Dr Milena Kojić

Viši naučni saradnik

Departman za ekonomiju životne sredine

oblast naučnoistraživačkog rada

Nelinearna dinamika finansijskih tržišta
Kvantitativno modeliranje zelenih investicija
Ekonometrija životne sredine

obrazovanje

doktorat/doktorske 2017. / Prirodno-matematički fakultet, Univerzitet u Novom Sadu, Novi Sad
master/magistarske 2011. / Prirodno-matematički fakultet, Univerzitet u Novom Sadu, Novi Sad
osnovne 2010. / Prirodno-matematički fakultet, Univerzitet u Novom Sadu, Novi Sad

radno iskustvo

2018 - Institut ekonomskih nauka, Beograd
2012 - 2018 / Prirodno-matmatički fakultet, Univerzitet u Novom Sadu, Novi Sad

bibliografija

Šluter, S., Kojić, M., Mitić, P., fon Dolen, A., & Antunes de Araujo, F. (2025). Nonlinear dependence structures in energy commodities and power prices: What can multifractals tell us about power price behavior? Fractals. https://doi.org/10.1142/S0218348X2550046X

Kojić, M., Mitić, P., & Antunes de Araujo, F. H. (2025). Multiscale nonlinearity in energy commodities and bond markets: MFDCCA via MODWT and Granger causality. Fractals. https://doi.org/10.1142/S0218348X25500306

Vogl, M., Kojić, M., Šarma, A., & Stanišić, N. (2025). Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept. Physica A: Statistical Mechanics and its Applications, 666, 130542. https://doi.org/10.1016/j.physa.2025.130542

Vogl, M., Kojić, M., & Mitić, P. (2024). Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis. Physica A: Statistical Mechanics and its Applications, 633, 129397. https://doi.org/10.1016/j.physa.2023.129397

Vogl, M., & Kojić, M. (2024). Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations, and nonlinear Granger causality. Physica A: Statistical Mechanics and its Applications, 653, 130085. https://doi.org/10.1016/j.physa.2024.130085

Kojić, M., Mitić, P., Šluter, S., & Rakić, S. (2024). Complex non-linear relationship between conventional and green bonds: Insights amidst COVID-19 and the RU-UA conflict. Journal of Behavioral and Experimental Finance, 43, 100966. https://doi.org/10.1016/j.jbef.2024.100966

Fedajev, A., Mitić, P., Kojić, M., & Radulesku, M. (2023). Driving industrial and economic growth in Central and Eastern Europe: The role of electricity infrastructure and renewable energy. Utilities Policy, 85, 101683. https://doi.org/10.1016/j.jup.2023.101683

Kojić, M., Šluter, S., Mitić, P., & Hanić, A. (2022). Economy–environment nexus in developed European countries: Evidence from multifractal and wavelet analysis. Chaos, Solitons & Fractals, 160, 112189. https://doi.org/10.1016/j.chaos.2022.112189

Kojić, M., Mitić, P., Dimovski, M., & Minović, J. (2021). Multivariate multifractal detrending moving average analysis of air pollutants. Mathematics, 9(7), 711. https://doi.org/10.3390/math9070711

Šluter, S., Menc, F., Kojić, M., Mitić, P., & Hanić, A. (2022). A novel approach to generate hourly photovoltaic power scenarios. Sustainability, 14(8), 4617. https://doi.org/10.3390/su14084617

relevantni projekti

2012–2015 – TEMPUS SM 530550-2012-2012 – Towards sustainable and equitable financing of higher education reform in Bosnia and Herzegovina, Montenegro and Serbia – European Commission – Члан тима.

2015–2018 – ERASMUS+ 561868-2015 – Introduction of part-time and short cycle studies in Serbia: challenges and opportunities – European Commission – Члан тима.

2016–2018 – 114-451-626/2016-03 – Развој модела за повећање популације гусенице Gypsy moth (Lymantria dispar) у условима климатских промена – Покрајински секретаријат за образовање, прописе, управу и националне мањине – националне заједнице – Члан тима.

2018–2019 – ERASMUS+ 598596-2018 – Interdisciplinary short cycle programs in public policy making and analysis – European Commission – Члан тима.

2018–2019 – ERASMUS+ 598829-2018 – Advanced data analytics in business – European Commission – Члан тима.

2011–2020 – Пројекат 174030 – Нумеричке методе – симулација и примена – Министарство просвете, науке и технолошког развоја Републике Србије – Члан тима.

2011–2020 – Пројекат 174015 – Аппроксимација интегралних и диференцијалних оператора и примене – Министарство просвете, науке и технолошког развоја Републике Србије – Члан тима.

2023–2024 – Pre-feasibility study for the justification of the key tourism infrastructure project proposal development – Deutsche Gesellschaft für Internationale Zusammenarbeit (GIZ) GmbH – Члан тима.

2023–2025 – DI-MARC: Digital Marketing Capacity Building – Empowering Persons with Physical Disabilities for Remote Work – European Social Fund Plus (ESF+) – Члан тима.

2024–2025 – Roadmap for implementing the Green Agenda of MSMEs in the Republic of Serbia – Deutsche Gesellschaft für Internationale Zusammenarbeit (GIZ) GmbH – Члан тима.