Department of Economics and Business Economics

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

Research output: Research - peer-reviewJournal article

DOI

  • Sepideh Dolatabadi
    Sepideh DolatabadiQueen's University, Kingston, Ontario
  • Paresh Kumar Narayan
    Paresh Kumar NarayanDeakin University
  • Morten Ørregaard Nielsen
  • Ke Xu
    Ke XuVictoria University
Original languageEnglish
JournalJournal of Futures Markets
Volume38
Issue number2
Pages (from-to)219-242
Number of pages24
ISSN0270-7314
DOIs
StatePublished - 1 Feb 2018

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