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Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction. (2022). Wang, Fang ; Polyzos, Efstathios.
In: Energy Economics.
RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004017.

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  2. Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu.
    In: Energy Economics.
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  3. Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics. (2024). Wang, Ping ; Tian, Chao ; Zhu, Bangzhu.
    In: Energy Economics.
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  4. Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios.
    In: The Financial Review.
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  6. From Heroes to Scoundrels: Exploring the effects of online campaigns celebrating frontline workers on COVID-19 outcomes. (2023). Huan, Tzung-Cheng ; Polyzos, Efstathios ; Fotiadis, Anestis.
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  7. Inflation and the war in Ukraine: Evidence using impulse response functions on economic indicators and Twitter sentiment. (2023). Polyzos, Efstathios.
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  8. Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Li, Yiying ; Taghizadeh-Hesary, Farhad.
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  9. Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models. (2023). Gacesa, Marko ; Wang, Fang.
    In: International Review of Financial Analysis.
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  10. Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities. (2023). Walther, Thomas ; Dusterhoft, Maximilian ; Schiemann, Frank.
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  26. Stable distribution and long-range correlation of Brent crude oil market. (2014). Yuan, Ying ; Jin, Xiu ; Zhuang, Xin-Tian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:413:y:2014:i:c:p:173-179.

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  27. Testing the weak-form efficiency of the WTI crude oil futures market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:405:y:2014:i:c:p:235-244.

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  28. Analysis of the temporal properties of price shock sequences in crude oil markets. (2014). 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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  29. Time-varying long range dependence in energy futures markets. (2014). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:318-327.

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  30. Commodity futures and market efficiency. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav.
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57.

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  31. A Hybrid Approach for Forecasting of Oil Prices Volatility. (2013). Naderi, Esmaeil ; gandali alikhani, nadiya ; Komijani, Akbar.
    In: MPRA Paper.
    RePEc:pra:mprapa:44654.

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  32. Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis. (2013). Wang, Yudong ; Wu, Chongfeng.
    In: Computational Economics.
    RePEc:kap:compec:v:42:y:2013:i:4:p:393-414.

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  33. On the short- and long-run efficiency of energy and precious metal markets. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798036.

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  34. Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm. (2013). Dang, Yaoguo ; Zhou, Weijie ; Gu, Rongbao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:6:p:1429-1438.

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  35. Are the crude oil markets becoming more efficient over time? New evidence from a generalized spectral test. (2013). Zhang, Bing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:875-881.

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  36. On the short- and long-run efficiency of energy and precious metal markets. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:832-844.

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  37. Is world oil market “one great pool”?: An example from Chinas and international oil markets. (2013). Liu, LI ; Wan, Jieqiu ; Chen, Ching-Cheng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:364-373.

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  38. Are crude oil spot and futures prices cointegrated? Not always!. (2013). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:641-650.

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  39. A smooth transition long-memory model. (2013). PEGUIN-FEISSOLLE, Anne ; Lai Tong, Charles ; Dufrénot, Gilles ; ALOY, Marcel ; Anne, Peguin-Feissolle ; Gilles, Dufrenot ; Marcel, Aloy .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:17:y:2013:i:3:p:281-296:n:4.

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  40. Commodity futures and market efficiency. (2013). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav.
    In: Papers.
    RePEc:arx:papers:1309.1492.

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  41. A Smooth Transition Long-Memory Model. (2012). PEGUIN-FEISSOLLE, Anne ; Lai Tong, Charles ; Dufrénot, Gilles ; ALOY, Marcel ; Dufrenot, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793680.

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  42. 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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  43. Efficiency of crude oil markets: Evidences from informational entropy analysis. (2012). Alvarez-Ramirez, Jose ; Rodriguez, Eduardo ; Ibarra-Valdez, Carlos ; Ortiz-Cruz, Alejandro .
    In: Energy Policy.
    RePEc:eee:enepol:v:41:y:2012:i:c:p:365-373.

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  44. A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting. (2012). Liu, LI ; Wan, Jieqiu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2245-2253.

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  45. What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:349-360.

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  46. Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.4686.

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  47. A Smooth Transition Long-Memory Model. (2012). PEGUIN-FEISSOLLE, Anne ; Lai Tong, Charles ; Dufrénot, Gilles ; ALOY, Marcel.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1240.

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  48. Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil. (2011). Wang, Yudong ; Wei, YU ; Wu, Chongfeng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:5:p:864-875.

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  49. A study of correlations between crude oil spot and futures markets: A rolling sample test. (2011). Liu, LI ; Wan, Jieqiu.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:21:p:3754-3766.

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  50. Multiscale entropy analysis of crude oil price dynamics. (2011). Escarela-Perez, Rafael ; Alvarez-Ramirez, Jose ; Martina, Esteban ; Rodriguez, Eduardo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:936-947.

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