Work

A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models

Year: 2011

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2011.12.005

Authors: Bing Xu, Jamal Ouenniche

Institutions: Robert Gordon University, École Supérieure de Commerce de Rennes, University of Edinburgh

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2006199952

FWCI: 5.928

Cites: 43

Cited by: 59

Related to: 10