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

American Journal of Operations Research

ISSN Print: 2160-8830
ISSN Online: 2160-8849
www.scirp.org/journal/ajor
E-mail: ajor@scirp.org

Citations

Journals Menu

"Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model"
written by Jamal Ouenniche, Bing Xu, Kaoru Tone,
published by American Journal of Operations Research, Vol.4 No.4, 2014

has been cited by the following article(s):

Google Scholar
CrossRef

[1]	Survey, classification and critical analysis of the literature on corporate bankruptcy and financial distress prediction
	Machine Learning with Applications, 2024

[2]	México y los principales países productores de petróleo: Un estudio en el área de comercialización.
	Revista Nicolaitade Estudios …, 2021

[3]	México y los principales países productores de petróleo: Un estudio en el área de comercialización
	Revista Nicolaita de …, 2021

[4]	Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals
	2020

[5]	A DSS for Designing an MCDA Study with Application in Performance Evaluation of Forecasting Models
	Financial Decision Aid Using Multiple Criteria, 2018

[6]	Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
	Annals of Operations Research, 2018

[7]	Multi-criteria ranking of
	2018

[8]	DEA 徒然草
	… リサーチ= Communications of the Operations Research …, 2017

[9]	DEA SCORE CONFIDENCE INTERVALS WITH PAST–PRESENT AND PAST–PRESENT–FUTURE‐BASED RESAMPLING
	2017

[10]	Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals
	2017

[11]	IMPACT OF MICROFINANCE ON THE EFFICIENCY OF MAIZE PRODUCERS IN NORTH EASTERN NIGERIA
	2017

[12]	DEA SCORE CONFIDENCE INTERVALS WITH PAST–PRESENT AND PAST–PRESENT–FUTURE-BASED RESAMPLING
	2017

[13]	Radial DEA Models
	Advances in DEA Theory and Applications: With …, 2017

[14]	DEA SCORE CONFIDENCE INTERVALS WITH PAST–PRESENT AND PAST–-PRESENT–FUTURE-BASED RESAMPLING1
	2017

[15]	DEA IN PERFORMANCE EVALUATION OF CRUDE OIL PREDICTION MODELS
	Advances in DEA Theory and Applications: With Extensions to Forecasting Models, 2017

[16]	DEA OF CRUDE IN PERFORMANCE OIL PREDICTION EVALUATION MODELS1
	2017

[17]	RANKING OF BANKRUPTCY PREDICTION MODELS UNDER MULTIPLE CRITERIA
	Advances in DEA Theory and Applications: With Extensions to Forecasting Models, 2017

[18]	DEA Scores' Confidence Intervals with Past-Present and Past-Present-Future Based Resampling
	American Journal of Operations Research, 2016

[19]	DEA models incorporating uncertain future performance
	European Journal of Operational Research, 2016

[20]	Performance Evaluation of Prediction Models Under Multiple Criteria: An application on crude oil prices volatility forecasting models
	2015

[21]	DEA Models Involving Future Performance
	2015

[22]	Stochastic modeling of crude oil prices
	Thesis, 2015

[23]	Evaluating İstanbul's disaster resilience capacity by data envelopment analysis
	Natural Hazards, 2015

[24]	Collection management in the electronic environment
	The bottom line, 2004

[25]	DEA-Based Evaluation of the Oil Prices Effect on Industry: A Case Study of the Stock Exchange


[26]	Machine Learning with Applications

[1]	Performance Evaluation of a Family of GARCH Processes Based on Value at Risk Forecasts: Data Envelopment Analysis Approach Computational Economics, 2025 DOI:10.1007/s10614-024-10743-w

[2]	Survey, classification and critical analysis of the literature on corporate bankruptcy and financial distress prediction Machine Learning with Applications, 2024 DOI:10.1016/j.mlwa.2024.100527

[3]	Performance Evaluation of a Family of GARCH Processes Based on Value at Risk Forecasts: Data Envelopment Analysis Approach Computational Economics, 2024 DOI:10.1007/s10614-024-10743-w

[4]	Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals European Review of Agricultural Economics, 2019 DOI:10.1093/erae/jbz017

[5]	Financial Decision Aid Using Multiple Criteria Multiple Criteria Decision Making, 2018 DOI:10.1007/978-3-319-68876-3_2

[6]	Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions Annals of Operations Research, 2018 DOI:10.1007/s10479-018-2814-2

[7]	Advances in DEA Theory and Applications 2017 DOI:10.1002/9781118946688.ch30

[8]	Advances in DEA Theory and Applications 2017 DOI:10.1002/9781118946688.ch25

[9]	Advances in DEA Theory and Applications 2017 DOI:10.1002/9781118946688.ch29

[10]	Advances in DEA Theory and Applications 2017 DOI:10.1002/9781118946688.ch24

[11]	DEA Scores’ Confidence Intervals with Past-Present and Past-Present-Future Based Resampling American Journal of Operations Research, 2016 DOI:10.4236/ajor.2016.62015

[12]	DEA models incorporating uncertain future performance European Journal of Operational Research, 2016 DOI:10.1016/j.ejor.2016.04.005

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

American Journal of Operations Research

American Journal of Operations Research

Journals Menu

Home

About SCIRP

Service

Policies