- Aalto, P. Institutions in European and Asian energy markets: A methodological overview. Energy Policy 2014, 74, 4–15.
Paper not yet in RePEc: Add citation now
- Acaroğlu, H.; García Márquez, F.P. Comprehensive review on electricity market price and load forecasting based on wind energy. Energies 2021, 14, 7473.
Paper not yet in RePEc: Add citation now
- Addy, W.A.; Ajayi-Nifise, A.O.; Bello, B.G.; Tula, S.T.; Odeyem, O.; Falaiye, T. Algorithmic Trading and AI: A Review of Strategies and Market Impact. World J. Adv. Eng. Technol. Sci. 2024, 11, 258–267.
Paper not yet in RePEc: Add citation now
Aklin, M.; Cheng, C.Y.; Urpelainen, J. Social acceptance of new energy technology in developing countries: A framing experiment in rural India. Energy Policy 2018, 113, 466–477.
- Albahli, S.; Nazir, T.; Mehmood, A.; Irtaza, A.; Alkhalifah, A.; Albattah, W. AEI-DNET: A novel densenet model with an autoencoder for the stock market predictions using stock technical indicators. Electronics 2022, 11, 611.
Paper not yet in RePEc: Add citation now
Albers, S. The fear of fear in the US stock market: Changing characteristics of the VVIX. Financ. Res. Lett. 2023, 55, 103926.
- Aldridge, I. High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems; John Wiley & Sons: Hoboken, NJ, USA, 2013.
Paper not yet in RePEc: Add citation now
Almeida, L.; Vieira, E. Technical Analysis, Fundamental Analysis, and Ichimoku Dynamics: A Bibliometric Analysis. Risks 2023, 11, 142.
- Aloui, D.; Gaies, B.; Hchaichi, R. Exploring environmental degradation spillovers in Sub-Saharan Africa: The energy–financial instability nexus. Econ. Chang. Restruct. 2023, 56, 1699–1724.
Paper not yet in RePEc: Add citation now
- Alqahtani, A.; Klein, T. Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. Energy 2021, 236, 121541.
Paper not yet in RePEc: Add citation now
- Antonakakis, N.; Gupta, R.; Kollias, C.; Papadamou, S. Geopolitical risks and the oil-stock nexus over 1899–2016. Financ. Res. Lett. 2017, 23, 165–173. Energies 2024, 17, 2942 21 of 22
Paper not yet in RePEc: Add citation now
Apergis, N.; Payne, J.E. Renewable energy consumption and economic growth: Evidence from a panel of OECD countries. Energy Policy 2010, 38, 656–660.
Apergis, N.; Payne, J.E. Renewable energy, output, CO2 emissions, and fossil fuel prices in Central America: Evidence from a nonlinear panel smooth transition vector error correction model. Energy Econ. 2014, 42, 226–232.
- Asif, M.; Muneer, T. Energy supply, its demand and security issues for developed and emerging economies. Renew. Sustain. Energy Rev. 2007, 11, 1388–1413.
Paper not yet in RePEc: Add citation now
Baker, M.; Wurgler, J. Investor sentiment in the stock market. J. Econ. Perspect. 2007, 21, 129–151.
Balvers, R.J.; Wu, Y. Momentum and mean reversion across national equity markets. J. Empir. Financ. 2006, 13, 24–48.
- Barberis, N.; Thaler, R. A survey of behavioral finance. Handb. Econ. Financ. 2003, 1, 1053–1128.
Paper not yet in RePEc: Add citation now
Basher, S.A.; Sadorsky, P. Oil price risk and emerging stock markets. Glob. Financ. J. 2006, 17, 224–251.
- Baule, R.; Naumann, M. Flexible Short-Term Electricity Certificates—An Analysis of Trading Strategies on the Continuous Intraday Market. Energies 2022, 15, 6344.
Paper not yet in RePEc: Add citation now
Baviera, R.; Baldi, T.S. Stop-loss and leverage in optimal statistical arbitrage with an application to energy market. Energy Econ. 2019, 79, 130–143. Energies 2024, 17, 2942 22 of 22
Bhattacharya, M.; Paramati, S.R.; Ozturk, I.; Bhattacharya, S. The effect of renewable energy consumption on economic growth: Evidence from top 38 countries. Appl. Energy 2016, 162, 733–741.
Biais, B.; Bisiere, C.; Bouvard, M.; Casamatta, C. The blockchain folk theorem. Rev. Financ. Stud. 2019, 32, 1662–1715.
Blau, B.M.; Brough, T.J. Are put-call ratios a substitute for short sales? Rev. Deriv. Res. 2015, 18, 51–73.
- Bouasabah, M. Analysis of machine learning’s performance in stock market prediction, compared to traditional technical analysis indicators. Int. J. Data Anal. Tech. Strateg. 2024, 16, 32–46.
Paper not yet in RePEc: Add citation now
- Bressand, A. The role of markets and investment in global energy. In The Handbook of Global Energy Policy; John Wiley & Sons: Hoboken, NJ, USA, 2013; pp. 15–29.
