A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
Bing Xu; Jamal Ouenniche
| Year of publication: |
2012
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|---|---|
| Authors: | Xu, Bing ; Ouenniche, Jamal |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 2, p. 576-583
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| Subject: | Forecasting | Performance criteria | Performance evaluation | Volatility | GARCH | Data Envelopment Analysis (DEA) | Volatilität | Data-Envelopment-Analyse | Data envelopment analysis | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Performance-Messung | Performance measurement | Theorie | Theory | Ölpreis | Oil price |