1. Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2. Abandonment Decision-Making of Overseas Oilfield Project Coping with Low Oil Price. (2020). Tang, Bao-Jun ; Cao, Hong ; Zhou, Hui-Ling.
   In: Computational Economics.
   RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9837-2.

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3. A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro .
   In: Energy Economics.
   RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

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4. Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man.
   In: Energy Economics.
   RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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5. Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar.
   In: Energy Economics.
   RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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6. Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?. (2018). Kristjanpoller, Werner D ; Gajardo, Gabriel ; Minutolo, Marcel .
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:109:y:2018:i:c:p:195-205.

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7. Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

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8. A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni.
   In: Energy Economics.
   RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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9. Correlation structure and principal components in the global crude oil market. (2016). Zhou, Wei-Xing ; Xie, Wen-Jie ; Jiang, George J ; Dai, Yue-Hua .
   In: Empirical Economics.
   RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1057-1.

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10. Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform. (2016). Guangxi, Cao ; Xu, Wei ; Cao, Guangxi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:444:y:2016:i:c:p:505-523.

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11. Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks. (2016). Li, Huajiao ; An, Feng ; Fang, Wei ; Gao, Xiangyun ; Liu, Xueyong.
    In: Energy.
    RePEc:eee:energy:v:117:y:2016:i:p1:p:73-83.

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12. Global oil market and the U.S. stock returns. (2016). Manera, Matteo ; Sadeghzadeh, Mehdi ; Ahmadi, Maryam .
    In: Energy.
    RePEc:eee:energy:v:114:y:2016:i:c:p:1277-1287.

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13. Multifractal spectrum analysis of Brent crude oil futures prices volatility in intercontinental exchange. (2015). Chen, Hongtao .
    In: International Journal of Global Energy Issues.
    RePEc:ids:ijgeni:v:38:y:2015:i:1/2/3:p:93-108.

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14. Mean spillover effect between crude oil and gasoline markets: an empirical result. (2015). Yang, Sheng ; He, Ling-Yun ; Chen, Mu-Ling ; Han, Zhi-Hong.
    In: International Journal of Global Energy Issues.
    RePEc:ids:ijgeni:v:38:y:2015:i:1/2/3:p:49-68.

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15. The bubble process of international crude oil futures prices: empirical evidence from the STAR model. (2015). Zhang, Yue-Jun ; Wang, Zi-Yi ; Yao, Ting.
    In: International Journal of Global Energy Issues.
    RePEc:ids:ijgeni:v:38:y:2015:i:1/2/3:p:109-125.

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16. Exploring the WTI crude oil price bubble process using the Markov regime switching model. (2015). Zhang, Yue-Jun ; Wang, Jing.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:421:y:2015:i:c:p:377-387.

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17. Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series. (2014). Rao, Madhusudana P. ; Manimaran, P. ; Pal, Mayukha .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:416:y:2014:i:c:p:452-460.

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18. Analysis of the temporal properties of price shock sequences in crude oil markets. (2014). Huang, Wei-qiang ; Liu, Zhi-ying ; Yuan, Ying ; Zhuang, Xin-Tian .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:394:y:2014:i:c:p:235-246.

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19. Correlation structure and principal components in global crude oil market. (2014). Jiang, George J. ; Dai, Yue-Hua ; Xie, Wen-Jie ; Zhou, Wei-Xing.
    In: Papers.
    RePEc:arx:papers:1405.5000.

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20. Price relationships in crude oil futures: new evidence from CFTC disaggregated data. (2013). Chevallier, Julien.
    In: Environmental Economics and Policy Studies.
    RePEc:spr:envpol:v:15:y:2013:i:2:p:133-170.

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21. Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective. (2013). He, Ling-Yun ; Chen, Shu-Peng .
    In: Computational Economics.
    RePEc:kap:compec:v:42:y:2013:i:3:p:267-289.

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22. A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application. (2012). He, Ling-Yun ; Qian, Wen-Bin .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782.

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23. Multifractal analysis of the Korean agricultural market. (2011). Oh, Gabjin ; Kim, Seunghwan .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:23:p:4286-4292.

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24. A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:21:p:3806-3814.

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25. Do emerging markets matter in the world oil pricing system? Evidence of imported crude by China and India. (2011). Li, Hong ; Lin, Sharon Xiaowen .
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:8:p:4624-4630.

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26. Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments. (2010). He, Ling-Yun.
    In: Computational Economics.
    RePEc:kap:compec:v:36:y:2010:i:3:p:263-282.

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27. Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:18:p:3828-3836.

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28. Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:16:p:3218-3229.

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1. Forecasting Oil Price Using Web-based Sentiment Analysis. (2019). Wang, Wen-Jing ; Zeng, Guan-Rong ; Zhao, Lu-Tao ; Zhang, Zhi-Gang.
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2. Does Chaos Matter in Financial Time Series Analysis?. (2019). Parziale, Anna ; Bruno, Bruna ; Faggini, Marisa.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2019-04-3.

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3. Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence. (2018). Krištoufek, Ladislav.
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   RePEc:fau:wpaper:wp2018_07.

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4. The lead-lag relationships between spot and futures prices of natural gas. (2018). Zhang, Yahui ; Liu, LI.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:490:y:2018:i:c:p:203-211.