Paper not yet in RePEc: Add citation now
Brock, W.; Lakonishok, J.; LeBaron, B. Simple technical trading rules and the stochastic properties of stock returns. J. Financ. 1992, 47, 1731–1764.
Brogaard, J.; Hendershott, T.; Riordan, R. High frequency trading and the 2008 short-sale ban. J. Financ. Econ. 2017, 124, 22–42.
Brogaard, J.; Hendershott, T.; Riordan, R. High-frequency trading and price discovery. Rev. Financ. Stud. 2014, 27, 2267–2306.
Brown, S.J.; Warner, J.B. Using daily stock returns: The case of event studies. J. Financ. Econ. 1985, 14, 3–31.
- Budish, E.; Cramton, P.; Shim, J. The high-frequency trading arms race: Frequent batch auctions as a market design response. Q. J. Econ. 2015, 130, 1547–1621.
Paper not yet in RePEc: Add citation now
- Bulkowski, T.N. Encyclopedia of Chart Patterns; John Wiley & Sons: Hoboken, NJ, USA, 2021.
Paper not yet in RePEc: Add citation now
- Cartea, .; Jaimungal, S.; Penalva, J. Algorithmic and High-Frequency Trading; Cambridge University Press: Cambridge, UK, 2015.
Paper not yet in RePEc: Add citation now
Chang, M.; Thellufsen, J.Z.; Zakeri, B.; Pickering, B.; Pfenninger, S.; Lund, H.; Østergaard, P.A. Trends in tools and approaches for modelling the energy transition. Appl. Energy 2021, 290, 116731.
Chang, T.H.; Su, H.M. The substitutive effect of biofuels on fossil fuels in the lower and higher crude oil price periods. Energy 2010, 35, 2807–2813.
- Chen, J. Essentials of Technical Analysis for Financial Markets; John Wiley & Sons: Hoboken, NJ, USA, 2010.
Paper not yet in RePEc: Add citation now
Chen, J.M.; Rehman, M.U. A pattern new in every moment: The temporal clustering of markets for crude oil, refined fuels, and other commodities. Energies 2021, 14, 6099.
- Chen, Y.; Huang, P.; Day, M.Y.; Ni, Y.; Liang, M.C. Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules. PLoS ONE 2023, 18, e0284918.
Paper not yet in RePEc: Add citation now
- Chen, Y.; Huang, P.; Ku, Y.; Ni, Y.; Chie, B.T.; Lin, Y.T. Does ownership structure matter for overshooting manipulation of hospitality and tourism stocks? Heliyon 2022, 8, e11544.
Paper not yet in RePEc: Add citation now
Cheng, K.; Yao, J.; Zheng, R. Energy Performance of Occupant Behaviors on Windows: A Green Building Based Study. Energies 2023, 16, 2209.
- Chiu, C.L.; Huang, P.; Day, M.Y.; Ni, Y.; Chen, Y. Mastery of “Monthly Effects”: Big Data Insights into Contrarian Strategies for DJI 30 and NDX 100 Stocks over a Two-Decade Period. Mathematics 2024, 12, 356.
Paper not yet in RePEc: Add citation now
- Chiu, C.L.; Ni, Y.; Hu, H.C.; Day, M.Y.; Chen, Y. Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies. Appl. Sci. 2023, 13, 12805.
Paper not yet in RePEc: Add citation now
- Chong TT, L.; Poon, K.H. A new recognition algorithm for “head-and-shoulders” price patterns. Stud. Nonlinear Dyn. Econom. 2017, 21, 20150066.
Paper not yet in RePEc: Add citation now
- Christidis, K.; Devetsikiotis, M. Blockchains and smart contracts for the internet of things. IEEE Access 2016, 4, 2292–2303.
Paper not yet in RePEc: Add citation now
- Ciana, P. New Frontiers in Technical Analysis: Effective Tools and Strategies for Trading and Investing; John Wiley & Sons: Hoboken, NJ, USA, 2011.
Paper not yet in RePEc: Add citation now
- Connolly, D.; Lund, H.; Mathiesen, B.V. Smart Energy Europe: The technical and economic impact of one potential 100% renewable energy scenario for the European Union. Renew. Sustain. Energy Rev. 2016, 60, 1634–1653.
Paper not yet in RePEc: Add citation now
- Creswell, J.W.; Creswell, J.D. Research Design: Qualitative, Quantitative, and Mixed Methods Approaches; Sage Publications: Thousand Oaks, CA, USA, 2017.
Paper not yet in RePEc: Add citation now
- Creti, A.; Joëts, M. Multiple bubbles in the European union emission trading scheme. Energy Policy 2017, 107, 119–130.
Paper not yet in RePEc: Add citation now
Creti, A.; Nguyen, D.K. Energy markets׳ financialization, risk spillovers, and pricing models. Energy Policy 2015, 82, 260–263.
Currie, W.L.; Seddon, J.J. Exploring technological instantiation of regulatory practices in entangled financial markets. J. Inf. Technol. 2022, 37, 31–50.
