Izaberite stranicu

dr Dejan Živkov

Zvanje

Profesor strukovnih studija
E-mail dejan.zivkov@vps.ns.ac.rs
Telefon +381214854047
Kabinet KABINET 35
Konsultacije Utorak 15:00-17:00
Onlajn konsultacije Trenutno se ne održavaju

Dr Dejan Živkov je na Ekonomskom fakultetu u Subotici završio četvorogodišnje studije 2007. godine na smeru Finansijski menadžment i računovodstvo. Diplomski rad je odbranio kod prof. dr Dejana Jakšića pod nazivom „Materijalnost i revizijski rizik“. Master studije je završio 2009. godine na Ekonomskom fakultetu u Subotici na smeru Računovodstvo i revizija. Master rad pod nazivom „Stabilizaciono delovanje fiskalne politike na privredni sistem“ je odbranio kod prof. dr Marka Radičića. Doktorske studije na Ekonomskom fakultetu u Subotici je upisao 2009. godine na smeru Ekonomija – modul finansije. Doktorsku disertaciju pod nazivom „Efekti prelivanja finansijskih šokova na tržišta akcija i deviznog kursa u odabranim zemljama u usponu” je odbranio 20. septembra 2016. na Ekonomskom fakultetu u Subotici pod mentorstvom prof. dr Ivana Milenkovića. Oblasti interesovanja su: makroekonomija, međunarodne finansije, ekonometrija,  finansijska tržišta i institucije.

Od oktobra 2007. godine je zaposlen na Visokoj poslovnoj školi strukovnih studija iz Novog Sada. Najpre je bio u statusu saradnika u nastavi, a po upisivanju doktorski studija je izabran u zvanje asistenta u januaru 2010. godine iz oblasti finansija. Nakon doktoriranja, tj. u novembru 2016. godije, je izabran u zvanje predavača iz oblasti ekonomije na Visokoj poslovnoj školi strukovnih studija iz Novog Sada. U novembru 2021. godine je izabran u zvanje profesora strukovnih studija na isokoj poslovnoj školi strukovnih studija iz Novog Sada.  U dosadašnjem radu u nastavnom procesu je bio angažovan na sledećim predmetima: Osnovi ekonomije, Analiza hartija od vrednosti, Javne finansije, Finansijska strategija i planiranje poreza, Finansijski menadžment i Finansijsko računovodstvo.

U junu 2019. godine je izabran u naučno zvanje naučni saradnik ispred Instituta za ekonomiku poljoprivrede iz Beograda.

Autor je brojnih naučnih radova iz oblasti ekonomije i finansija u međunarodnim časopisima sa SSCI liste. Spisak objavljenih naučnih radova se može pogledati u kategoriji „Reprezentativne reference“.

Izabrani radovi za akreditaciju:

  1. Živkov, D., Đurašković, J., Manić, S. (2019). How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach. Baltic Journal of Economics, 19(1), 84-104. https://doi.org/10.1080/1406099x.2018.1562011
  2. Živkov, D., Balaban, S., Pećanac, M. (2021). Assessing the multiscale ‘meteor shower’ effect from oil to the Central and Eastern European stock indices. International Journal of Finance and Economics, 26(2), 1855-1870. https://doi.org/10.1002/ijfe.1882
  3. Živkov, D. Joksimović, M., Balaban, S. (2021). Measuring parametric and semiparametric downside risk of selected agricultural commodities. Agricultural Economics – Zemedelska Ekonomika, 67(8), 305-315. https://doi.org/10.17221/148/2021-agricecon
  4. Živkov, D., Manić, S., Đurašković, J., Viduka, D. (2021). Measuring downside risk in portfolios with Bitcoin. Finance a úvěr – Czech Journal of Economics and Finance, 71(2), 178-200. https://doi.org/10.17221/148/2021-agricecon
  5. Živkov, D., Đurašković, J., & Papić-Blagojević, N. (2020). Multiscale oil-stocks dynamics – The case of Visegrad group and Russia. Ekonomska istraživanja – Economic Research, 33(1), 87-106. https://doi.org/10.1080/1331677x.2019.1708772
  6. Živkov, D., Manić, S., Đurašković, J., Gajić-Glamočlija, M. (2022). Oil hedging with a multivariate semiparametric value-at-risk portfolio. Borsa Istanbul Review, 22(6), 1118-1131. https://doi.org/10.1016/j.bir.2020.10.008
  7. Živkov, D., Manić, S., Pavkov, I. (2022). Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals. Empirical Economics, 63(2), 1109-1134. https://doi.org/10.1007/s00181-021-02148-7
  8. Živkov, D., Gajić-Glamočlija, M., Đurašković, J. (2022). Multiscale downside risk interdependence between the major agricultural commodities. Agribusiness, 38(4), 990-1011. https://doi.org/10.1002/agr.21749
  9. Živkov, D., Manić, S., Đurašković, J., Gajić-Glamočlija, M. (2022). Oil hedging with a multivariate semiparametric value-at-risk portfolio. Borsa Istanbul Review, 22(6), 1118-1131. https://doi.org/10.1016/j.bir.2022.08.004
  10. Živkov, D., Balaban, S., Joksimović, M. (2022). Making a Markowitz portfolio with agricultural futures. Agricultural Economics – Zemedelska Ekonomika, 68(6), 219-229. https://doi.org/10.17221/78/2022-agricecon

