1. Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats. (2022). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem ; Jose, Ana Ercilia.
   In: Sustainability.
   RePEc:gam:jsusta:v:14:y:2022:i:10:p:5828-:d:813275.

   Full description at Econpapers || Download paper

2. The transition of the global financial markets connectedness during the COVID-19 pandemic. (2022). Yamaka, Woraphon ; Jaipong, Peemmawat ; Maneejuk, Paravee ; Kaewtathip, Nuttaphong.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001516.

   Full description at Econpapers || Download paper

1. Alvarez-Ramirez J.; Alvarez J.; Rodriguez E. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach. Energy Econ. 2008, 30, 2645-2656.

2. Arfaoui M. On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach. J. Commod. Mark. 2018, 11, 48-58.

3. Asche F.; Gjølberg O.; Völker T. Price relationships in the petroleum market: An analysis of crude oil and refined product prices. Energy Econ. 2003, 25, 289-301.

4. Asuero A.G.; Sayago A.; González A.G. The Correlation Coefficient: An Overview. Crit. Rev. Anal. Chem. 2006, 36, 41-59.
   Paper not yet in RePEc: Add citation now
   

5. Bopp A.E.; Sitzer S. Are petroleum futures prices good predictors of cash value?. J. Futures Mark. 1987, 7, 705-719.

6. Bostanchi H. WTI Oil Price Prediction Modeling and Forecasting; Faculty of California State Polytechnic University: Pomona, CA, USA, 2017.
   Paper not yet in RePEc: Add citation now
   
7. Box G.E.P.; Jenkins G.M. Time Series Analysis: Forecasting and Control; Holden Day: San Francisco, CA, USA, 1976.
   Paper not yet in RePEc: Add citation now
   

8. Cen Z.; Wang J. Crude oil price prediction model with long short term memory deep learning based on prior knowledge data transfer. Energy 2019, 169, 160-171.

9. Chang C.-P.; Lee C.-C. Do oil spot and futures prices move together?. Energy Econ. 2015, 50, 379-390.

10. Dimitriadou A.; Gogas P.; Papadimitriou T.; Plakandaras V. Oil Market Efficiency under a Machine Learning Perspective. Forecasting 2018, 1.

11. Gao S.; Lei Y. A new approach for crude oil price prediction based on stream learning. Geosci. Front. 2017, 8, 183-187.
    Paper not yet in RePEc: Add citation now
    

12. Guhathakurta K.; Dash S.R.; Maitra D. Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. Energy Econ. 2020, 85, 104566.

13. Gupta V.; Pandey A. Crude oil price prediction using LSTM networks. Int. J. Comput. Inf. Eng. 2018, 12, 226-230.
    Paper not yet in RePEc: Add citation now
    

14. He K.; Zha R.; Wu J.; Lai K.K. Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price. Sustainability 2016, 8.

15. Kevin C.D.; Erik D.; Joseph L.P. Using the crude oil and heating oil markets for diesel fuel purchasing decisions. Am. J. Agric. Econ. 2003, 21, 213-229.
    Paper not yet in RePEc: Add citation now
    
16. Krehbiel T.C. Correlation Coefficient Rule of Thumb. Decis. Sci. J. Innov. Educ. 2004, 2, 97-100.
    Paper not yet in RePEc: Add citation now
    

17. Lanza A.; Manera M.; Giovannini M. Modeling and forecasting cointegrated relationships among heavy oil and product prices. Energy Econ. 2005, 27, 831-848.

18. Li J.; Zhu S.; Wu Q. Monthly crude oil spot price forecasting using variational mode decomposition. Energy Econ. 2019, 83, 240-253.

19. Mirmirani S.; Li H.C. A Comparison of Var And Neural Networks With Genetic Algorithm In Forecasting Price Of Oil. Econom. Netw. 2004, 19, 203-223.
    Paper not yet in RePEc: Add citation now
    

20. Morana C. A semiparametric approach to short-term oil price forecasting. Energy Econ. 2001, 23, 325-338.

21. Moshiri S.; Foroutan F. Forecasting nonlinear crude oil future prices. Energy J. 2006, 27, 81-96.

22. Plourde A.; Watkins G. How volatile are crude oil prices?. OPEC Rev. 1994, 18, 431-444.
    Paper not yet in RePEc: Add citation now
    
23. Rodgers J.L.; Nicewander W.A. Thirteen Ways to Look at the Correlation Coefficient. Am. Stat. 1988, 42, 59-66.
    Paper not yet in RePEc: Add citation now
    

24. Roman M.; Górecka A.; Domagała J. The Linkages between Crude Oil and Food Prices. Energies 2020, 13.

25. Slim C. Improved Crude Oil Price Forecasting With Statistical Learning Methods. J. Mod. Account. Audit. 2015, 11, 51-62.
    Paper not yet in RePEc: Add citation now
    
26. Stanton J.M. Galton, Pearson, and the Peas: A Brief History of Linear Regression for Statistics Instructors. J. Stat. Educ. 2001, 9. Commodity Prices.
    Paper not yet in RePEc: Add citation now
    

27. Taghizadeh-Hesary F.; Rasoulinezhad E.; Yoshino N. Energy and Food Security: Linkages through Price Volatility. Energy Policy 2019, 128, 796-806.