- Das, A.K.; Mishra, D.; Das, K.; Mohanty, A.K.; Mohammed, M.A.; Al-Waisy, A.S.; Kadry, S.; Kim, J. A deep network-based trade and trend analysis system to observe entry and exit points in the forex market. Mathematics 2022, 10, 3632.
Paper not yet in RePEc: Add citation now
Davis, L.W.; Hausman, C. Are energy executives rewarded for luck? Energy J. 2020, 41, 157–180.
Day, M.Y.; Cheng, Y.; Huang, P.; Ni, Y. The profitability of Bollinger Bands trading bitcoin futures. Appl. Econ. Lett. 2023, 30, 1437–1443.
- Day, M.Y.; Cheng, Y.; Huang, P.; Ni, Y. The profitability of trading US stocks in Quarter 4-evidence from trading signals emitted by SOI and RSI. Appl. Econ. Lett. 2023, 30, 1173–1178.
Paper not yet in RePEc: Add citation now
- Day, M.Y.; Huang, P.; Cheng, Y.; Lin, Y.T.; Ni, Y. Profitable day trading Bitcoin futures following continuous bullish (bearish) candlesticks. Appl. Econ. Lett. 2022, 29, 947–954.
Paper not yet in RePEc: Add citation now
- Day, M.Y.; Huang, P.; Cheng, Y.; Ni, Y. Can Investors Profit from Utilizing Technical Trading Rules During the COVID-19 Pandemic? Int. J. Inf. Technol. Decis. Mak. 2023, 22, 1893–1921.
Paper not yet in RePEc: Add citation now
- Day, M.Y.; Huang, P.; Cheng, Y.; Ni, Y. Investing Strategies for Trading Stocks as Overreaction Triggered by Technical Trading Rules with Big Data Concerns. Rom. J. Econ. Forecast. 2023, 26, 148–161.
Paper not yet in RePEc: Add citation now
- Day, M.Y.; Huang, P.; Ni, Y.; Chen, Y. Do Implicit Phenomena Matter? Evidence from China Stock Index Futures. J. Altern. Investig. 2018, 21, 79–91. Disclaimer/Publisher’s Note: The statements, opinions and data contained in all publications are solely those of the individual author (s) and contributor(s) and not of MDPI and/or the editor(s). MDPI and/or the editor(s) disclaim responsibility for any injury to people or property resulting from any ideas, methods, instructions or products referred to in the content.
Paper not yet in RePEc: Add citation now
- Day, M.Y.; Huang, P.; Ni, Y.; Chen, Y. Do Intraday Large Price Changes Matter for Trading Index Futures? Evidence from China Futures Markets. J. Financ. Stud. 2018, 26, 139–174.
Paper not yet in RePEc: Add citation now
Day, M.Y.; Ni, Y. Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes. Int. Rev. Financ. Anal. 2023, 90, 102856.
Day, M.Y.; Ni, Y. Do clean energy indices outperform using contrarian strategies based on contrarian trading rules? Energy 2023, 272, 127113.
Day, M.Y.; Ni, Y. The profitability of seasonal trading timing: Insights from energy-related markets. Energy Econ. 2023, 128,
- Day, M.Y.; Ni, Y.; Hsu, C.; Huang, P. Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs? Energies 2022, 15, 3328. Energies 2024, 17, 2942 18 of 22
Paper not yet in RePEc: Add citation now
- Day, M.Y.; Ni, Y.; Hsu, C.; Huang, P. Visualizing profitability: A heatmap approach to evaluate Bitcoin futures trading using VMA trading rules. Heliyon 2023, 9, e21376.
Paper not yet in RePEc: Add citation now
Day, M.Y.; Ni, Y.; Huang, P. Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. Phys. A Stat. Mech. Its Appl. 2019, 525, 349–372.
- Day, M.Y.; Wu, M.; Huang, P.; Ni, Y. Investing Strategies as a Sharp Movement in Exchange Rates Occurred: Evidence for the Constituent Stocks of SSE 50 and TW 50. J. Investig. 2018, 27, 58–68.
Paper not yet in RePEc: Add citation now
- Day, M.Y.; Yang, C.Y.; Ni, Y. Portfolio dynamic trading strategies using deep reinforcement learning. Soft Comput. 2023, 1–16. https://doi.org/10.1007/s00500-023-08973-5.
Paper not yet in RePEc: Add citation now
De Bondt, W.F.; Thaler, R. Does the stock market overreact? J. Financ. 1985, 40, 793–805.
Detollenaere, B.; Mazza, P. Do Japanese candlesticks help solve the trader’s dilemma? J. Bank. Financ. 2014, 48, 386–395.
- Dezhkam, A.; Manzuri, M.T. Forecasting stock market for an efficient portfolio by combining XGBoost and Hilbert–Huang transform. Eng. Appl. Artif. Intell. 2023, 118, 105626.
Paper not yet in RePEc: Add citation now
- Dittmer, C.; Krümpel, J.; Lemmer, A. Power demand forecasting for demand-driven energy production with biogas plants. Renew. Energy 2021, 163, 1871–1877.
