Items where Author is "Živkov, Dejan"

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Number of items: 9.

Article

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 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 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

Book Section

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

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