Autori: Zivkov Dejan M
| 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 | Dynamic Correlation Between Selected Cereals Traded in Commodity Exchange Market in Ap Vojvodina (Article) |
| Autori | Zivkov Dejan M Stankov Biljana D Roganovic Milijana Momcilovic Mirela S |
| Info | EKONOMIKA POLJOPRIVREDA-ECONOMICS OF AGRICULTURE, (2022), vol. 69 br. 2, str. 395-410 |
| 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 |
| Naslov | Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio (Article) |
| Autori | Zivkov Dejan M Damnjanovic Jelena M Papic-Blagojevic Natasa |
| Info | FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE, (2022), vol. 72 br. 1, str. 50-70 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| Naslov | Measuring the risk-adjusted performance of selected soft agricultural commodities (Article) |
| Autori | Zivkov Dejan M Kuzman Boris Subic Jonel V |
| Info | AGRICULTURAL ECONOMICS-ZEMEDELSKA EKONOMIKA, (2022), vol. 68 br. 3, str. 87-96 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| 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 Manic Slavica Pavkov Ivan |
| Info | EMPIRICAL ECONOMICS, (2022), vol. 63 br. 2, str. 1109-1134 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
| 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 Manic Slavica Kovacevic Jelena Lj Trbovic Zeljana |
| Info | PORTUGUESE ECONOMIC JOURNAL, (2022), vol. 21 br. 1, str. 67-93 |
| Ispravka | ISI/Web of Science Članak Elečas Rang časopisa Citati: ISI/Web of Science Scopus |