Paper not yet in RePEc: Add citation now
- Dongrey, S. Study of market indicators used for technical analysis. Int. J. Eng. Manag. Res. 2022, 12, 64–83.
Paper not yet in RePEc: Add citation now
Dudjak, V.; Neves, D.; Alskaif, T.; Khadem, S.; Pena-Bello, A.; Saggese, P.; Bowler, B.; Andoni, M.; Bertolini, M.; Zhou, Y.; et al. Impact of local energy markets integration in power systems layer: A comprehensive review. Appl. Energy 2021, 301, 117434.
- Edwards, R.D.; Magee, J.; Bassetti, W.C. Technical Analysis of Stock Trends; CRC Press: Boca Raton, FL, USA, 2018.
Paper not yet in RePEc: Add citation now
- Fama, E.F. Efficient market hypothesis: A review of theory and empirical work. J. Financ. 1970, 25, 28–30.
Paper not yet in RePEc: Add citation now
- Fiorenzani, S.; Ravelli, S.; Edoli, E. The Handbook of Energy Trading; John Wiley & Sons: Hoboken, NJ, USA, 2012.
Paper not yet in RePEc: Add citation now
Friesen, G.C.; Weller, P.A.; Dunham, L.M. Price trends and patterns in technical analysis: A theoretical and empirical examination. J. Bank. Financ. 2009, 33, 1089–1100.
- Ghalehkhondabi, I.; Ardjmand, E.; Weckman, G.R.; Young, W.A. An overview of energy demand forecasting methods published in 2005–2015. Energy Syst. 2017, 8, 411–447.
Paper not yet in RePEc: Add citation now
- Giovanelli, C.; Sierla, S.; Ichise, R.; Vyatkin, V. Exploiting artificial neural networks for the prediction of ancillary energy market prices. Energies 2018, 11, 1906.
Paper not yet in RePEc: Add citation now
Goldstein, M.; Kwan, A.; Philip, R. High-frequency trading strategies. Manag. Sci. 2023, 69, 4413–4434.
- Gradojevic, N.; Kukolj, D.; Adcock, R.; Djakovic, V. Forecasting Bitcoin with technical analysis: A not-so-random forest? Int. J. Forecast. 2023, 39, 1–17.
Paper not yet in RePEc: Add citation now
- Grimes, A. The Art and Science of Technical Analysis: Market Structure, Price Action, and Trading Strategies; John Wiley & Sons: Hoboken, NJ, USA, 2012. Energies 2024, 17, 2942 17 of 22
Paper not yet in RePEc: Add citation now
- Guohua, Y.; Elshkaki, A.; Xiao, X. Dynamic analysis of future nickel demand, supply, and associated materials, energy, water, and carbon emissions in China. Resour. Policy 2021, 74, 102432.
Paper not yet in RePEc: Add citation now
- Haydt, G.; Leal, V.; Pina, A.; Silva, C.A. The relevance of the energy resource dynamics in the mid/long-term energy planning models. Renew. Energy 2011, 36, 3068–3074.
Paper not yet in RePEc: Add citation now
- Heinz, A.; Jamaloodeen, M.; Saxena, A.; Pollacia, L. Bullish and Bearish Engulfing Japanese Candlestick patterns: A statistical analysis on the S&P 500 index. Q. Rev. Econ. Financ. 2021, 79, 221–244.
Paper not yet in RePEc: Add citation now
Hendershott, T.; Jones, C.M.; Menkveld, A.J. Does algorithmic trading improve liquidity? J. Financ. 2011, 66, 1–33.
- Herrera, A.M.; Karaki, M.B.; Rangaraju, S.K. Oil price shocks and US economic activity. Energy Policy 2019, 129, 89–99.
Paper not yet in RePEc: Add citation now
- Ho, T.T.; Huang, Y. Stock price movement prediction using sentiment analysis and CandleStick chart representation. Sensors 2021, 21, 7957.
Paper not yet in RePEc: Add citation now
Huang, A.H.; You, H. Artificial intelligence in financial decision-making. Handb. Financ. Decis. Mak. 2023, 15, 315.
- Huang, P.; Ni, Y. Board structure and stock price informativeness in terms of moving average rules. Q. Rev. Econ. Financ. 2017, 63, 161–169.
Paper not yet in RePEc: Add citation now
Huang, W.; Gao, T.; Hao, Y.; Wang, X. Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. Energy Econ. 2023, 127, 107106.
Huang, W.; Zhao, J.; Wang, X. Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. Energy Econ. 2024, 132, 107459.
- Igwemezie, V.; Mehmanparast, A.; Kolios, A. Current trend in offshore wind energy sector and material requirements for fatigue resistance improvement in large wind turbine support structures–A review. Renew. Sustain. Energy Rev. 2019, 101, 181–
Paper not yet in RePEc: Add citation now
- Ivanova, A.V. VR & AR technologies: Opportunities and application obstacles. Strateg. Decis. Risk Manag. 2018, 3, 88–107.
