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Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
In: Economic Modelling.
RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297.

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  59. A view to the long-run dynamic relationship between crude oil and the major asset classes. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Ozturk, Kevser ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
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  61. The symmetrical and positive relationship between crude oil and nominal exchange rate returns. (2014). Chang, Kuang-Liang.
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  64. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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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 .
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  38. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Huang, Dengshi ; Wei, YU.
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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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  42. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach. (2008). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose .
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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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  44. A generalized pattern matching approach for multi-step prediction of crude oil price. (2008). Wei, Yi-Ming ; Liang, Qiang ; Fan, Ying.
    In: Energy Economics.
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  45. Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility. (2007). Tabak, Benjamin ; Cajueiro, Daniel.
    In: Energy Economics.
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  46. Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro.
    In: Finance Research Letters.
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  47. Empirical asset return distributions: is chaos the culprit?. (2004). Muckley, Cal.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:2:p:81-86.

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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 .
    In: EcoMod2003.
    RePEc:ekd:003307:330700096.

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  49. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt1n04g31b.

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  50. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt1n04g31b.

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