Researchers



Results 41-60 of 98
Issue DateTitleAuthor(s)TypeМp-cat.
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
2022Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate PortfolioZivkov, Dejan M  ; Damnjanovic, Jelena M; Papic-Blagojevic, NatasaArticle
23M23
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
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
2021Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countriesŽivkov, Dejan  ; Kuzman, Boris  ; Andrejević Panić, Andrea  Article
21M21
2021Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indicesŽivkov, Dejan  ; Balaban, Suzana  ; Pećanac, MarkoArticle
21M21
2021Measuring Downside Risk in Portfolios with BitcoinŽivkov, Dejan  ; Manić, Slavica  ; Đurašković, Jasmina  ; Viduka, Dejan  Article
23M23
2021The Effect of Money Growth on Inflation and GDP in the Selected Asia-Pacific Markets - Wavelet-Based Bayesian Quantile EstimatesZivkov, Dejan M  ; Djuraskovic, Jasmina  ; Kovacevic, Jelena LjArticle
22M22
2021Measuring parametric and semiparametric downside risks of selected agricultural commoditiesŽivkov, Dejan  ; Joksimović, Marijana  ; Balaban, Suzana  Article
21M21
2021How to combine precious metals with corn in a risk-minimizing two-asset portfolio?Živkov, Dejan  ; Balaban, Petra  ; Kuzman, Boris  Article
21M21
2021Validity of Wagner’s Law in Transition Economies: A Multivariate ApproachSuzana Balaban  ; Dejan Živkov  Article
23M23
2020Multiscale oil-stocks dynamics: the case of Visegrad group and RussiaZivkov, Dejan M  ; Djuraskovic, Jasmina  ; Papic-Blagojevic, NatasaArticle
21M21
2020Inflation Uncertainty and Output Growth - Evidence from the Asia-Pacific Countries Based on the Multiscale Bayesian Quantile InferenceZivkov, Dejan M  ; Gajic-Glamoclija, Marina; Kovacevic, Jelena Lj; Loncar, SanjaArticle
23M23
2020The Effect of Oil Price Uncertainty on Industrial Production in the Major European Economies - Methodologies Based on the Bayesian ApproachZivkov, Dejan M  ; Damnjanovic, Jelena M; Djuraskovic, Jasmina  Article
23M23
2020The effect of macro factors on bank credit activity in the Republic of SerbiaŽivkov, Dejan  ; Poparić, Simo; Ilić, MilošArticle
51M51
2020Short and long-term volatility transmission from oil to agricultural commodities – The robust quantile regression approachŽivkov, Dejan  ; Manić, Slavica  ; Đurašković, Jasmina  Article
21aM21a
2020Empirical analysis of oil risk-minimizing portfolios: the DCC-GARCH-MODWT approachZivkov, Dejan  ; Njegić, Jovan; Zakić, Vladimir  Article
23M23