A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models
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- Wen, Fenghua & Gong, Xu & Cai, Shenghua, 2016. "Forecasting the volatility of crude oil futures using HAR-type models with structural breaks," Energy Economics, Elsevier, vol. 59(C), pages 400-413.
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- Sueyoshi, Toshiyuki & Yuan, Yan & Goto, Mika, 2017. "A literature study for DEA applied to energy and environment," Energy Economics, Elsevier, vol. 62(C), pages 104-124.
- Nuri Ozgur DOGAN & Can Tansel TUGCU, 2015. "Energy Efficiency in Electricity Production: A Data Envelopment Analysis (DEA) Approach for the G-20 Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 246-252.
- Opeyemi Akinyemi & Philip O. Alege & Oluseyi O. Ajayi & Lloyd Amaghionyeodiwe & Adeyemi A. Ogundipe, 2015. "Fuel Subsidy Reform and Environmental Quality in Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 540-549.
- Sueyoshi, Toshiyuki & Goto, Mika, 2012. "Returns to scale and damages to scale on U.S. fossil fuel power plants: Radial and non-radial approaches for DEA environmental assessment," Energy Economics, Elsevier, vol. 34(6), pages 2240-2259.
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- repec:eee:eneeco:v:67:y:2017:i:c:p:315-327 is not listed on IDEAS
- Xiong, Tao & Bao, Yukun & Hu, Zhongyi, 2013. "Beyond one-step-ahead forecasting: Evaluation of alternative multi-step-ahead forecasting models for crude oil prices," Energy Economics, Elsevier, vol. 40(C), pages 405-415.
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More about this item
KeywordsForecasting; Performance criteria; Performance evaluation; Volatility; GARCH; Data Envelopment Analysis (DEA);
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
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