Domaći časopisi:

  1. Đurić, D., Živkov D., Kolar, S. (2011). Problemi fiskalnih neravnoteža i mogući rizici koji proizilaze u postkriznom periodu. Ekonomika poljoprivrede, 58(2), str. 299-308. (M24)
  2. Živkov D., Kolar A. (2013). Uzroci krize evro-zone. Teme, 37(3), str. 1377-1396. (M24)
  3. Živkov D., Njegić J., Ljumović I. (2013). Linkage between external and internal imbalance: The case of Serbia. Industrija, 41(4), str. 127-142. (M24)
  4. Živkov D., Njegić J., Markelić J. (2014). Exchange Rate Effect on Stock Returns – A Quantile Regression Approach. Industrija, 42(3), str. 7-21. (M24)
  5. Živkov, D., Papić-Blagojević, N., Lončar, S. (2019). The effect of agricultural futures price changes on the agricultural production in AP Vojvodina. Ekonomika poljoprivrede, 66(3),  755-770. (M24)
  6. Živkov, D., Stankov, B., Roganović, M., Momčilović, M. (2022). Dynamic correlation between selected cereals traded in commodity exchange market in AP Vojvodina. Ekonomika poljoprivrede, 69(2), 395-410. (M24)

Međunarodni časopisi – SSCI lista:

