Forecasting models evaluation using A slacks-based context-dependent DEA framework

Journal of Applied Business Research

Volumn 30, Issue 5, 2014, Pages 1477-1484

  Ouenniche, Jamal ^a   Xu, Bing ^b   Tone, Kaoru ^c  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

^c NATIONAL GRADUATE INSTITUTE FOR POLICY STUDIES   (Japan)

Author keywords

Forecasting crude oil prices' volatility; Orientation free DEA; Performance evaluation

Indexed keywords

EID: 84906821521     PISSN: 08927626     EISSN: None     Source Type: Journal    
DOI: 10.19030/jabr.v30i5.8800     Document Type: Article

References (8)

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3. Morita, H., Hirokawa, K., & Zhu, J. (2005). A slack-based measure of efficiency in context-dependent data envelopment analysis. Omega, 33, 357-362.
4. Seiford, L. M., & Zhu, J. (2003). Context-dependent data envelopment analysis-measuring attractiveness and progress. Omega, 31, 397-408.
5. Tone, K. (2001). A slacks-based measure of efficiency in data envelopment analysis. European Journal of Operational Research, 130, 498-509.
6. Xu, B., & Ouenniche, J. (2011). A multidimensional framework for performance evaluation of forecasting models: context-dependent DEA. Applied Financial Economics, 21, 1873-1890.
7. Xu, B., & Ouenniche, J. (2012a). A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models. Energy Economics, 34, 576-583.
8. Xu, B., & Ouenniche, J. (2012b). Performance evaluation of competing forecasting models: A multidimensional framework based on MCDA. Expert Systems with Applications, 39, 8312-8324.