• 主题
高级搜索  >
历史搜索 清空历史
首页> 中文期刊> 《美国运筹学期刊（英文）》 >Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model

Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model

         
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

With the increasing number of quantitative models available to forecast the volatility of crude oil prices, the assessment of the relative performance of competing models becomes a critical task. Our survey of the literature revealed that most studies tend to use several performance criteria to evaluate the performance of competing forecasting models;however, models are compared to each other using a single criterion at a time, which often leads to different rankings for different criteria—A situation where one cannot make an informed decision as to which model performs best when taking all criteria into account. In order to overcome this methodological problem, Xu and Ouenniche [1] proposed a multidimensional framework based on an input-oriented radial super-efficiency Data Envelopment Analysis (DEA) model to rank order competing forecasting models of crude oil prices’ volatility. However, their approach suffers from a number of issues. In this paper, we overcome such issues by proposing an alternative framework.

著录项

相似文献

  • 中文文献
  • 外文文献
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号