A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
Year of publication: |
2012
|
---|---|
Authors: | Xu, Bing ; Ouenniche, Jamal |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 34.2012, 2, p. 576-583
|
Publisher: |
Elsevier |
Subject: | Forecasting | Performance criteria | Performance evaluation | Volatility | GARCH | Data Envelopment Analysis (DEA) |
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