Department of Economics and Business Economics

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

Research output: Research - peer-reviewJournal article

Standard

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: Research - peer-reviewJournal article

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. DOI: 10.1002/fut.21866

APA

Dolatabadi, S., Narayan, P. K., Nielsen, M. Ø., & Xu, K. (2018). Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. Journal of Futures Markets, 38(2), 219-242. DOI: 10.1002/fut.21866

CBE

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. 38(2):219-242. Available from: 10.1002/fut.21866

MLA

Dolatabadi, Sepideh et al."Economic significance of commodity return forecasts from the fractionally cointegrated VAR model". Journal of Futures Markets. 2018, 38(2). 219-242. Available: 10.1002/fut.21866

Vancouver

Dolatabadi S, Narayan PK, Nielsen MØ, Xu K. Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. Journal of Futures Markets. 2018 Feb 1;38(2):219-242. Available from, DOI: 10.1002/fut.21866

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 Ørregaard} and Ke Xu",
year = "2018",
month = "2",
doi = "10.1002/fut.21866",
volume = "38",
pages = "219--242",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "JohnWiley & Sons, Inc.",
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 - Journal of Futures Markets

T2 - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 2

ER -