  1. Živkov D., Njegić J., Pećanac M. (2014). Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries, Baltic Journal of Economics, 14(1-2), 124-139. (M23)
  2. Momcilovic, M., Vlaovic Begovic, S., Zivkov, D. (2015). Cost of equity: the case of Serbian food industry, Custos e Agronegocio Online, 11(1), 184-197. (M23)
  3. Živkov, D., Njegić, J., Milenković I. (2015). Bidirectional Volatility Spillover Effect between the Exchange Rate and Stocks in the Presence of Structural Breaks in Selected Eastern European Economies, Czech Journal of Economics and Finance – Finance a uver, 65(6), 477-498. (M23)
  4. Živkov, D., Njegić, J., Momčilović M., Milenković I. (2016). Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies, Prague Economic Papers, 25(13), 253-270. (M22)
  5. Živkov, D., Njegić, J., Papić-Blagojević, N., Petronijević, J. (2016). Monetary Effectiveness in Small Transition Economy – the Case of the Republic of Serbia. Romanian Journal of Economic Forecasting, 19(3), 5-18.  (M23)
  6. Živkov, D., Njegić, J., Pavlović, J. (2016). Dynamic Correlation Between Stock Returns and Exchange Rate and its Dependence on the Conditional Volatilities – The Case of Several Eastern European Countries, Bulletin of Economic Research, 68(S1), 28-41. (M23)
  7. Živkov, D., Njegić, J., Mirović, V. (2016). Dynamic nexus between Exchange Rate and Stock Prices in the Major East European Economies. Prague Economic Papers, 25(6), 686-705. (M22)
  8. Mirović, V., Živkov, D., Njegić, J. (2017). Construction of Commodity Portfolio and its Hedge Effectiveness Gauging – Revisiting DCC Models. Czech Journal of Economics and Finance – Finance a uver, 67(5), 396-422. (M23)
  9. Momčilović, M., Živkov, D., Vlaović Begović, S. (2017). The downside risk approach to cost of equity determination for Slovenian, Croatian and Serbian capital markets. E and M Ekonomie a Management, 20(3), 147-158. (M22)
  10. Njegić, J., Živkov, D., Damnjanović, J. (2017). Business cycles synchronization between EU15 and the selected Eastern European countries – The wavelet coherence approach. Acta Oeconomica, 27(4), 539-556. (M22)
  11. Njegić, J., Živkov, D., Janković, I. (2018). Interrelationship and spillover effect between stock and exchange rate markets in the major emerging economies. Prague Economic Papers, 27(3), 270-292. (M23)
  12. Živkov, D., Njegić, J., Momčilović M. (2018). Bidirectional spillover effect between Russian stock index and the selected commodities. Zbornik radova Ekonomskog fakulteta u Rijeci: časopis za ekonomsku teoriju i praksu/Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business, 36(1), 27-51. (M23)
  13. Živkov, D., Njegić, J., Milenković I. (2018). Interrelationship between DAX index and four largest Eastern European stock markets. Romanian Journal of Economic Forecasting, 21(3), 88-103. (M23)
  14. Živkov, D., Balaban, S., Đurašković, J. (2018). What Multiscale Approach Can Tell about the Nexus between Exchange Rate and Stocks in the Major Emerging Markets? Czech Journal of Economics and Finance – Finance a uver, 68(5), 491-512. (M23)
  15. Živkov, D., Đurašković, J., Manić, S. (2019). How Do Oil Price Changes Affect Inflation in Central and Eastern European Countries? A Wavelet-based Markov Switching Approach. Baltic Journal of Economics, 19(1), 84-104. (M22)
  16. Živkov, D., Njegić, J., Stanković, M. (2019). What wavelet-based quantiles can suggest about the stocks-bond interaction in the emerging East Asian economies? Czech Journal of Economics and Finance – Finance a uver, 69(1), 95-119. (M23)
  17. Živkov, D., Njegić, J., Pećanac, M. (2019). Multiscale interdependence between the major agricultural commodities. Agricultural Economics – Zemedelska Ekonomika, 65(2), 82-92. (M23)
  18. Živkov, D., Njegić, J., Pećanac, M. (2019). Wavelet analysis of the interdependence between stocks and bonds in the selected east European and Eurasian emerging markets. Ekonomicky Časopis, 67(2), 175-194. (M23)
  19. Živkov, D., Njegić, J., Balaban, S. (2019). Revealing the nexus between oil and exchange rate in the major emerging markets – The timescale analysis. International Journal of Finance and Economics, 24(2), 685-697. (M23)
  20. Živkov, D., Manić, S., Đurašković, J. (2019). Multiscale volatility transmission and portfolio construction between the Baltic stock markets. Czech Journal of Economics and Finance – Finance a uver, 69(2), 211-236. (M23)