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5. “CHAOS” IN ENERGY AND COMMODITY MARKETS: A CONTROVERSIAL MATTER. (2017). Vellucci, Pierluigi ; Mastroeni, Loretta.
   In: Departmental Working Papers of Economics - University 'Roma Tre'.
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6. A multi-criteria approach to selecting an optimal portfolio of refinery upgrade projects under margin and tax regime uncertainty. (2017). Korotin, Vladimir ; Ulchenkov, Arseniy ; Islamov, Rustam ; Tolokonsky, Andrey ; Popov, Victor .
   In: Omega.
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7. The stability of the international heat pump trade pattern based on complex networks analysis. (2017). Liu, Nairong ; Feng, Sida ; Hao, Xiaoqing ; An, Haizhong.
   In: Applied Energy.
   RePEc:eee:appene:v:196:y:2017:i:c:p:100-117.

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8. Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun .
   In: Review of Economics & Finance.
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9. Chaos in energy and commodity markets: a controversial matter. (2017). Vellucci, Pierluigi ; Mastroeni, Loretta .
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   RePEc:arx:papers:1611.07432.

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10. “Butterfly Effect vs Chaos in Energy Futures Markets. (2016). Mastroeni, Loretta ; Vellucci, Pierluigi .
    In: Departmental Working Papers of Economics - University 'Roma Tre'.
    RePEc:rtr:wpaper:0209.

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11. Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities. (2016). Gencer, Murat ; Unal, Gazanfer.
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12. Is efficiency of crude oil market affected by multifractality? Evidence from the WTI crude oil market. (2016). Zhang, Bing ; Gu, Rongbao .
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13. Butterfly Effect vs Chaos in Energy Futures Markets. (2016). Mastroeni, Loretta ; Vellucci, Pierluigi .
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14. Multifractal spectrum analysis of Brent crude oil futures prices volatility in intercontinental exchange. (2015). Chen, Hongtao .
    In: International Journal of Global Energy Issues.
    RePEc:ids:ijgeni:v:38:y:2015:i:1/2/3:p:93-108.

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15. A Study on the Optimal Portfolio Strategies Under Inflation. (2015). Mei, YU ; Dan, Ralescu ; Yike, Zhou ; Zijian, Liu ; Qian, Gao.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:3:y:2015:i:2:p:111-132:n:2.

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16. Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models. (2014). Ersin, Özgür ; Bildirici, Melike.
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17. The role of fluctuating modes of autocorrelation in crude oil prices. (2014). An, Haizhong ; Ding, Yinghui ; Huang, Xuan ; Gao, Xiangyun ; Fang, Wei.
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18. Features and evolution of international crude oil trade relationships: A trading-based network analysis. (2014). An, Haizhong ; Chen, Yurong ; Gao, Xiangyun ; Zhong, Weiqiong ; Li, Huajiao.
    In: Energy.
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19. Predicting oil price movements: A dynamic Artificial Neural Network approach. (2014). Jamasb, Tooraj ; Godarzi, Ali Abbasi ; Amiri, Rohollah Madadi ; Talaei, Alireza .
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20. Crude oil–corn–ethanol – nexus: A contextual approach. (2013). McKenzie, Andrew M. ; Natanelov, Valeri ; van Huylenbroeck, Guido.
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21. Testing for nonlinearity and chaos in economic time series with noise titration. (2013). Caraiani, Petre.
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22. Volatility Spillovers and Nonlinear Dynamics between Jet Fuel Prices and Air Carrier Revenue Passenger Miles in the US. (2013). Adrangi, Bahram ; Gritta, Richard D. ; Raffiee, Kambiz .
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23. Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, YU.
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24. A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application. (2012). He, Ling-Yun ; Qian, Wen-Bin .
    In: Physica A: Statistical Mechanics and its Applications.
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25. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
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26. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
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27. Chaotic Time Series Analysis in Economics: Balance and Perspectives. (2011). Faggini, Marisa.
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28. Is there co-movement of agricultural commodities futures prices and crude oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
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29. Can GARCH-class models capture long memory in WTI crude oil markets?. (2011). Wang, Yudong ; Wu, Chongfeng ; Wei, YU.
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30. Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships. (2011). Adrangi, Bahram ; Allender, Mary E. ; Raffiee, Kambiz .
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31. Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
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32. Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments. (2010). He, Ling-Yun.
    In: Computational Economics.
    RePEc:kap:compec:v:36:y:2010:i:3:p:263-282.

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33. Wavelet domain correlation between the futures prices of natural gas and oil. (2010). Li, H. C. ; Tonn, Victor Lux ; McCarthy, Joseph .
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34. Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
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35. Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:18:p:3828-3836.

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36. Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
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37. Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis. (2010). Wang, Yudong ; Chen, Hongtao ; Gu, Rongbao .
    In: Physica A: Statistical Mechanics and its Applications.
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38. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Huang, Dengshi ; Wei, YU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1477-1484.

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39. A novel algorithm for prediction of crude oil price variation based on soft computing. (2009). Ghaffari, Ali ; Zare, Samaneh .
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40. Impact of speculators expectations of returns and time scales of investment on crude oil price behaviors. (2009). Wei, Yi-Ming ; He, Ling-Yun ; Fan, Ying.
    In: Energy Economics.
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41. Forecasting volatility of crude oil markets. (2009). Yoon, Seong-Min ; Kang, Sang-Mok.
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43. Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets. (2008). Skiadopoulos, George ; Chantziara, Thalia.
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48. Oil Price Volatility and Stock Price Fluctuations in an Emerging Market: Evidence from South Korea. (2003). Rumi, MASIH ; Sanjay, PETERS .
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49. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
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50. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
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