Autori: Zivkov Dejan M
| Naslov | Using the Omega Ratio for Optimal Asset Allocation in Commodities (Article) |
| Autori | Zivkov Dejan M  Manic Slavica Gajic-Glamoclija Marina
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| Info | ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, (2025), vol. 59 br. 1, str. 293-307 |
| Ispravka | Web of Science Članak Elečas Rang časopisa |
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| Naslov | Multiscale non-linear tale risk spillover effect from oil to stocks - The case of East European emerging markets (Article) |
| Autori | Zivkov Dejan M Kuzman Boris Papic-Blagojevic Natasa
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| Info | E & M EKONOMIE A MANAGEMENT, (2024), vol. 27 br. 3, str. 186-200 |
| Projekat | The paper is a part of re-search financed by the MSTDI RS, agreed in Decision No. 451-03-66/2024-03/200009 from February 5, 2024. |
| Ispravka | Web of Science Članak Elečas Rang časopisa |
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| Naslov | Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries (Article) |
| Autori | Zivkov Dejan M Kuzman Boris Papic-Blagojevic Natasa
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| Info | PRAGUE ECONOMIC PAPERS, (2024), vol. 33 br. 4, str. 478-503 |
| Ispravka | Web of Science Članak Elečas Rang časopisa |
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| Naslov | Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities (Article) |
| Autori | Zivkov Dejan M Loncar Sanja Stankov Biljana M
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| Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2024), vol. 74 br. 3, str. 342-365 |
| Ispravka | Web of Science Članak Elečas Rang časopisa |
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| Naslov | Dynamic interdependence between ethanol and biofuel-related agricultural commodities-cDCC-FIAPARCH approach (Article; Early Access) |
| Autori | Zivkov Dejan M Kuzman Boris Papic-Blagojevic Natasa
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| Info | AGRIBUSINESS, (2024), vol. br. , str. - |
| Ispravka | Web of Science Članak Elečas Rang časopisa Citati: |
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| Naslov | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio? (Article) |
| Autori | Zivkov Dejan M Manic Slavica Gajic-Glamoclija Marina
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| Info | NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, (2024), vol. 72 br. , str. - |
| Ispravka | Web of Science Članak Elečas Rang časopisa |
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| Naslov | Downside Risk and Risk-Adjusted Performances of Industrial Metals (Article) |
| Autori | Zivkov Dejan M Manic Slavica Gajic-Glamoclija Marina
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| Info | ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, (2024), vol. 58 br. 1, str. 138-152 |
| Ispravka | Web of Science Članak Elečas Rang časopisa |
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| Naslov | Hedging gas in a multi-frequency semiparametric CVaR portfolio (Article) |
| Autori | Zivkov Dejan M Balaban Suzana Simic Milica
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| Info | RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, (2024), vol. 67 br. , str. - |
| Ispravka | Web of Science Članak Elečas Rang časopisa Citati: |
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| Naslov | Multiscale Tail Risk Interdependence between Precious Metals (Article) |
| Autori | Zivkov Dejan M Gajic-Glamoclija Marina Ercegovac Dajana Lavrnic Igor
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| Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2023), vol. 73 br. 4, str. 392-412 |
| Ispravka | Web of Science Članak Elečas Rang časopisa |
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| Naslov | How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio? (Article) |
| Autori | Zivkov Dejan M Kuzman Boris Subic Jonel V
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| Info | E & M EKONOMIE A MANAGEMENT, (2023), vol. 26 br. 3, str. 128-144 |
| Projekat | MSTDI RS |
| Ispravka | Web of Science Članak Elečas Rang časopisa |
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