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Research outputs

Oil hedging with a multivariate semiparametric value-at-risk portfolio   [2022]

Živkov, Dejan  ; Manić, Slavica  ; Đurašković, Jasmina  ; Gajić Glamočlija, Marina

Short and long-term volatility transmission from oil to agricultural commodities – The robust quantile regression approach   [2020]

Živkov, Dejan  ; Manić, Slavica  ; Đurašković, Jasmina  

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