Hedging gas in a multi-frequency semiparametric CVaR portfolio von Živkov, Dejan, Balaban, Suzana, Simić, Milica

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How does oil price uncertainty affect output in the Central and Eastern European economies? – the Bayesian-based approaches von Živkov, Dejan, Đurašković, Jasmina

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Hedging Extreme Risk of Wheat in Semiparametric CVaR Portfolios with Commodities von Živkov, Dejan, Lončar, Sanja, Stankov, Biljana

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How to combine precious metals with corn in a risk-minimizing two-asset portfolio? von Živkov, Dejan, Balaban, Petra, Kuzman, Boris

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Measuring parametric and semiparametric downside risks of selected agricultural commodities von Živkov, Dejan, Joksimović, Marijana, Balaban, Suzana

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How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio? von Zivkov, Dejan, Kuzman, Boris, Subic, Jonel

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Revealing the nexus between oil and exchange rate in the major emerging markets—The timescale analysis von Živkov, Dejan, Njegić, Jovan, Balaban, Suzana

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Short and long-term volatility transmission from oil to agricultural commodities – The robust quantile regression approach von Živkov, Dejan, Manić, Slavica, Đurašković, Jasmina

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Measuring the risk-adjusted performance of selected soft agricultural commodities von Živkov, Dejan, Kuzman, Boris, Subić, Jonel

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Multi-frequency downside risk interconnectedness between soft agricultural commodities von Živkov, Dejan, Kuzman, Boris, Subić, Jonel

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What Bayesian quantiles can tell about volatility transmission between the major agricultural futures? von Živkov, Dejan, Kuzman, Boris, Subić, Jonel

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How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio? von Živkov, Dejan, Manić, Slavica, Gajić-Glamočlija, Marina

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Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals von Živkov, Dejan, Manić, Slavica, Pavkov, Ivan

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Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices von Živkov, Dejan, Balaban, Suzana, Pećanac, Marko

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Multiscale interdependence between the major agricultural commodities von Živkov, Dejan, Njegić, Jovan, Pećanac, Marko

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RISK EVALUATION OF LIVESTOCK COMMODITIES – VALUE-AT-RISK APPROACH von Živkov, Dejan, Jančev, Nikola, Alavuk, Đorđe, Bolesnikov, Dragana

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INTERDEPENDENCE BETWEEN STOCKS AND EXCHANGE RATE IN EAST ASIA — A WAVELET-BASED APPROACH von ŽIVKOV, DEJAN, PEĆANAC, MARKO, ERCEGOVAC, DAJANA

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Impact of an unexplained component of real exchange rate volatility on FDI: Evidence from transition countries von Balaban, Suzana, Živkov, Dejan, Milenković, Ivan

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Downside Risk and Risk-Adjusted Performances of Industrial Metals von Dejan, ZIVKOV, Slavica, MANIC, Marina, GAJIC-GLAMOCLIJA

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Bidirectional volatility transmission between stocks and bond in East Asia – The quantile estimates based on wavelets von Živkov, Dejan, Kovačević, Jelena, Stankov, Biljana, Stefanović, Zoran

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