1. Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon.
   In: International Economics.
   RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933.

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2. Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

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3. Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Mefteh-Wali, Salma ; Owusu, Patrick ; Aikins, Emmanuel Joel.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381.

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4. Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework. (2022). Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04172-3.

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5. The COVID-19 black swan crisis: Reaction and recovery of various financial markets. (2022). Yarovaya, Larisa ; Matkovskyy, Roman ; Jalan, Akanksha.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001422.

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6. Multiscale nonlinear Granger causality and time-varying effect analysis of the relationship between iron ore futures and spot prices. (2022). Yuan, Xiaojing ; Li, Pengyuan ; Wei, Jiangqiao ; Jia, Hongxiang ; Hao, Hongchang ; Wang, Anjian ; Ma, Zhe ; Sun, Xiaoyan.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002203.

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7. Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940.

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8. Energy prices forecasting using nonlinear univariate models. (2021). Karolak, Zuzanna.
   In: Bank i Kredyt.
   RePEc:nbp:nbpbik:v:52:y:2021:i:6:p:577-598.

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9. Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes. (2021). Yoon, Seong-Min ; Lee, Yun-Jung ; Vo, Xuan Vinh ; Mensi, Walid.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100458x.

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10. Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Wahab, Bashir ; Adewuyi, Adeolu O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002956.

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11. Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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12. Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management. (2020). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing ; Tian, Shuairu.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:2:p:294-:d:306122.

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13. Dynamics and causality in distribution between spot and future precious metals: A copula approach. (2020). de Peretti, Christian ; Talbi, Marwa ; Belkacem, Lotfi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305215.

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14. Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adeboye, Olusegun S ; Adewuyi, Adeolu O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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15. Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421.

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16. The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models. (2019). Cagli, Efe ; Mandaci, Pinar Evrim ; Taskin, Dilvin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303354.

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17. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Roubaud, David ; Hammoudeh, Shawkat ; Jena, Sangram Keshari.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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18. A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Premachandra, I M ; Roberts, Helen ; Kuruppuarachchi, Duminda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:23-33.

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19. Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; JEBABLI, Ikram.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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20. Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2018-03-6.

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21. How predictable are precious metal returns?. (2017). Urquhart, Andrew.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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22. Pricing Option on Commodity Futures under String Shock. (2017). Deepak, Bisht ; Laha, A K.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:14573.

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23. A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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24. Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2017-06-8.

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25. The exceedance and cross-correlations between the gold spot and futures markets. (2016). Huang, Ying ; Jiang, Wei ; Ruan, Qingsong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:463:y:2016:i:c:p:139-151.

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26. The Informational Efficiency of European Natural Gas Hubs: Price Formation and Intertemporal Arbitrage. (2016). Nick, Sebastian.
    In: The Energy Journal.
    RePEc:aen:journl:ej37-2-nick.

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27. Forecasting metal prices with a curvelet based multiscale methodology. (2015). Zou, Yingchao ; Lu, Xingjing ; Lai, Kin Keung ; He, Kaijian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:144-150.

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28. Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143.

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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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21. 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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22. 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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23. 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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24. An empirical estimation for mean-reverting coal prices with long memory. (2013). Xiao, Weilin ; Xu, Weijun ; Sun, QI.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:174-181.

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

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26. The Long Memory Property of Hungarian Market Pig Prices: A Comparison of Three Different Methods. (2012). Chaitip, Prasert ; Kovacs, Sandor ; Balogh, Peter ; Chaiboonsri, Chukiat.
    In: Annals of the University of Petrosani, Economics.
    RePEc:pet:annals:v:12:y:2012:i:3:p:123-138.

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27. 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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28. Long memory in energy futures markets: Further evidence. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:37:y:2012:i:3:p:261-272.

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29. 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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30. 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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31. 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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32. Informational Efficiency in Futures Markets for Crude Oil. (2012). Weber, Christoph ; Fritz, Andreas.
    In: EWL Working Papers.
    RePEc:dui:wpaper:1103.

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33. 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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34. The asymptotic behavior of the R/S statistic for fractional Brownian motion. (2011). Kliemann, Wolfgang ; Yu, Cindy ; Carriquiry, Alicia.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:81:y:2011:i:1:p:83-91.

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35. 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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36. 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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37. Multifractal detrending moving average analysis on the US Dollar exchange rates. (2011). Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:20:p:3512-3523.

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38. Analysis of the efficiency of the Shanghai stock market: A volatility perspective. (2011). Wang, Yudong ; Lin, Xiaoqiang ; Fei, Fangyu .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:20:p:3486-3495.

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39. Forecasting volatility in Shanghai and Shenzhen markets based on multifractal analysis. (2011). Chen, Hongtao ; Wu, Chongfeng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:16:p:2926-2935.

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40. 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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41. Can GARCH-class models capture long memory in WTI crude oil markets?. (2011). WEI, Y ; Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:921-927.

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42. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Dinh, Thanh Huong ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00507822.

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43. Analysis of market efficiency for the Shanghai stock market over time. (2010). Wang, Yudong ; Gu, Rongbao ; Liu, LI ; Cao, Jianjun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:8:p:1635-1642.

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44. 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.
    RePEc:eee:phsmap:v:389:y:2010:i:7:p:1434-1444.

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45. 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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46. 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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47. Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis. (2010). Wang, Yudong ; Gu, Rongbao ; Chen, Hongtao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2805-2815.

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48. Time-varying predictability in crude-oil markets: the case of GCC countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Dinh, Thanh Huong ; El Hedi Arouri, Mohamed, .
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:8:p:4371-4380.

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49. Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern. (2010). Solis, Ricardo ; Alvarez-Ramirez, Jose.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:993-1000.

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50. Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis. (2010). Wang, Yudong ; Liu, LI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:987-992.

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51. The efficiency of the crude oil markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771081.

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52. Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Gu, Rongbao ; Liu, LI.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

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53. The efficiency of the crude oil markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:11:p:4267-4272.

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54. Persistent Puzzles in International Finance and Economics. (2004). Aggarwal, Raj.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:35:y:2004:i:3:p:241-250.

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