  21. Njegić, J., Živkov, D., Momčilović, M. (2019). Portfolio selection between a mature market and selected emerging markets indices in the presence of structural breaks. Bulletin of Economic Research, 71(3), 439-465. (M23)
  22. Balaban, S., Živkov, D., Milenković, I. (2019). Impact of unexplained part of real exchange rate volatility on FDI: Evidence from transition countries. Economic Systems, 43(3-4), 100719. (M22)
  23. Živkov, D., Kuzman, B., Subić, J. (2019). How do oil price changes impact the major agricultural commodities in different market conditions and in different time-horizons? Economic Computation and Economic Cybernetics Studies and Research, 53(4), 159-175. (M23)
  24. Živkov, D., Manić, S., Đurašković, J., Kovačević, J. (2019). Bidirectional nexus between inflation and inflation uncertainty in the Asian emerging markets – the GARCH-in-Mean approach. Finance a úvěr – Czech Journal of Economics and Finance, 69(6), 580-599. (M23)
  25. Živkov, D., Đurašković, J., Papić-Blagojević, N. (2020). Multiscale oil-stocks dynamics – The case of Visegrad group and Russia. Ekonomska istraživanja – Economic Research, 33(1), 87-106. (M21)
  26. Živkov, D., Njegić, J., Zakić, V. (2020). Empirical analysis of oil risk-minimizing portfolios – DCC-EGARCH-MODWT approach. Journal of Risk, 22(3), 65-91. (M23)
  27. Živkov, D., Kuzman, B., Subić, J. (2020). What Bayesian quantiles can tell about volatility transmission between the major agricultural futures? Agricultural Economics – Zemedelska Ekonomika, 66(5), 215-225. (M23)
  28. Živkov, D., Kovačević, J., Lončar, S. (2020). Is Inflation a Monetary Phenomenon in the East European Economies? – Multifrequency Bayesian Quantile Inference. Ekonomicky Časopis, 68(8), 787-810. (M23)
  29. Živkov, D., Gajić-Glamočlija, M., Kovačević, J., Lončar, S. (2020). Inflation uncertainty and output growth – evidence from the Asia-Pacific countries based on the multiscale Bayesian quantile inference. Finance a úvěr – Czech Journal of Economics and Finance, 70(5), 461-486. (M23)
  30. Živkov, D., Kovačević, J., Papić-Blagojević, N. (2020). Measuring the effects of inflation and inflation uncertainty on output growth in the Central and Eastern European Countries. Baltic Journal of Economics, 20(2), 218-242. (M22)
  31. Živkov, D., Obradović, G., Grujić, M. (2020). The ‘meteor shower’ effect between precious metals in spot and futures markets – the Markov switching processes in the variance and mean. Economic Computation and Economic Cybernetics Studies and Research, 54(4), 265-282. (M23)
  32. Živkov, D., Manić, S., Đurašković, J. (2020). Short and long-term volatility transmission from oil to agricultural commodities – The robust quantile regression approach. Borsa Istanbul Review, 20(S1), S11-S25. (M21)
  33. Živkov, D., Damnjanović, J., Đurašković, J. (2020) The effect of oil uncertainty on industrial production in the major European economies – methodologies based on the Bayesian approach. Finance a úvěr – Czech Journal of Economics and Finance, 70(6), 566-588.(M23)
  34. Živkov, D., Balaban, P., Kuzman, B. (2021). How to combine precious metals with corn in a risk-minimizing two-asset portfolio? Zemedelska Ekonomika, 67(2), 60-69. (M23)
  35. Balaban, S., Živkov, D. (2021). Validity of Wagner’s law in transition economies: A multivariate approach. Hacienda publica espanola / Review of Public Economics, 236(1), 105-131. (M23)
  36. Živkov, D., Balaban, S., Pećanac, M. (2021). Assessing the multiscale ‘meteor shower’ effect from oil to the Central and Eastern European stock indices. International Journal of Finance and Economics, 26(2), 1855-1870.
  37. Živkov, D., Kuzman, B., Andrejević-Panić, A. (2021). Nonlinear bidirectional multiscale volatility transmission effect between stocks and exchange rate markets in the selected African countries. Ekonomska istraživanja – Economic Research, 34(1), 1623-1650. (M21)
  38. Živkov, D. Joksimović, M., Balaban, S. (2021). Measuring parametric and semiparametric downside risk of the selected agricultural commodities. Agricultural Economics – Zemedelska Ekonomika, 67(8), 305-315. (M22)
  39. Živkov, D., Manić, S., Đurašković, J., Viduka, D. (2021). Measuring downside risk in portfolios with Bitcoin. Finance a úvěr – Czech Journal of Economics and Finance, 71(2), 178-200. (M23)
