Saša Žiković

University of Rijeka

Professor Saša Žiković is currently Vice Dean at the Faculty of Economics, University of Rijeka, and is also an Associate professor of finance. His publications include: two scientific books and 75 scientific papers, and his research interests are Energy economics, Risk management and Banking. He also works as a consultant for a number of financial institutions and software companies in the field of risk management, and is a member of the editorial board of: Qualitative Research in Financial Markets, International Journal of Economics and Financial Issues, Journal of Economics and Business.

Articles by Saša Žiković

Original research

Two sides of the same coin: risk measures in the energy markets

This paper investigates whether there are existing common model features that yield consistently superior results under both VaR and ES risk metrics in the energy commodities markets.

12 May 2016

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