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

DOI

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

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