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

Dolatabadi, Sepiden, Narayan, Paresh Kumar, Nielsen, Morten Ørregaard and Xu, Ke 2017, Economic significance of commodity return forecasts from the fractionally cointegrated VAR model, Journal of Futures Markets, pp. 1-24, doi: 10.1002/fut.21866.

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Title Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Author(s) Dolatabadi, Sepiden
Narayan, Paresh Kumar
Nielsen, Morten Ørregaard
Xu, Ke
Journal name Journal of Futures Markets
Start page 1
End page 24
Total pages 24
Publisher John Wiley & Sons
Place of publication Hoboken, N.J.
Publication date 2017
ISSN 0270-7314
1096-9934
Language eng
DOI 10.1002/fut.21866
Field of Research 1502 Banking, Finance And Investment
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, Wiley Periodicals
Persistent URL http://hdl.handle.net/10536/DRO/DU:30103562

Document type: Journal Article
Collection: Faculty of Business and Law
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