Repository of
Institute of Agricultural Economics
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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
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 Subić, Jonel (2025) Mahalanobis distance and Stutzer ratio modelling in emerging markets portfolios. E&M Economics and Management, 28 (4). pp. 148-162. ISSN 1212-3609
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 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
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 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 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 Stankov, Biljana and Papić-Blagojević, Nataša and Damnjanović, Jelena and Račić, Željko (2023) How to reduce the extreme risk of losses in corn and soybean markets? Construction of a portfolio with European stock indices. Agricultural Economics – Czech (Zemědělská ekonomika), 69 (3). pp. 109-118. ISSN 0139-570X
Živkov, Dejan and Lončar, Sanja and Stankov, Biljana (2023) Idiosyncratic Volatility Transmission Between Visegrad Stock Markets-The Robust Quantile Estimates. Economic Computation and Economic Cybernetics Studies and Research, 57 (1). pp. 251-266. ISSN 0424-267X
Živkov, Dejan and Gajić-Glamočlija, Marina and Ercegovac, Dajana and Lavrnić, Igor (2023) Multiscale Tail Risk Interdependence between Precious Metals. Finance a úvěr-Czech: Journal of Economics and Finance, 73 (4). pp. 392-412. ISSN 0015-1920
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 Jančev, Nikola and Alavuk, Đorđe and Bolesnikov, Dragana (2023) Risk evaluation of livestock commodities – value-at-risk approach. Economics of Agriculture, 70 (4). pp. 967-980. ISSN 0352-3462
