Autori: Manic Slavica
Naslov | Using the Omega Ratio for Optimal Asset Allocation in Commodities (Article) |
Autori | Zivkov Dejan M ![]() ![]() |
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 | How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio? (Article) |
Autori | Zivkov Dejan M ![]() ![]() |
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 ![]() ![]() |
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 | Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries (Article) |
Autori | Zivkov Dejan M ![]() ![]() ![]() |
Info | ACTA OECONOMICA, (2023), vol. 73 br. 3, str. 365-381 |
Ispravka | Web of Science Članak Elečas Rang časopisa |
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Naslov | Oil hedging with a multivariate semiparametric value-at-risk portfolio (Article) |
Autori | Zivkov Dejan M ![]() ![]() ![]() |
Info | BORSA ISTANBUL REVIEW, (2022), vol. 22 br. 6, str. 1118-1131 |
Ispravka | Web of Science Članak Elečas Rang časopisa |
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Naslov | Nonlinear examination of the 'Heat Wave' and 'Meteor Shower' effects between spot and futures markets of the precious metals (Article; Early Access) |
Autori | Zivkov Dejan M ![]() ![]() ![]() |
Info | EMPIRICAL ECONOMICS, (2022), vol. 63 br. 2, str. 1109-1134 |
Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
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Naslov | Organizational determinants as antecedent factors of export marketing strategy archetypes of agri-food firms: a three country analysis (Article) |
Autori | Radojevic Predrag D Manic Slavica ![]() |
Info | BRITISH FOOD JOURNAL, (2022), vol. 124 br. 4, str. 1400-1418 |
Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
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Naslov | Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers - the multiscale robust quantile regression (Article) |
Autori | Zivkov Dejan M ![]() ![]() |
Info | PORTUGUESE ECONOMIC JOURNAL, (2022), vol. 21 br. 1, str. 67-93 |
Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
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Naslov | Measuring Downside Risk in Portfolios with Bitcoin (Article) |
Autori | Zivkov Dejan M ![]() ![]() ![]() |
Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2021), vol. 71 br. 2, str. 178-200 |
Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
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Naslov | Short and long-term volatility transmission from oil to agricultural commodities - The robust quantile regression approach (Article) |
Autori | Zivkov Dejan M ![]() ![]() ![]() |
Info | BORSA ISTANBUL REVIEW, (2020), vol. 20 br. , Suppl. 1, str. S11-S25 |
Projekat | Ministry of Education, Science and Technological Development of the Republic of Serbia |
Ispravka | Web of Science Članak Elečas Rang časopisa Citati: Web of Science Scopus |
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