Paper not yet in RePEc: Add citation now
- Jiang, J.; Kelly, B.; Xiu, D. (Re-) Imag (in) ing Price Trends. J. Financ. 2023, 78, 3193–3249.
Paper not yet in RePEc: Add citation now
John, K.; Li, J. COVID-19, volatility dynamics, and sentiment trading. J. Bank. Financ. 2021, 133, 106162.
- Johnson, P.; Duberley, J. Understanding Management Research: An Introduction to Epistemology; Sage: London, UK, 2000.
Paper not yet in RePEc: Add citation now
Kahneman, D.; Tversky, A. Prospect theory: An analysis of decision under risk. Econometrica 1979, 47, 363–391.
Kapsalyamova, Z.; Paltsev, S. Use of natural gas and oil as a source of feedstocks. Energy Econ. 2020, 92, 104984.
Kauffman, R.J.; Liu, J.; Ma, D. Innovations in financial IS and technology ecosystems: High-frequency trading in the equity market. Technol. Forecast. Soc. Chang. 2015, 99, 339–354.
- Khan, P.W.; Byun, Y.C.; Lee, S.J.; Kang, D.H.; Kang, J.Y.; Park, H.S. Machine learning-based approach to predict energy consumption of renewable and nonrenewable power sources. Energies 2020, 13, 4870.
Paper not yet in RePEc: Add citation now
Khand, S.; Anand, V.; Qureshi, M.N. The predictability and profitability of simple moving averages and trading range breakout rules in the Pakistan stock market. Rev. Pac. Basin Financ. Mark. Policies 2020, 23, 2050001.
- Kirilenko, A.; Kyle, A.S.; Samadi, M.; Tuzun, T. The flash crash: High-frequency trading in an electronic market. J. Financ. 2017, 72, 967–998.
Paper not yet in RePEc: Add citation now
- Kissell, R. Algorithmic Trading Methods: Applications Using Advanced Statistics, Optimization, and Machine Learning Techniques; Academic Press: Cambridge, MA, USA, 2020.
Paper not yet in RePEc: Add citation now
- Kumbure, M.M.; Lohrmann, C.; Luukka, P.; Porras, J. Machine learning techniques and data for stock market forecasting: A literature review. Expert Syst. Appl. 2022, 197, 116659.
Paper not yet in RePEc: Add citation now
- Lau VW, H.; Lotsch, B.V. A tour-guide through carbon nitride-land: Structure-and dimensionality-dependent properties for photo (electro) chemical energy conversion and storage. Adv. Energy Mater. 2022, 12, 2101078.
Paper not yet in RePEc: Add citation now
Li, K. Do circuit breakers impede trading behavior? A study in Chinese Financial Market. Singap. Econ. Rev. 2019, 64, 1127–1144.
Li, Y.; Chevallier, J.; Wei, Y.; Li, J. Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach. Energy Econ. 2020, 87, 104740.
- Liao, Y.; Day, M.Y.; Cheng, Y.; Huang, P.; Ni, Y. Does CBOE volatility index jumped or located at a higher level matter for evaluating DJ 30, NASDAQ, and S&P500 index subsequent performance. J. Comput. 2021, 32, 057–066.
Paper not yet in RePEc: Add citation now
- Liao, Y.; Day, M.Y.; Cheng, Y.; Huang, P.; Ni, Y. The profitability of technical trading for hotel stocks under COVID-19 pandemic. J. Comput. 2021, 32, 44–54.
Paper not yet in RePEc: Add citation now
- Lin, J.B.; Tsai, W. The relations of oil price change with fear gauges in global political and economic environment. Energies 2019, 12, 2982.
Paper not yet in RePEc: Add citation now
- Liu, L.; Song, F.; Fang, J.; Wei, J.; Ho, H.C.; Song, Y.; Zhang, Y.; Wang, L.; Yang, Z.; Hu, C.; et al. Intraday effects of ambient PM1 on emergency department visits in Guangzhou, China: A case-crossover study. Sci. Total Environ. 2021, 750, 142347.
Paper not yet in RePEc: Add citation now
- Lo, A.W.; MacKinlay, A.C. A Non-Random Walk Down Wall Street; Princeton University Press: Princeton, NJ, USA, 2011.
Paper not yet in RePEc: Add citation now
- Magdon-Ismail, M.; Atiya, A. Density estimation and random variate generation using multilayer networks. IEEE Trans. Neural Netw. 2002, 13, 497–520.
Paper not yet in RePEc: Add citation now
Malkiel, B.G. The efficient market hypothesis and its critics. J. Econ. Perspect. 2003, 17, 59–82.
Manela, A.; Moreira, A. News implied volatility and disaster concerns. J. Financ. Econ. 2017, 123, 137–162.
McGookin, C.; Gallachóir B, Ó.; Byrne, E. An innovative approach for estimating energy demand and supply to inform local energy transitions. Energy 2021, 229, 120731.
- McHugh, C.; Coleman, S.; Kerr, D. Technical indicators for energy market trading. Mach. Learn. Appl. 2021, 6, 100182.
