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Živkov, Dejan and Kuzman, Boris and Subić, Jonel (2025) Analysis of factors influencing metal markets across multiple scales – A smooth transition regression approach. Resources Policy, 110. ISSN 1873-7641
Kuzman, Boris and Živkov, Dejan and Andrejević Panić, Andrea (2025) Examining the multiscale interrelationship between ethanol and agricultural commodities. In: V International Scientific Conference "Sustainable agriculture and rural development". Institute of Agricultural Economics, Belgrade, pp. 541-552. ISBN 978-86-6269-141-5
Živkov, Dejan and Lončar, Sanja and Đurašković, Jasmina and Balaban, Suzana (2025) How Do Non-normal Parametric VaR Models Perform in Risk-minimizing Portfolios? The Quarterly Review of Economics and Finance, 102. ISSN 1062-9769
Živkov, Dejan and Kuzman, Boris and Radosavljević, Katica (2025) Risk-adjusted performance of American and European clean-energy portfolios. Prague Economic Papers, 34 (2). pp. 137-164. ISSN 1210-0455
Živkov, Dejan and Kuzman, Boris and Japundžić, Miloš (2025) Using metals to hedge carbon emission allowances – Tail-risk and Omega ratio analysis. Resources Policy, 100. ISSN 1873-7641
Živkov, Dejan and Manić, Slavica and Glamočlija Gajić, Marina (2025) Using the Omega Ratio for Optimal Asset Allocation in Commodities. . Economic Computation and Economic Cybernetics Studies and Research, 59 (1). pp. 293-307. ISSN 0424-267X
Kuzman, Boris and Živkov, Dejan (2024) Challenges in Protecting Green Energy Entrepreneurs in Wheat Industry Against Financial Risk: The Portfolio Optimization Approach. In: Entrepreneurship and Development for a green resilient economy. Emerald Insight, pp. 229-250. ISBN 978-1-83797-089-6
Živkov, Dejan and Manić, Slavica and Glamočlija Gajić, Marina (2024) Downside Risk and Risk-Adjusted Performances of Industrial Metals. Economic Computation and Economic Cybernetics Studies and Research, 58 (1). pp. 138-152. ISSN 0424-267X
Živkov, Dejan and Kuzman, Boris and Blagojević Papić, Nataša (2024) Dynamic interdependence between ethanol and biofuel-related agricultural commodities – cDCC-FIAPARCH approach. Agribusiness: an International Journal. ISSN 0742-4477
Živkov, Dejan and Lončar, Sanja and Stankov, Biljana (2024) Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities. Finance a úvěr-Czech Journal of Economics and Finance, 74 (3). pp. 342-365. ISSN 0015-1920
Živkov, Dejan and Balaban, Suzana and Simić, Milica (2024) Hedging gas in a multi-frequency semiparametric CVaR portfolio. Research in International Business and Finance, 67 (Part A). ISSN 0275-5319
Živkov, Dejan and Manić, Slavica and Gajić-Glamočlija, Marina (2024) How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio? The North American Journal of Economics and Finance, 72. ISSN 1062-9408
Živkov, Dejan and Kuzman, Boris and Blagojević Papić, Nataša (2024) Multiscale nonlinear tale risk spillover effect from oil to stocks: The case of East European emerging markets. Economics and Management, 27 (3). pp. 186-200. ISSN 2336-5064
Živkov, Dejan and Đurašković, Jasmina (2023) How does oil price uncertainty affect output in the Central and Eastern European economies? - the Bayesian-based approaches. Applied Economic Analysis, 31 (91). pp. 39-54. ISSN 2632-7627
Živkov, Dejan and Kovačević-Berleković, Bojana and Kicović, Dušan and Đurašković, Jasmina (2023) How to Reduce Extreme Risk of the US Tourism Indices?- Minimum-CVaR Portfolio Approach. Finance a úvěr-Czech Journal of Economics and Finance, 73 (1). pp. 81-103. ISSN 0015-1920
Živkov, Dejan and Kuzman, Boris and Subić, Jonel (2023) How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio? E+M Ekonomie a Management, 26 (3). pp. 128-144. ISSN 1212-3609
Živkov, Dejan and Kuzman, Boris and Subić, Jonel (2023) Multifrequency downside risk interconnectedness between soft agricultural commodities. Agricultural Economics – Czech, 69 (8). pp. 332-342. ISSN 0139-570X
Živkov, Dejan and Manić, Slavica and Đurašković, Jasmina and Momčilović, Mirela (2023) Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries. Acta Oeconomica, 73 (3). pp. 365-381. ISSN 0001-6373
Živkov, Dejan and Kuzman, Boris and Subić, Jonel (2022) Measuring the risk-adjusted performance of selected soft agricultural commodities. Agricultural economics, 68 (3). pp. 87-96. ISSN 0139-570X
Živkov, Dejan and Balaban, Petar and Kuzman, Boris (2021) How to combine precious metals with corn in a risk-minimizing two-asset portfolio? Agricultural economics, 67 (2). pp. 60-69. ISSN 0139-570X
Živkov, Dejan and Kuzman, Boris and Andrejević-Panić, Andrea (2021) Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countries. Economic Research/Ekonomska Istraživanja, 34 (1). pp. 1623-1650. ISSN 1331-677X
Živkov, Dejan and Kuzman, Boris and Subić, Jonel (2020) What Bayesian quantiles can tell about volatility transmission between the major agricultural futures? Agricultural Economics, 66 (5). pp. 215-225. ISSN 0139-570X
Živkov, Dejan and Kuzman, Boris and Subić, Jonel (2019) How do oil price changes impact the major agricultural commodities in different market conditions and in different time-horizons? Economic Computation & Economic Cybernetics Studies & Research, 53 (4). pp. 159-175. ISSN 0424-267X
