Autori: Zivkov Dejan M
| Naslov | How to Reduce Extreme Risk of the US Tourism Indices?- Minimum-CVaR Portfolio Approach (Article) |
| Autori | Zivkov Dejan M Kovacevic-Berlekovic Bojana M Kicovic Dusan Djuraskovic Jasmina |
| Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2023), vol. 73 br. 1, str. 81-103 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile Estimates (Article) |
| Autori | Zivkov Dejan M Loncar Sanja Stankov Biljana M |
| Info | ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, (2023), vol. 57 br. 1, str. 251-266 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | How to reduce the extreme risk of losses in corn and soybean markets? Construction of a portfolio with European stock indices (Article) |
| Autori | Zivkov Dejan M Stankov Biljana M Papic-Blagojevic Natasa Damnjanovic Jelena M Racic Zeljko S |
| Info | AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, (2023), vol. 69 br. 3, str. 109-118 |
| Projekat | Erasmus+ Jean Monnet project The European Union Trade and Investment Module [101085405-EU TRaIN]; Erasmus+ programme of the European Union |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: |
| Naslov | How does oil price uncertainty affect output in the Central and Eastern European economies? - the Bayesian-based approaches (Article) |
| Autori | Zivkov Dejan M Djuraskovic Jasmina |
| Info | APPLIED ECONOMIC ANALYSIS, (2023), vol. 31 br. 91, str. 39-54 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Volatility spillover analysis between stocks and exchange rate markets in short and long terms in East European and Eurasian countries (Article) |
| Autori | Zivkov Dejan M Gajic-Glamoclija Marina Djuraskovic Jasmina |
| Info | INTERNATIONAL JOURNAL OF EMERGING MARKETS, (2023), vol. 18 br. 11, str. 5068-5086 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | Bidirectional volatility transmission between stocks and bond in East Asia - The quantile estimates based on wavelets (Article) |
| Autori | Zivkov Dejan M Kovacevic Jelena Lj Stankov Biljana M Stefanovic Zoran D |
| Info | STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, (2023), vol. 27 br. 1, str. 49-65 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries (Article) |
| Autori | Zivkov Dejan M Gajic-Glamoclija Marina Djuraskovic Jasmina Momcilovic Mirela S |
| Info | EKONOMICKY CASOPIS, (2022), vol. 70 br. 6, str. 523-543 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Oil hedging with a multivariate semiparametric value-at-risk portfolio (Article) |
| Autori | Zivkov Dejan M Manic Slavica Djuraskovic Jasmina Gajic-Glamoclija Marina |
| Info | BORSA ISTANBUL REVIEW, (2022), vol. 22 br. 6, str. 1118-1131 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa |
| Naslov | Making a Markowitz portfolio with agricultural commodity futures (Article) |
| Autori | Zivkov Dejan M Balaban Suzana Joksimovic Marijana |
| Info | AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, (2022), vol. 68 br. 6, str. 219-229 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | Multiscale downside risk interdependence between the major agricultural commodities (Article) |
| Autori | Zivkov Dejan M Djuraskovic Jasmina Gajic-Glamoclija Marina |
| Info | AGRIBUSINESS, (2022), vol. 38 br. 4, str. 990-1011 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