Paper not yet in RePEc: Add citation now
McIlwaine, N.; Foley, A.M.; Best, R.; Morrow, D.J.; Al Kez, D. Modelling the effect of distributed battery energy storage in an isolated power system. Energy 2023, 263, 125789.
Menkhoff, L.; Taylor, M.P. The obstinate passion of foreign exchange professionals: Technical analysis. J. Econ. Lit. 2007, 45, 936–972.
- Menkveld, A.J. The economics of high-frequency trading: Taking stock. Annu. Rev. Financ. Econ. 2016, 8, 1–24.
Paper not yet in RePEc: Add citation now
- Miljkovic, I.; Shlyakhetko, O.; Fedushko, S. Real estate app development based on AI/VR technologies. Electronics 2023, 12, 707.
Paper not yet in RePEc: Add citation now
Morgan, J.; Chu, C.M.; Haines-Doran, T. Competent retrofitting policy and inflation resilience: The cheapest energy is that which you don’t use. Energy Econ. 2023, 121, 106648.
- Murphy, J.J. Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications; Penguin: London, UK, 1999.
Paper not yet in RePEc: Add citation now
- Nguyen, T.V.; Rothuizen, E.D.; Markussen, W.B.; Elmegaard, B. Thermodynamic comparison of three small-scale gas liquefaction systems. Appl. Therm. Eng. 2018, 128, 712–724.
Paper not yet in RePEc: Add citation now
Ni, Y.; Cheng, Y.; Huang, P.; Day, M.Y. Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted. Phys. A Stat. Mech. Its Appl. 2018, 501, 188–204.
- Ni, Y.; Cheng, Y.; Liao, Y.; Huang, P. Does board structure affect stock price overshooting informativeness measured by stochastic oscillator indicators? Int. J. Financ. Econ. 2022, 27, 2290–2302.
Paper not yet in RePEc: Add citation now
- Ni, Y.; Chiang, P.; Day, M.Y.; Chen, Y. Using Big Data Analytics and Heatmap Matrix Visualization to Enhance Cryptocurrency Trading Decisions. Appl. Sci. 2023, 14, 154.
Paper not yet in RePEc: Add citation now
Ni, Y.; Day, M.Y.; Huang, P. Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY. Financ. Innov. 2020, 6, 35.
Ni, Y.; Day, M.Y.; Huang, P.; Yu, S.R. The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. Phys. A Stat. Mech. Its Appl. 2020, 551, 124144.
- Ni, Y.; Huang, P.; Chen, Y. Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators. North Am. J. Econ. Financ. 2019, 48, 514–528.
Paper not yet in RePEc: Add citation now
- Ni, Y.; Huang, P.; Ku, Y.; Liao, Y.; Day, M.Y. Investing strategies as stochastic oscillator indicators staying in overreaction zones for consecutive days with big data concerns. J. Comput. 2020, 31, 1–17.
Paper not yet in RePEc: Add citation now
Ni, Y.; Liao, Y.C.; Huang, P. MA trading rules, herding behaviors, and stock market overreaction. Int. Rev. Econ. Financ. 2015, 39, 253–265.
Ni, Y.; Liao, Y.C.; Huang, P. Momentum in the Chinese stock market: Evidence from stochastic oscillator indicators. Emerg. Mark. Financ. Trade 2015, 51 (Suppl. 1), S99–S110.
Ni, Y.; Wu, M.; Day, M.Y.; Huang, P. Do sharp movements in oil prices matter for stock markets? Phys. A Stat. Mech. Its Appl. 2020, 539, 122865.
- Ni, Y.S.; Lee, J.T.; Liao, Y.C. Do variable length moving average trading rules matter during a financial crisis period? Appl. Econ. Lett. 2013, 20, 135–141.
Paper not yet in RePEc: Add citation now
- Nickerson, R.S. Confirmation bias: A ubiquitous phenomenon in many guises. Rev. Gen. Psychol. 1998, 2, 175–220.
Paper not yet in RePEc: Add citation now
- Nison, S. Japanese Candlestick Charting Techniques: A Contemporary Guide to the Ancient Investment; Technique of the Far East, Institute of Finance: New York, NY, USA, 1991.
Paper not yet in RePEc: Add citation now
- Nor, S.M.; Zawawi NH, M.; Wickremasinghe, G.; Halim, Z.A. Is technical analysis profitable on renewable energy stocks? Evidence from trend-reinforcing, mean-reverting and hybrid fractal trading systems. Axioms 2023, 12, 127.
Paper not yet in RePEc: Add citation now
- Nti, I.K.; Adekoya, A.F.; Weyori, B.A. A systematic review of fundamental and technical analysis of stock market predictions. Artif. Intell. Rev. 2020, 53, 3007–3057.
Paper not yet in RePEc: Add citation now
Palao, F.; Pardo, A. Do price barriers exist in the European carbon market? J. Behav. Financ. 2018, 19, 111–124.
- Paltrinieri, N.; Comfort, L.; Reniers, G. Learning about risk: Machine learning for risk assessment. Saf. Sci. 2019, 118, 475–486.
