Concepedia

Sepideh Dolatabadi

SD

3

Publications

197

Citations

3

H-Index

2014

Active since

Affiliations

Queen's University(Current)

Sepideh Dolatabadi is an author at Queen's University specializing in finance, economics, and asset pricing.

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Publications per year

2014–2017

3

Publications

3

A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets

Sepideh Dolatabadi, Morten Ørregaard Nielsen, Ke Xu · Journal of Futures Markets · 2014 · 71 citations

, , +18

A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets

Sepideh Dolatabadi, Morten Ørregaard Nielsen, Ke Xu · Journal of Empirical Finance · 2015 · 66 citations

, , +11

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

Sepideh Dolatabadi, Paresh Kumar Narayan, Morten Ørregaard Nielsen et al. · Journal of Futures Markets · 2017 · 60 citations · Full text

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