Department of Economics and Business Economics

Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. / Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, Morten Ørregaard; Xu, Ke.

In: Journal of Futures Markets, Vol. 38, No. 2, 01.02.2018, p. 219-242.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Dolatabadi, S, Narayan, PK, Nielsen, MØ & Xu, K 2018, 'Economic significance of commodity return forecasts from the fractionally cointegrated VAR model' Journal of Futures Markets, vol. 38, no. 2, pp. 219-242. https://doi.org/10.1002/fut.21866

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MLA

Vancouver

Author

Dolatabadi, Sepideh ; Narayan, Paresh Kumar ; Nielsen, Morten Ørregaard ; Xu, Ke. / Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. In: Journal of Futures Markets. 2018 ; Vol. 38, No. 2. pp. 219-242.

Bibtex

@article{b8d74d32158149049ff757f72aa8ddaf,
title = "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model",
author = "Sepideh Dolatabadi and Narayan, {Paresh Kumar} and Nielsen, {Morten {\O}rregaard} and Ke Xu",
year = "2018",
month = "2",
day = "1",
doi = "10.1002/fut.21866",
language = "English",
volume = "38",
pages = "219--242",
journal = "The Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley",
number = "2",

}

RIS

TY - JOUR

T1 - Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

AU - Dolatabadi, Sepideh

AU - Narayan, Paresh Kumar

AU - Nielsen, Morten Ørregaard

AU - Xu, Ke

PY - 2018/2/1

Y1 - 2018/2/1

U2 - 10.1002/fut.21866

DO - 10.1002/fut.21866

M3 - Journal article

VL - 38

SP - 219

EP - 242

JO - The Journal of Futures Markets

T2 - The Journal of Futures Markets

JF - The Journal of Futures Markets

SN - 0270-7314

IS - 2

ER -