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

C-Tier
Journal: Journal of Futures Markets
Year: 2018
Volume: 38
Issue: 2
Pages: 219-242

Authors (4)

Sepideh Dolatabadi (not in RePEc) Paresh Kumar Narayan (not in RePEc) Morten Ørregaard Nielsen (Aarhus Universitet) Ke Xu (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:wly:jfutmk:v:38:y:2018:i:2:p:219-242
Journal Field
Finance
Author Count
4
Added to Database
2026-02-17