Search Results - subject:"Multicriteria classification"

Prioritizing public policy implementation for rural development in a developing country via multicriteria classification

Peña-Orozco, Diego León; Londoño-Escobar, María Eugenia - In: Economies : open access journal 12 (2024) 1, pp. 1-25

and the use of multicriteria classification for prioritizing development policies. Eight localities with sixteen small …

Persistent link: https://www.econbiz.de/10014480152

Evaluating the performance of VaR models in energy markets

Zikovic, Sasa; Weron, Rafal; Zikovic, Ivana Tomas - Hugo Steinhaus Center for Stochastic Methods, … - 2014

In this paper we analyze the relative performance of 13 VaR models using daily returns of WTI, Brent, natural gas and heating oil one-month futures contracts. After obtaining VaR estimates we evaluate the statistical significance of the differences in performance of the analyzed VaR models. We...

Persistent link: https://www.econbiz.de/10010933623