IDEAS home Printed from https://ideas.repec.org/r/eee/ejores/v269y2018i1p64-78.html
   My bibliography  Save this item

Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Zhang, Dongna & Dai, Xingyu & Xue, Jianhao, 2024. "Incorporating weather information into commodity portfolio optimization," Finance Research Letters, Elsevier, vol. 66(C).
  2. Abdelouahed Hamdi & Arezou Karimi & Farshid Mehrdoust & Samir Brahim Belhaouari, 2022. "Portfolio Selection Problem Using CVaR Risk Measures Equipped with DEA, PSO, and ICA Algorithms," Mathematics, MDPI, vol. 10(15), pages 1-26, August.
  3. Małgorzata Janicka & Artur Sajnóg, 2023. "Do environmental and economic performance go hand in hand? An industrial analysis of European Union companies with the non‐parametric data envelopment analysis method," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(5), pages 2590-2605, September.
  4. Xingyu Dai & Dongna Zhang & Chi Keung Marco Lau & Qunwei Wang, 2023. "Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2167-2196, December.
  5. Tengfei Huo & Hong Ren & Weiguang Cai & Wei Feng & Miaohan Tang & Nan Zhou, 2018. "The total-factor energy productivity growth of China’s construction industry: evidence from the regional level," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 92(3), pages 1593-1616, July.
  6. Yaqi Wu & Chen Zhang & Po Yun & Dandan Zhu & Wei Cao & Zulfiqar Ali Wagan, 2021. "Time–frequency analysis of the interaction mechanism between European carbon and crude oil markets," Energy & Environment, , vol. 32(7), pages 1331-1357, November.
  7. Qingwei Shi & Hong Ren & Weiguang Cai & Jingxin Gao, 2020. "How to Set the Proper CO 2 Reduction Targets for the Provincial Building Sector of China?," Sustainability, MDPI, vol. 12(24), pages 1-22, December.
  8. Calogero Guccio & Marco Martorana & Isidoro Mazza & Ilde Rizzo, 2021. "Back to the Future: Does the use of information and communication technology enhance the performance of public historical archives?," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 45(1), pages 13-43, March.
  9. Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018. "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, vol. 76(C), pages 495-503.
  10. Liu, Yong-Jun & Yang, Guo-Sen & Zhang, Wei-Guo, 2024. "A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization," Omega, Elsevier, vol. 126(C).
  11. Qin, Yun & Chen, Jinyu & Dong, Xuesong, 2021. "Oil prices, policy uncertainty and travel and leisure stocks in China," Energy Economics, Elsevier, vol. 96(C).
  12. Chen, Hao & Xu, Chao & Peng, Yun, 2022. "Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China," Resources Policy, Elsevier, vol. 78(C).
  13. Tavana, Madjid & Izadikhah, Mohammad & Toloo, Mehdi & Roostaee, Razieh, 2021. "A new non-radial directional distance model for data envelopment analysis problems with negative and flexible measures," Omega, Elsevier, vol. 102(C).
  14. Wencheng Yu & Shaobo Liu & Lili Ding, 2021. "Efficiency Evaluation and Selection Strategies for Green Portfolios under Different Risk Appetites," Sustainability, MDPI, vol. 13(4), pages 1-15, February.
  15. Visani, Franco & Boccali, Filippo, 2020. "Purchasing price assessment of leverage items: A Data Envelopment Analysis approach," International Journal of Production Economics, Elsevier, vol. 223(C).
  16. Abbas Mardani & Dalia Streimikiene & Tomas Balezentis & Muhamad Zameri Mat Saman & Khalil Md Nor & Seyed Meysam Khoshnava, 2018. "Data Envelopment Analysis in Energy and Environmental Economics: An Overview of the State-of-the-Art and Recent Development Trends," Energies, MDPI, vol. 11(8), pages 1-21, August.
  17. Carla Oliveira Henriques & Maria Elisabete Neves & Licínio Castelão & Duc Khuong Nguyen, 2022. "Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach," Annals of Operations Research, Springer, vol. 313(1), pages 341-366, June.
  18. Song, Malin & Zhu, Shuai & Wang, Jianlin & Zhao, Jiajia, 2020. "Share green growth: Regional evaluation of green output performance in China," International Journal of Production Economics, Elsevier, vol. 219(C), pages 152-163.
  19. Ke Wang & Jiayu Wang & Klaus Hubacek & Zhifu Mi & Yi‐Ming Wei, 2020. "A cost–benefit analysis of the environmental taxation policy in China: A frontier analysis‐based environmentally extended input–output optimization method," Journal of Industrial Ecology, Yale University, vol. 24(3), pages 564-576, June.
  20. Lin, Winston T. & Chen, Yueh H. & Hung, TingShu, 2019. "A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology," European Journal of Operational Research, Elsevier, vol. 272(2), pages 766-779.
  21. Pan, Yinghao & Zhang, Chao-Chao & Lee, Chien-Chiang & Lv, Suxiang, 2024. "Environmental performance evaluation of electric enterprises during a power crisis: Evidence from DEA methods and AI prediction algorithms," Energy Economics, Elsevier, vol. 130(C).
  22. Falavigna, G. & Ippoliti, R., 2020. "The socio-economic planning of a community nurses programme in mountain areas: A Directional Distance Function approach," Socio-Economic Planning Sciences, Elsevier, vol. 71(C).
  23. Zhang, Yue-Jun & Lin, Jia-Juan, 2019. "Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?," International Review of Financial Analysis, Elsevier, vol. 66(C).
  24. Zhang, Yue-Jun & Liu, Jing-Yue & Su, Bin, 2020. "Carbon congestion effects in China's industry: Evidence from provincial and sectoral levels," Energy Economics, Elsevier, vol. 86(C).
  25. Kim, Yeong Jae & Cho, Seong-Hoon & Sharma, Bijay P., 2021. "Constructing efficient portfolios of low-carbon technologies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 150(C).
  26. Gazi Salah Uddin & Maziar Sahamkhadam & Muhammad Yahya & Ou Tang, 2023. "Investment opportunities in the energy market: What can be learnt from different energy sectors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3611-3636, October.
  27. Liu, Fangmei & Li, Li & Ye, Bin & Qin, Quande, 2023. "A novel stochastic semi-parametric frontier-based three-stage DEA window model to evaluate China's industrial green economic efficiency," Energy Economics, Elsevier, vol. 119(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.