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2. Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis.
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1. Forecasting Oil Price Using Web-based Sentiment Analysis. (2019). Zhao, Lu-Tao ; Zhang, Zhi-Gang ; Wang, Wen-Jing ; Zeng, Guan-Rong.
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   RePEc:gam:jeners:v:12:y:2019:i:22:p:4291-:d:285712.

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2. Does Chaos Matter in Financial Time Series Analysis?. (2019). Bruno, Bruna ; Faggini, Marisa ; Parziale, Anna.
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3. Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence. (2018). Krištoufek, Ladislav.
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4. The lead-lag relationships between spot and futures prices of natural gas. (2018). Zhang, Yahui ; Liu, LI.
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5. “CHAOS” IN ENERGY AND COMMODITY MARKETS: A CONTROVERSIAL MATTER. (2017). Vellucci, Pierluigi ; Mastroeni, Loretta.
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6. A multi-criteria approach to selecting an optimal portfolio of refinery upgrade projects under margin and tax regime uncertainty. (2017). Korotin, Vladimir ; Popov, Victor ; Islamov, Rustam ; Ulchenkov, Arseniy ; Tolokonsky, Andrey .
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7. The stability of the international heat pump trade pattern based on complex networks analysis. (2017). Hao, Xiaoqing ; Feng, Sida ; Liu, Nairong ; An, Haizhong.
   In: Applied Energy.
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8. Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Macri, Joseph ; Raffiee, Kambiz ; Adrangi, Bahram ; Chatrath, Arjun.
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9. Chaos in energy and commodity markets: a controversial matter. (2017). Vellucci, Pierluigi ; Mastroeni, Loretta.
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10. “Butterfly Effect vs Chaos in Energy Futures Markets. (2016). Vellucci, Pierluigi ; Mastroeni, Loretta.
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11. Testing Non-Linear Dynamics, Long Memory and Chaotic Behaviour of Energy Commodities. (2016). Gencer, Murat ; Unal, Gazanfer.
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12. Is efficiency of crude oil market affected by multifractality? Evidence from the WTI crude oil market. (2016). Gu, Rongbao ; Zhang, Bing.
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13. Butterfly Effect vs Chaos in Energy Futures Markets. (2016). Vellucci, Pierluigi ; Mastroeni, Loretta.
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14. Multifractal spectrum analysis of Brent crude oil futures prices volatility in intercontinental exchange. (2015). Chen, Lianghua.
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16. Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models. (2014). Ersin, Özgür ; Bildirici, Melike.
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17. The role of fluctuating modes of autocorrelation in crude oil prices. (2014). Ding, Yinghui ; Huang, Xuan ; Gao, Xiangyun ; Fang, Wei.
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18. Features and evolution of international crude oil trade relationships: A trading-based network analysis. (2014). Chen, Yurong ; Gao, Xiangyun ; Zhong, Weiqiong ; Li, Huajiao ; An, Haizhong.
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19. Predicting oil price movements: A dynamic Artificial Neural Network approach. (2014). Jamasb, Tooraj ; Amiri, Rohollah Madadi ; Talaei, Alireza ; Godarzi, Ali Abbasi .
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20. Crude oil–corn–ethanol – nexus: A contextual approach. (2013). McKenzie, Andrew ; Natanelov, Valeri ; van Huylenbroeck, Guido.
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21. Testing for nonlinearity and chaos in economic time series with noise titration. (2013). Caraiani, Petre.
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22. Volatility Spillovers and Nonlinear Dynamics between Jet Fuel Prices and Air Carrier Revenue Passenger Miles in the US. (2013). Gritta, Richard D. ; Raffiee, Kambiz ; Adrangi, Bahram.
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23. Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, YU.
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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.
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25. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
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26. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
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28. Is there co-movement of agricultural commodities futures prices and crude oil?. (2011). McKenzie, Andrew ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
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29. Can GARCH-class models capture long memory in WTI crude oil markets?. (2011). WEI, Y ; Wang, Yudong ; Wu, Chongfeng.
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30. Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships. (2011). Allender, Mary E. ; Raffiee, Kambiz ; Adrangi, Bahram.
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31. Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?. (2011). McKenzie, Andrew ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
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32. Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments. (2010). He, Ling-Yun.
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33. Oil Price Volatility and Stock Price Fluctuations in an Emerging Market: Evidence from South Korea. (2010). Sanjay, PETERS ; Rumi, MASIH .
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34. Wavelet domain correlation between the futures prices of natural gas and oil. (2010). Tonn, Victor Lux ; McCarthy, Joseph ; Li, H. C..
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36. Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng.
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37. Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives. (2010). He, Ling-Yun ; Chen, Shu-Peng.
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38. Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis. (2010). Wang, Yudong ; Gu, Rongbao ; Chen, Hongtao.
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39. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Wei, YU ; Huang, Dengshi.
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40. A novel algorithm for prediction of crude oil price variation based on soft computing. (2009). Zare, Samaneh ; Ghaffari, Ali.
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41. Impact of speculators expectations of returns and time scales of investment on crude oil price behaviors. (2009). Wei, Yi-Ming ; He, Ling-Yun ; Fan, Ying.
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42. Forecasting volatility of crude oil markets. (2009). Yoon, Seong-Min ; Kang, Sang Hoon.
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43. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach. (2008). Alvarez-Ramirez, Jose ; Rodriguez, Eduardo.
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44. 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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45. A generalized pattern matching approach for multi-step prediction of crude oil price. (2008). Wei, Yi-Ming ; Fan, Ying ; Liang, Qiang.
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46. 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.
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47. Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). Manera, Matteo ; Lanza, Alessandro.
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48. Empirical asset return distributions: is chaos the culprit?. (2004). Muckley, Cal.
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49. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
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