Research Output 2011 2018

  • 15 Article
  • 3 Chapter (peer-reviewed)
  • 1 Discussion paper
2018

A DSS for Designing an MCDA Study with Application in Performance Evaluation of Forecasting Models

Ouenniche, J., Xu, B. & Pérez-Gladish, B. 2018 Financial Decision Aid Using Multiple Criteria: Recent Models and Applications. Masri, H., Pérez-Gladish, B. & Zopounidis, C. (eds.). Springer, p. 19-48 (Multiple Criteria Decision Making)

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Performance evaluation
2017

DEA in performance evaluation of crude oil prediction models

Ouenniche, J., Xu, B. & Tone, K. 6 May 2017 Advances in DEA Theory and Applications: With Extensions to Forecasting Models. Tone, K. (ed.). John Wiley and Sons Ltd, p. 381-403

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

forecast procedure
Prediction model
Performance evaluation
prediction
performance

Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations

Byrne, J. P., Lorusso, M. & Xu, B. Jun 2017 (CEERP Working Paper; no. 6)

Research output: Working paperDiscussion paper

oil price
oils
expectation
oil
friction

Ranking of bankruptcy prediction models under multiple criteria

Ouenniche, J., Mousavi, M. M., Xu, B. & Tone, K. 6 May 2017 Advances in DEA Theory and Applications: With Extensions to Forecasting Models. Tone, K. (ed.). John Wiley and Sons Ltd, p. 357-380

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

forecast procedure
Bankruptcy
bankruptcy
Prediction model
prediction
2016

Assessing Energy Business Cases Implemented in the North Sea Region and Strategy Recommendations

Xu, B., Nayak, A., Gray, D. & Ouenniche, J. 15 Jun 2016 In : Applied Energy. 172, p. 360-371 12 p.

Research output: Contribution to journalArticle

Open Access
File
energy supply
energy
harbor
Energy
North Sea

Inflation Volatility Effects on the Allocation of Bank Loans

Caglayan, M. & Xu, B. Jun 2016 In : Journal of Financial Stability. 24, p. 27-39 13 p.

Research output: Contribution to journalArticle

Open Access
File
inflation
Inflation
Volatility
loan
bank

IPOs’ signalling effects for speculative stock detection: evidence from the Stock Exchange of Thailand

Komenkul, K., Sherif, M. & Xu, B. 2 Dec 2016 In : Applied Economics. 49, 31, p. 3067-3085 19 p.

Research output: Contribution to journalArticle

turnover
stock market
probability
Stock market
return
Open Access
File
Equity
monetary policy
premium
Risk premium
equity

Sentiment volatility and bank lending behavior

Caglayan, M. & Xu, B. May 2016 In : International Review of Financial Analysis. 45, p. 107-120 14 p.

Research output: Contribution to journalArticle

Open Access
File
lending behavior
Volatility
G-7 country
bank
lending

Towards a common measure of greenhouse gas related logistics activity using data envelopment analysis

Holden, R., Xu, B., Greening, P., Piecyk, M. & Dadhich, P. Sep 2016 In : Transportation Research Part A: Policy and Practice. 91, p. 105-119 15 p.

Research output: Contribution to journalArticle

Open Access
File
data envelopment analysis
Data envelopment analysis
data analysis
Greenhouse gases
greenhouse gas
2015

Oil prices and UK industry-level stock returns

Xu, B. 2015 In : Applied Economics. 47, 25, p. 2608-2627 20 p.

Research output: Contribution to journalArticle

Open Access
File
oil price
Industry
oil
industry
stock market

Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework

Mousavi, M. M., Ouenniche, J. & Xu, B. Dec 2015 In : International Review of Financial Analysis. 42, p. 64-75 12 p.

Research output: Contribution to journalArticle

Bankruptcy
bankruptcy
forecast procedure
Super-efficiency
Prediction model
2014

Allocation effects of uncertainty on resources in Japan

Caglayan, M. & Xu, B. Jan 2014 In : Economics Letters. 122, 1, p. 23-26 4 p.

Research output: Contribution to journalArticle

uncertainty
Uncertainty
Negative association
investment behavior
investment

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

Ouenniche, J., Xu, B. & Tone, K. Oct 2014 In : Journal of Applied Business Research. 30, 5, p. 1477-1484

Research output: Contribution to journalArticle

forecast procedure
Data envelopment analysis
Forecasting
data analysis
Dependent data
forecast procedure
crude oil
oil price
criterion
model
2013

Oil Price Shocks and the Stock Market: Evidence from Japan

Abhyankar, A., Xu, B. & Wang, J. 1 Apr 2013 In : Energy Journal. 34, 2, p. 199-222

Research output: Contribution to journalArticle

2012

Performance evaluation of competing forecasting models: A multidimensional framework based on MCDA

Xu, B. & Ouenniche, J. 1 Jul 2012 In : Expert Systems with Applications. 39, 9, p. 8312-8324

Research output: Contribution to journalArticle

Ranking
Evaluation
Experiment
Performance evaluation
2011

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

Xu, B. & Ouenniche, J. 1 Dec 2011 In : Applied Financial Economics. 21, 24, p. 1873-1890

Research output: Contribution to journalArticle

forecast procedure
ranking
criterion
data envelopment analysis
performance