Details about Saša Žiković

Access statistics for papers by Saša Žiković.

Last updated 2024-04-08. Update your information in the RePEc Author Service.

Short-id: pik10

Working Papers

2014

1. Evaluating the performance of VaR models in energy markets
   HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology

2012

2. Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
   CESifo Working Paper Series, CESifo
   See also Journal Article Ranking of VaR and ES Models: Performance in Developed and Emerging Markets, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2013) View citations (3) (2013)

2009

3. Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
   CESifo Working Paper Series, CESifo View citations (3)

Journal Articles

2023

1. A new answer to the old question of the environmental Kuznets Curve (EKC). Does it work for BRICS countries?
   Resources Policy, 2023, 87, (PB) View citations (6)
2. How to Make EU Tourism Sector Greener, more Efficient and Sustainable: A Bibliometric Analysis
   International Journal of Energy Economics and Policy, 2023, 13, (2), 77-85
3. Size matters: analyzing bank profitability and efficiency under the Basel III framework
   Financial Innovation, 2023, 9, (1), 1-28 View citations (5)
4. The effects of technological innovation on sustainable development and environmental degradation: Evidence from China
   Technology in Society, 2023, 72, (C) View citations (30)

2022

5. Benefits of sectoral cryptocurrency portfolio optimization
   Research in International Business and Finance, 2022, 60, (C) View citations (5)
6. Crypto portfolio optimization through lens of tail risk and variance measures
   Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2022, 40, (2), 297-312
7. Grape Quality Zoning and Selective Harvesting in Small Vineyards—To Adopt or Not to Adopt
   Agriculture, 2022, 12, (6), 1-22 View citations (3)
8. Socio-Economic, Technical and Environmental Indicators for Sustainable Sewage Sludge Management and LEAP Analysis of Emissions Reduction
   Energies, 2022, 15, (16), 1-15
9. Sustainable Sewage Sludge Management Technologies Selection Based on Techno-Economic-Environmental Criteria: Case Study of Croatia
   Energies, 2022, 15, (11), 1-23 View citations (5)

2020

10. Making Nautical Tourism Greener in the Mediterranean
    Sustainability, 2020, 12, (16), 1-15 View citations (2)

2017

11. Competitiveness of Renewable Energy Sources on the Liberalized Electricity Market in South Eastern Europe Countries
    International Journal of Energy Economics and Policy, 2017, 7, (3), 326-336

2015

12. EMPIRICAL ANALYSIS OF WIND POWER GENERATION PROFITABILITY IN CROATIA∗
    Economy of eastern Croatia yesterday, today, tommorow, 2015, 4, 537-546
13. Econometric Analysis of Croatia’s Proclaimed Foreign Exchange Rate
    South East European Journal of Economics and Business, 2015, 10, (1), 7-17 View citations (7)

2013

14. Off-Balance Sheet Activities Impact on Commercial Banks Performance: An Emerging Market Perspective
    Economic Research-Ekonomska Istraživanja, 2013, 26, (3), 117-132
15. Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (4), 327-359 View citations (3)
    See also Working Paper Ranking of VaR and ES Models: Performance in Developed and Emerging Markets, CESifo Working Paper Series (2012) (2012)

2011

16. Decay factor optimisation in time weighted simulation -- Evaluating VaR performance
    International Journal of Forecasting, 2011, 27, (4), 1147-1159 View citations (5)
17. Measuring risk of crude oil at extreme quantiles
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2011, 29, (1), 9-31 View citations (5)

2010

18. Optimisation of Decay Factor in Time Weighted (Brw) Simulation: Implications for Var Performance in Mediterranean Countries
    Economic Research-Ekonomska Istraživanja, 2010, 23, (1), 73-85 View citations (1)
19. The role of energy in economic growth: the case of Croatia
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2010, 28, (1), 35-60 View citations (11)

2009

20. Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2009, 27, (1), 149-170 View citations (16)
21. The starting points of new economic policy in the conditions of recession
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2009, 27, (2), 217-262

2008

22. Calculating VaR in EU Candidate States
    South East European Journal of Economics and Business, 2008, 3, (1), 23-33

Chapters

2016

1. Macroeconomic Impacts of Electricity Generation on Croatian Real GDP: Causality Analysis
   Springer View citations (1)