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Country risk forecasting for major oil exporting countries: A decomposition hybrid approach

  • Published:2012-11 Issue:3 Volume:63 Page:641-651
  • ISSN:0360-8352
  • Container-title:Computers & Industrial Engineering
  • language:en
  • Short-container-title:Computers & Industrial Engineering

Author:

Li Jian Ping,Tang Ling,Sun Xiao Lei,Yu Le An,He Wan,Yang Yu Ying

Publisher

Elsevier BV

Subject

General Engineering,General Computer Science

Reference34 articles.

1. Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?;Baek;Journal of International Money and Finance,2005

2. Assessing new perspectives on country risk;Borio;BIS Quarterly Review,2004

3. Country risk assessment: A guide to global investment strategy;Bouchet,2003

4. Time series analysis: Forecasting and control;Box,1970

5. Determinants and impact of sovereign credit ratings;Cantor;Economic Policy Review,1996

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