  40. Živkov, D., Đurašković, J., Kovačević, J. (2021). The effect of money growth on inflation and GDP in the selected Asia-Pacific markets – Wavelet-based Bayesian quantile estimates. Economic Computation and Economic Cybernetics Studies and Research, 55(4), 259-275. (M23)
  41. Živkov, D., Manić, S., Kovačević, J., Trbović, Ž. (in press). Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – The multiscale robust quantile regression. Portuguese Economic Journal, 21(1), 67-93. (M23)
  42. Živkov, D., Kuzman, B., Subić J. (2022). Measuring Risk-Adjusted Performance of the Selected Soft Agricultural Commodities. Agricultural Economics – Zemedelska Ekonomika, 68(3), 87-96. (M22)
  43. Živkov, D., Damnjanović, J., Papić-Blagojević, N. (2022) How to Hedge Energy Commodities with Precious Metals in a Multivariate Markowitz Portfolio? Finance a úvěr – Czech Journal of Economics and Finance, 72(1), 50-70. (M23)
  44. Živkov, D., Balaban, S., Joksimović, M. (2022) Making a Markowitz portfolio with agricultural futures. Agricultural Economics – Zemedelska Ekonomika, 68(6), 219-229. (M22)
  45. Živkov, D., Manić, S., Pavkov, I. (2022). Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals. Empirical Economics, 63(2), 1109-1134. (M21)
  46. Živkov, D., Gajić-Glamočlija, M., Đurašković, J. (2022). Multiscale downside risk interdependence between the major agricultural commodities. Agribusiness, 38(4), 990-1011. (M22)
  47. Živkov, D., Manić, S., Đurašković, J., Gajić-Glamočlija, M. (in press). Oil hedging with a multivariate semiparametric value-at-risk portfolio. Borsa Istanbul Review, 22(6), 1118-1131. (M21)
  48. Živkov, D. Gajić-Glamočlija, M., Đurašković, J., Momčilović, M. (2022). Assessing permanent and transitory volatility spillover effect from oil to stocks in Baltic and Visegrad countries. Ekonomicky Časopis, 70(6), 523-543. (M23)
  49. Živkov, D., Kovačević-Berleković, B., Kicović, D., Đurašković, J. (2023). How to reduce extreme risk of the U.S. tourism indices? – Minimum-CVaR portfolio approach. Finance a úvěr – Czech Journal of Economics and Finance, 73(1), 81-103. (M23)
  50. Živkov, D., Kovačević, J., Stankov, B., Stefanović, Z. (2023). Bidirectional volatility transmission between stocks and bond in East Asia – The quantile estimates based on wavelets. Studies in Nonlinear Dynamics and Econometrics, 27(1), 49-65. (M23)
  51. Živkov, D., Đurašković, J. (2023) How does oil price uncertainty affect output in the Central and Eastern European economies? – the Bayesian-based approaches. Applied Economic Analysis, 31(91), 39-54. (M22)
  52. Živkov, D., Lončar, S., Stankov, B. (2023). Idiosyncratic Volatility Transmission between Visegrad stock markets – The Robust Quantile Estimates. Economic Computation and Economic Cybernetics Studies and Research, 57(1), 251-266. (M23)
  53. Živkov, D., Stankov, B., Papić-Blagojević, N., Damnjanović, J., Račić, Ž. (2023). How to reduce extreme risk of losses in corn and soybean markets? Construction of a portfolio with European stock indices? Agricultural Economics – Zemedelska Ekonomika, 69(3), 109-118. (M22)
  54. Živkov, D., Đurašković, J., Ljubenović, S. (2023). Multiscale interdependence between consumer and producer prices in emerging Eastern European countries. Politicka Ekonomie, 71(3), 319-341. (M23)
  55. Živkov, D., Pećanac, M., Ercegovac, D. (2023). Interdependence between stocks and exchange rate in East Asia – A wavelet-based approach. Singapore Economic Review, 68(3), 919-939. (M22)
  56. Živkov, D., Kuzman, B., Subić, J. (2023). Multi-frequency downside risk interconnectedness between soft agricultural commodities. Agricultural Economics – Zemedelska Ekonomika, 69(8), 332-342. (M22)
  57. Živkov, D., Kuzman, B., Subić, J. (2023). How to hedge extreme risk of natural gas in multivariate semiparametric value-at-risk portfolio? E and M Ekonomie a Management, 26(3), 128-144. (M23)
  58. Živkov, D., Manić, S., Đurašković, J., Momćilović, M. (2023). Multiscale interdependence between economic policy uncertainty and industrial production of Central and Eastern European countries. Acta Oeconomica, 73(3), 365-381. (M23)
  59. Živkov, D., Gajić-Glamočlija, M., Đurašković, J. (in press) Volatility Spillover Analysis between Stocks and Exchange Rate Markets in Short and Long Terms in East European and Eurasian Countries. International Journal of Emerging Markets, DOI: 10.1108/IJOEM-01-2021-0082 (M21)

