A multidimensional framework for performance evaluation of forecasting models: Context-dependent DEA

Applied Financial Economics

Volumn 21, Issue 24, 2011, Pages 1873-1890

  Xu, B ^a   Ouenniche, J ^b,c  

^a ROBERT GORDON UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF EDINBURGH   (United Kingdom)

^c RENNES SCHOOL OF BUSINESS   (France)

Author keywords

Crude oil; Data envelopment analysis; Forecasting; Performance criteria and measures; Performance evaluation

Indexed keywords

CLASSIFICATION; CRUDE OIL; DATA ENVELOPMENT ANALYSIS; FORECASTING METHOD; MULTICRITERIA ANALYSIS; PERFORMANCE ASSESSMENT; PRICE DYNAMICS; RANKING;

EID: 80052887923     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603107.2011.597722     Document Type: Article

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