28. Vo D.H.; Vu T.N.; Vo A.T.; McAleer M. Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. Energies 2019, 12.

29. World Bank Monthly Commodity Feed Prices. 2018. Primary Commodity Prices Web. Price Web in U.S.
    Paper not yet in RePEc: Add citation now
    

30. Yin T.; Wang Y. Predicting the Price of WTI Crude Oil Using ANN and Chaos. Sustainability 2019, 11.

31. Yin X.; Peng J.; Tang T. Improving the Forecasting Accuracy of Crude Oil Prices. Sustainability 2018, 10.

32. Yu L.; Wang S.; Lai K.K. Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm. Energy Econ. 2008, 30, 2623-2635.

33. Zavaleta A.; Walls W.; Rusco F.W. Refining for export and the convergence of petroleum product prices. Energy Econ. 2015, 47, 206-214.

34. Zhao L.-T.; Wang S.-G.; Zhang Z.-G. Oil Price Forecasting Using a Time-Varying Approach. Energies 2020, 13.

1. Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations. (2016). Wang, Jun.
   In: Energy.
   RePEc:eee:energy:v:102:y:2016:i:c:p:365-374.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

3. Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities. (2015). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:438:y:2015:i:c:p:223-235.

   Full description at Econpapers || Download paper

4. Cross-correlation between interest rates and commodity prices. (2015). Hu, Yiming ; Wang, Qing.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:428:y:2015:i:c:p:80-89.

   Full description at Econpapers || Download paper

5. Non-linear dynamics in international resource markets: Evidence from regime switching approach. (2014). Chen, Shyh-Wei ; Lin, Shih-Mo.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:30:y:2014:i:c:p:233-247.

   Full description at Econpapers || Download paper

6. Multifractal detrended cross-correlation analysis of carbon and crude oil markets. (2014). Wei, YU ; Zhuang, Xiaoyang ; Zhang, Bangzheng .
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:399:y:2014:i:c:p:113-125.

   Full description at Econpapers || Download paper

7. Cross-correlations between crude oil and agricultural commodity markets. (2014). Liu, LI.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:395:y:2014:i:c:p:293-302.

   Full description at Econpapers || Download paper

8. 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.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

10. 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.

    Full description at Econpapers || Download paper

11. 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.

    Full description at Econpapers || Download paper

12. Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets. (2013). Ma, Feng ; Wei, YU ; Huang, Dengshi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:7:p:1659-1670.

    Full description at Econpapers || Download paper

13. 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.

    Full description at Econpapers || Download paper

14. Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket. (2013). Wang, Gang-Jin ; Xie, Chi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:6:p:1418-1428.

    Full description at Econpapers || Download paper

15. Is the efficiency of stock market correlated with multifractality? An evidence from the Shanghai stock market. (2013). Shao, Yanmin ; Gu, Rongbao ; Wang, Qingnan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:2:p:361-370.

    Full description at Econpapers || Download paper

16. Modified DFA and DCCA approach for quantifying the multiscale correlation structure of financial markets. (2013). Yin, YI ; Shang, Pengjian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:24:p:6442-6457.

    Full description at Econpapers || Download paper

17. Real-time fractal signal processing in the time domain. (2013). Nagy, Zoltan ; Mukli, Peter ; Herman, Peter ; Kocsis, Laszlo ; Hartmann, Andras ; Eke, Andras .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:1:p:89-102.

    Full description at Econpapers || Download paper

18. 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.

    Full description at Econpapers || Download paper

19. 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.

    Full description at Econpapers || Download paper

20. 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.

    Full description at Econpapers || Download paper

21. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

23. 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.

    Full description at Econpapers || Download paper

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.
    RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782.

    Full description at Econpapers || Download paper

25. 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.

    Full description at Econpapers || Download paper

26. 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.

    Full description at Econpapers || Download paper

27. 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.

    Full description at Econpapers || Download paper

28. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

30. 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.

    Full description at Econpapers || Download paper

31. 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.

    Full description at Econpapers || Download paper

32. 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.

    Full description at Econpapers || Download paper

33. 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.

    Full description at Econpapers || Download paper

34. 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.

    Full description at Econpapers || Download paper

35. 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.

    Full description at Econpapers || Download paper

36. 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.

    Full description at Econpapers || Download paper

37. 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.

    Full description at Econpapers || Download paper

38. 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.

    Full description at Econpapers || Download paper

39. 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.

    Full description at Econpapers || Download paper

40. 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.

    Full description at Econpapers || Download paper

41. 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.

    Full description at Econpapers || Download paper

42. 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.

    Full description at Econpapers || Download paper

43. 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.

    Full description at Econpapers || Download paper

44. 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.

    Full description at Econpapers || Download paper

45. 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.

    Full description at Econpapers || Download paper

46. 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.

    Full description at Econpapers || Download paper

47. 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.

    Full description at Econpapers || Download paper

48. 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.

    Full description at Econpapers || Download paper

49. 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.

    Full description at Econpapers || Download paper

50. 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.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 02:31:35 || Missing content? Let us know