željana | Article | |
| 2022 | Oil hedging with a multivariate semiparametric value-at-risk portfolio | Živkov, Dejan ; Manić, Slavica ; Đurašković, Jasmina ; Gajić Glamočlija, 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 | Multiscale downside risk interdependence between the major agricultural commodities | Zivkov, Dejan M ; Djuraskovic, Jasmina ; Gajic-Glamoclija, Marina | 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 | How to combine the Serbian stock index with precious metals in a multivariate Markowitz portfolio? | Živkov, Dejan ; Mihajlović, Emilija; Lalošević, Miloš | Article | |
| 2022 | Bidirectional volatility transmission between stocks and bond in East Asia - The quantile estimates based on wavelets | Zivkov, Dejan M ; Kovacevic, Jelena Lj; Stankov, Biljana M; Stefanovic, Zoran D | Article | |
| 2021 | Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countries | Živkov, Dejan ; Kuzman, Boris ; Andrejević Panić, Andrea | Article | |
| 2021 | Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices | Živkov, Dejan ; Balaban, Suzana ; Pećanac, Marko | Article | |
| 2021 | Measuring Downside Risk in Portfolios with Bitcoin | Živkov, Dejan ; Manić, Slavica ; Đurašković, Jasmina ; Viduka, Dejan | Article | |
| 2021 | Validity of Wagner’s Law in Transition Economies: A Multivariate Approach | Suzana Balaban ; Dejan Živkov | Article | |
| 2021 | Measuring parametric and semiparametric downside risks of selected agricultural commodities | Živkov, Dejan ; Joksimović, Marijana ; Balaban, Suzana | Article | |
| 2021 | How to combine precious metals with corn in a risk-minimizing two-asset portfolio? | Živkov, Dejan ; Balaban, Petra ; Kuzman, Boris | Article | |
| 2021 | The Effect of Money Growth on Inflation and GDP in the Selected Asia-Pacific Markets - Wavelet-Based Bayesian Quantile Estimates | Zivkov, Dejan M ; Djuraskovic, Jasmina ; Kovacevic, Jelena Lj | Article | |
| 2020 | Multiscale oil-stocks dynamics: the case of Visegrad group and Russia | Zivkov, Dejan M ; Djuraskovic, Jasmina ; Papic-Blagojevic, Natasa | Article | |
| 2020 | Short and long-term volatility transmission from oil to agricultural commodities – The robust quantile regression approach | Živkov, Dejan ; Manić, Slavica ; Đurašković, Jasmina | Article | |
| 2020 | What Bayesian quantiles can tell about volatility transmission between the major agricultural futures? | Živkov, Dejan ; Kuzman, Boris ; Subić, Jonel | Article | |
| 2020 | Empirical analysis of oil risk-minimizing portfolios: the DCC-GARCH-MODWT approach | Zivkov, Dejan ; Njegić, Jovan; Zakić, Vladimir | Article | |
| 2020 | Is Inflation a Monetary Phenomenon in the East European Economies? - Multifrequency Bayesian Quantile Inference | Zivkov, Dejan M ; Kovacevic, Jelena Lj; Loncar, Sanja | Article | |
| 2020 | The 'Meteor Shower' Effect Between Precious Metals in Spot and Futures Markets the Markov Switching Processes in the Variance and Mean | Zivkov, Dejan M ; Obradovic, Gordana; Grujic, Milica | Article | |
Živkov, Dejan
