Research Output 2011 2018

  • 16 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)

Decision support systems
Multi-criteria decision analysis
Performance evaluation
Multiple criteria
Decision-making process

Oil Prices, Fundamentals and Expectations

Byrne, J. P., Lorusso, M. & Xu, B. 8 May 2018 In : Energy Economics.

Research output: Contribution to journalArticle

Oil prices
Oil
Oil demand
Demand shocks
Alternative models
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)

Prediction model
Crude oil
Performance evaluation
Ranking
Prediction

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 prices
Time-varying
Friction
Oil supply
Consumer confidence

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)

Ranking
Prediction model
Multiple criteria
Bankruptcy prediction
Modeling
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
Industry
Ports and harbors
Energy security
Decision theory
Gas emissions

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
Bank loans
Inflation volatility
Managers
Loans
Assets

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 exchange
Thailand
Stock market
Abnormal returns
Open Access
File
Disclosure
Stock market performance
Initial public offerings
Equity risk premium
Thailand

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
Sentiment
Bank lending
Uncertainty
Savings banks
Economics

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
Freight
Data envelopment analysis
Greenhouse gases
Logistics
Freight transport
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 prices
Stock returns
Industry
Predictors
Stock market returns

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

Prediction model
Super-efficiency
Performance evaluation
Bankruptcy prediction
Bankruptcy
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

Resources
Japan
Uncertainty
Cross section
Investment behavior

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

Data envelopment analysis
Slacks
Model evaluation
Oil price volatility
Ranking
Super-efficiency
Volatility forecasting
Data envelopment analysis
Crude oil price
Relative performance evaluation
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

Performance evaluation
Multi-criteria decision analysis
Relative performance
Ranking
Empirical results
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

Ranking
Data envelopment analysis
Performance evaluation
Empirical results
Crude oil price