Paper not yet in RePEc: Add citation now
Park, C.H.; Irwin, S.H. What do we know about the profitability of technical analysis? J. Econ. Surv. 2007, 21, 786–826.
- Pasupuleti, M.B. AMI Data for Decision Makers and the Use of Data Analytics Approach. Asia Pac. J. Energy Environ. 2017, 4, 65–70.
Paper not yet in RePEc: Add citation now
- Pedersen, L.H. Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined; Princeton University Press: Princeton, NJ, USA, 2019.
Paper not yet in RePEc: Add citation now
- Pérez MD LE, M.; Scholten, D.; Stegen, K.S. The multi-speed energy transition in Europe: Opportunities and challenges for EU energy security. Energy Strategy Rev. 2019, 26, 100415.
Paper not yet in RePEc: Add citation now
- Perlaviciute, G.; Steg, L. Contextual and psychological factors shaping evaluations and acceptability of energy alternatives: Integrated review and research agenda. Renew. Sustain. Energy Rev. 2014, 35, 361–381. Energies 2024, 17, 2942 20 of 22
Paper not yet in RePEc: Add citation now
- Psaradellis, I.; Laws, J.; Pantelous, A.A.; Sermpinis, G. Performance of technical trading rules: Evidence from the crude oil market. Eur. J. Financ. 2019, 25, 1793–1815.
Paper not yet in RePEc: Add citation now
Rannou, Y.; Barneto, P. Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets. Energy Econ. 2016, 53, 159–174.
- Raschka, S.; Patterson, J.; Nolet, C. Machine learning in python: Main developments and technology trends in data science, machine learning, and artificial intelligence. Information 2020, 11, 193.
Paper not yet in RePEc: Add citation now
- Raza, A.; Razzaq, A.; Mehmood, S.S.; Zou, X.; Zhang, X.; Lv, Y.; Xu, J. Impact of climate change on crops adaptation and strategies to tackle its outcome: A review. Plants 2019, 8, 34.
Paper not yet in RePEc: Add citation now
- Ren, R.; Wu, D.D.; Liu, T. Forecasting stock market movement direction using sentiment analysis and support vector machine. IEEE Syst. J. 2018, 13, 760–770.
Paper not yet in RePEc: Add citation now
- Richter, M. Utilities’ business models for renewable energy: A review. Renew. Sustain. Energy Rev. 2012, 16, 2483–2493.
Paper not yet in RePEc: Add citation now
Rizvi SK, A.; Naqvi, B.; Boubaker, S.; Mirza, N. The power play of natural gas and crude oil in the move towards the financialization of the energy market. Energy Econ. 2022, 112, 106131.
Sadorsky, P. Risk factors in stock returns of Canadian oil and gas companies. Energy Econ. 2001, 23, 17–28.
- Savin, G.; Weller, P.; Zvingelis, J. The predictive power of “head-and-shoulders” price patterns in the US stock market. J. Financ. Econom. 2007, 5, 243–265. Energies 2024, 17, 2942 19 of 22
Paper not yet in RePEc: Add citation now
Scarcioffolo, A.R.; Etienne, X. Testing directional predictability between energy prices: A quantile-based analysis. Resour. Policy 2021, 74, 102258.
- Schlossberg, B. Technical Analysis of the Currency Market: Classic Techniques for Profiting from Market Swings and Trader Sentiment; John Wiley & Sons: Hoboken, NJ, USA, 2006.
Paper not yet in RePEc: Add citation now
- Şen, Z. Innovative methodologies in renewable energy: A review. Int. J. Energy Res. 2019, 43, 5621–5658.
Paper not yet in RePEc: Add citation now
Sensoy, A.; Hacihasanoglu, E. Time-varying long range dependence in energy futures markets. Energy Econ. 2014, 46, 318–327.
- Sharma, P.; Barua, S. From data breach to data shield: The crucial role of big data analytics in modern cybersecurity strategies. Int. J. Inf. Cybersecur. 2023, 7, 31–59.
Paper not yet in RePEc: Add citation now
- Sharpe, W. F. Mutual fund performance. J. Bus. 1966, 39, 119-138.
Paper not yet in RePEc: Add citation now
- Shiller, R.J. Measuring bubble expectations and investor confidence. J. Psychol. Financ. Mark. 2000, 1, 49–60.
Paper not yet in RePEc: Add citation now
- Singh, T.; Kalra, R.; Mishra, S.; Satakshi; Kumar, M. An efficient real-time stock prediction exploiting incremental learning and deep learning. Evol. Syst. 2023, 14, 919–937.
Paper not yet in RePEc: Add citation now
Strielkowski, W.; Vlasov, A.; Selivanov, K.; Muraviev, K.; Shakhnov, V. Prospects and challenges of the machine learning and data-driven methods for the predictive analysis of power systems: A review. Energies 2023, 16, 4025.
- Swan, M. Blockchain thinking: The brain as a decentralized autonomous corporation [commentary]. IEEE Technol. Soc. Mag. 2015, 34, 41–52.
