A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
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) | Data-Envelopment-Analyse | Data envelopment analysis | Volatilität | Theorie | Theory | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Ölpreis | Oil price | Performance-Messung | Performance measurement |
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