Autori: Zivkov Dejan M
| Naslov | Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities (Article) |
| Autori | Zivkov Dejan M Loncar Sanja Stankov Biljana M |
| Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2024), vol. 74 br. 3, str. 342-365 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| 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 |
| Info | AGRIBUSINESS, (2024), vol. br. , str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| 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 |
| Info | NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, (2024), vol. 72 br. , str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Downside Risk and Risk-Adjusted Performances of Industrial Metals (Article) |
| Autori | Zivkov Dejan M Manic Slavica Gajic-Glamoclija Marina |
| Info | ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, (2024), vol. 58 br. 1, str. 138-152 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Hedging gas in a multi-frequency semiparametric CVaR portfolio (Article) |
| Autori | Zivkov Dejan M Balaban Suzana Simic Milica |
| Info | RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, (2024), vol. 67 br. , str. - |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| Naslov | Risk Evaluation of Livestock Commodities - Value-At- Risk Approach (Article) |
| Autori | Zivkov Dejan M Jancev Nikola Alavuk Djordje M Bolesnikov Dragana |
| Info | EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE, (2023), vol. 70 br. 4, str. 967-980 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Multiscale Tail Risk Interdependence between Precious Metals (Article) |
| Autori | Zivkov Dejan M Gajic-Glamoclija Marina Ercegovac Dajana Lavrnic Igor |
| Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2023), vol. 73 br. 4, str. 392-412 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| 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 |
| Info | E & M EKONOMIE A MANAGEMENT, (2023), vol. 26 br. 3, str. 128-144 |
| Projekat | MSTDI RS |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries (Article) |
| Autori | Zivkov Dejan M Manic Slavica Djuraskovic Jasmina Momcilovic Mirela S |
| Info | ACTA OECONOMICA, (2023), vol. 73 br. 3, str. 365-381 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Multifrequency downside risk interconnectedness between soft agricultural commodities (Article) |
| Autori | Zivkov Dejan M Kuzman Boris Subic Jonel V |
| Info | AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, (2023), vol. 69 br. 8, str. 332-342 |
| Projekat | MSTDI RS [451-03-47/2023-01/200009] |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