Paper not yet in RePEc: Add citation now
- Teufel, B.; Sentic, A.; Barmet, M. Blockchain energy: Blockchain in future energy systems. J. Electron. Sci. Technol. 2019, 17, 100011.
Paper not yet in RePEc: Add citation now
- Thomas, S.; Dawe, R.A. Review of ways to transport natural gas energy from countries which do not need the gas for domestic use. Energy 2003, 28, 1461–1477.
Paper not yet in RePEc: Add citation now
- Tsinaslanidis, P.; Guijarro, F. What makes trading strategies based on chart pattern recognition profitable? Expert Syst. 2021, 38, e12596.
Paper not yet in RePEc: Add citation now
- Tudor, C.; Anghel, A. The financialization of crude oil markets and its impact on market efficiency: Evidence from the predictive ability and performance of technical trading strategies. Energies 2021, 14, 4485.
Paper not yet in RePEc: Add citation now
- Tversky, A.; Kahneman, D. Judgment under Uncertainty: Heuristics and Biases: Biases in judgments reveal some heuristics of thinking under uncertainty. Science 1974, 185, 1124–1131.
Paper not yet in RePEc: Add citation now
- Urbano, E.M.; Martinez-Viol, V.; Kampouropoulos, K.; Romeral, L. Quantitative and qualitative risk-informed energy investment for industrial companies. Energy Rep. 2023, 9, 3290–3304.
Paper not yet in RePEc: Add citation now
Uritskaya, O.Y.; Uritsky, V.M. Predictability of price movements in deregulated electricity markets. Energy Econ. 2015, 49, 72–
Vasileiou, E.; Tzanakis, P. The impact of Google searches, Put-Call ratio, and Trading Volume on stock performance using Wavelet Coherence analysis: The AMC case. J. Behav. Financ. 2024, 25, 111–119.
- Vilén, K.; Ahlgren, E.O. Linear or mixed integer programming in long-term energy systems modeling–A comparative analysis for a local expanding heating system. Energy 2023, 283, 129056.
Paper not yet in RePEc: Add citation now
- Wan, Y.; Lau RY, K.; Si, Y.W. Mining subsequent trend patterns from financial time series. Int. J. Wavelets Multiresolution Inf. Process. 2020, 18, 2050010.
Paper not yet in RePEc: Add citation now
Wang, B.; Wang, J.; Dong, K.; Dong, X. Is the digital economy conducive to the development of renewable energy in Asia? Energy Policy 2023, 173, 113381.
Wang, J.; Wang, J. Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations. Energy 2016, 102, 365–374.
- Wang, Q.; Wang, S. Preventing carbon emission retaliatory rebound post-COVID-19 requires expanding free trade and improving energy efficiency. Sci. Total Environ. 2020, 746, 141158.
Paper not yet in RePEc: Add citation now
- Wang, T.; Wu, F.; Dickinson, D.; Zhao, W. Energy price bubbles and extreme price movements: Evidence from China’s coal market. Energy Econ. 2024, 129, 107253.
Paper not yet in RePEc: Add citation now
- Williams, J.W. Regulatory technologies, risky subjects, and financial boundaries: Governing ‘fraud’in the financial markets. Account. Organ. Soc. 2013, 38, 544–558.
Paper not yet in RePEc: Add citation now
Wu, M.; Huang, P.; Ni, Y. Investing strategies as continuous rising (falling) share prices released. J. Econ. Financ. 2017, 41, 763–
Wu, M.H.; Ni, Y.S. The effects of oil prices on inflation, interest rates and money. Energy 2011, 36, 4158–4164.
- Yang, M.J.; Liu, M.Y. The forecasting power of the volatility index in emerging markets: Evidence from the Taiwan stock market. Int. J. Econ. Financ. 2012, 4, 217–231.
Paper not yet in RePEc: Add citation now
Yin, C.Y. Measuring organizational impacts by integrating competitive intelligence into executive information system. J. Intell. Manuf. 2018, 29, 533–547.
- Zafeiriou, T.; Kalles, D. Ultra-short-term trading system using a neural network-based ensemble of financial technical indicators. Neural Comput. Appl. 2023, 35, 35–60.
Paper not yet in RePEc: Add citation now
Zhao, J.; Wang, B.; Dong, K.; Shahbaz, M.; Ni, G. How do energy price shocks affect global economic stability? Reflection on geopolitical conflicts. Energy Econ. 2023, 126, 107014.
- Zhou, K.; Fu, C.; Yang, S. Big data driven smart energy management: From big data to big insights. Renew. Sustain. Energy Rev. 2016, 56, 215–225.
Paper not yet in RePEc: Add citation now
Zhu, Q.; Zhou, X.; Liu, S. High return and low risk: Shaping composite financial investment decision in the new energy stock market. Energy Econ. 2023, 122, 106683.
- Zohar, A. Bitcoin: Under the hood. Commun. ACM 2015, 58, 104–113.
Paper not yet in RePEc: Add citation now