Predavanja

    STRUČNA PRAKSA II - TEMA 1 (BOL. 20 DLS)
    MEĐUNARODNE FINANSIJE (BOL. 17)
    STRUČNA PRAKSA 2 (BOL. 17 - MS)
    MEĐUNARODNE FINANSIJE (BOL. 20 DLS)
    STRUČNA PRAKSA 1 (BOL. 17 - MS)
    STRUČNA PRAKSA II - TEMA 1 (BOL. 17)
    INVESTIRANJE U HARTIJE OD VREDNOSTI (BOL. 17 - MS)

Vežbe

    MEĐUNARODNE FINANSIJE (BOL. 20 DLS)
    INVESTIRANJE U HARTIJE OD VREDNOSTI (BOL. 17 - MS)

Ispiti

    INVESTIRANJE U HARTIJE OD VREDNOSTI (BOL. 07 - SS)
    JAVNE FINANSIJE (BOL. 12)
    STRUČNA PRAKSA II - TEMA 1 (BOL. 20 DLS)
    MEĐUNARODNE FINANSIJE (BOL. 17)
    ANALIZA HARTIJA OD VREDNOSTI (BOL. 12)
    STRUČNA PRAKSA II - TEMA 1 (BOL. 07)
    STRUČNA PRAKSA 2 (BOL. 17 - MS)
    MEĐUNARODNE FINANSIJE (BOL. 20 DLS)
    MONETARNE FINANSIJE (BOL. 17 - SS)
    STRUČNA PRAKSA 1 (BOL. 17 - MS)
    STRUČNA PRAKSA II - TEMA 1 (BOL. 17)
    INVESTICIONO BANKARSTVO (BOL. 12)
    SPECIJALISTIČKA PRAKSA (BOL. 17 - SS)
    IZRADA ZAVRŠNOG MASTER RADA (BOL. 17 - MS)
    BERZANSKO POSLOVANJE (BOL. 17 - SS)
    MEĐUNARODNO POSLOVNO FINANSIRANJE (BOL. 17 - MS)
    INVESTIRANJE U HARTIJE OD VREDNOSTI (BOL. 17 - MS)
    INVESTIRANJE U HARTIJE OD VREDNOSTI (BOL. 17 - SS)
    STRUČNA PRAKSA 2 (FR) TEMA 1 (BOL. 12)

Materijali

INVESTIRANJE U HARTIJE OD VREDNOSTI (BOL. 17 - MS)
INVESTICIONO BANKARSTVO (BOL. 12)
MEĐUNARODNE FINANSIJE (BOL. 17)
METODOLOGIJA ISTRAŽIVAČKOG RADA (BOL. 17 - MS)

Obaveštenja

12. novembra 2022.
Kolokvijum – DLS studenti

Kolokvijum za DLS studente je postavljen na moodlu. Termin je 14.11. u 19h. Kolokvijum ima 15 pitanja iz kategorije tačno-netačno i višestruki izbor. Vreme trajanja kolokvijuma je 23 minuta.

20. oktobra 2022.
Informacija za DLS studente

Predavanja na predmetu Međunarodne finansije u novembru će se održavati četvrtkom od 14-16h, 17. i  24. novembra. Link za zoom će biti postavjlen na mojim obaveštenjima. Takođe, svaki DLS student ako ima nešto da me pita lično, može da mi se obrati mejlom da želi da se čujemo lično u određeno vreme, određenog dana i ja ću okačiti zoom poziv za taj termin tako da studenti mogu da putu u kontaktu sa predmetnim nastanikom.