1. Heterogeneity of beliefs and information rigidity in the crude oil market: Evidence from survey data. (2022). Czudaj, Robert.
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2. Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data. (2021). Czudaj, Robert.
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3. Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi.
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4. Crude oil futures trading and uncertainty. (2019). Czudaj, Robert.
   In: Chemnitz Economic Papers.
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5. Crude oil futures trading and uncertainty. (2019). Czudaj, Robert.
   In: Energy Economics.
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6. Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys. (2016). Pierru, Axel ; Joutz, Fred ; Atalla, Tarek.
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7. A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian.
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8. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
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9. Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). el Ouadghiri, Imane.
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   RePEc:hal:wpaper:hal-04141409.

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10. Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). El Ouadghiri, Imane.
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11. The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach. (2014). Leppin, Julian.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100284.

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12. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1947.

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13. The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon. (2014). Leppin, Julian.
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    RePEc:zbw:hwwirp:158.

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14. Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:11.

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15. An empirical examination of heterogeneity and switching in foreign exchange markets. (2014). Zwinkels, Remco ; Goldbaum, David ; Zwinkels, Remco C. J., .
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    RePEc:eee:jeborg:v:107:y:2014:i:pb:p:667-684.

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16. Exchange rate expectations of chartists and fundamentalists. (2013). Menkhoff, Lukas ; Dick, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:7:p:1362-1383.

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17. Exchange Rate Expectations of Chartists and Fundamentalists. (2013). Menkhoff, Lukas ; Dick, Christian.
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18. Exchange rate expectations of chartists and fundamentalists. (2012). Menkhoff, Lukas ; Dick, Christian.
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    RePEc:zbw:zewdip:12026.

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1. Can Futures Prices Predict the Real Price of Primary Commodities?. (2024). Markos, Stephen Snudden.
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   RePEc:wlu:lcerpa:jc0145.

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2. Forecasting the Chinese crude oil futures volatility using jump intensity and Markov-regime switching model. (2024). Xu, Zijian ; Li, Pan ; Cao, Jiawei ; Wu, Hanlin.
   In: Energy Economics.
   RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002962.

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3. Forecasting Industrial Commodity Prices : Literature Review and a Model Suite. (2023). Ohnsorge, Franziska Lieselotte ; Khadan, Jeetendra ; Marioli, Francisco Arroyo ; Yamazaki, Takefumi.
   In: Policy Research Working Paper Series.
   RePEc:wbk:wbrwps:10611.

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4. Commodity Markets Outlook, April 2023: Lower Prices, Little Relief. (2023). Group, World Bank.
   In: World Bank Publications - Books.
   RePEc:wbk:wbpubs:39633.

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5. Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan.
   In: Energies.
   RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822.

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6. Energy price volatility affects decisions to purchase energy using capital: Motor vehicles. (2023). Kaufmann, Robert.
   In: Energy Economics.
   RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004139.

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7. A Mutual Information-Based Network Autoregressive Model for Crude Oil Price Forecasting Using Open-High-Low-Close Prices. (2022). Tabriz, Yousef Edrisi ; Shadabfar, Mahboubeh ; Khoojine, Arash Sioofy.
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   RePEc:gam:jmathe:v:10:y:2022:i:17:p:3172-:d:905728.

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8. Crude oil: Does the futures price predict the spot price?. (2022). Molnár, Peter ; Chu, Pyung Kun ; Molnar, Peter ; Olsvik, Magnus ; Hoff, Kristian.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002324.

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9. Forecasting crude oil market returns: Enhanced moving average technical indicators. (2022). Zhang, Yaojie ; Wang, Yudong ; Liu, LI ; Wen, Danyan.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000216.

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10. Accuracy indicators for evaluating retrospective performance of energy system models. (2022). Wen, Xin ; Jaxa-Rozen, Marc ; Trutnevyte, Evelina.
    In: Applied Energy.
    RePEc:eee:appene:v:325:y:2022:i:c:s0306261922011667.

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11. Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof.
    In: Energy Economics.
    RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882.

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12. The Relationship between Oil Prices and Real Estate Loans and Mortgage Loans in Azerbaijan. (2021). Humbatova, Sugra Ingilab ; Hajiyev, Natig Gadim-Ogli.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2021-01-42.

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13. Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling ; Xiao, Helu.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319697.

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14. Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Sharma, Sudhi ; Yadav, Miklesh.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300.

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15. Energy Commodity Price Forecasting with Deep Multiple Kernel Learning. (2018). Huang, Shian-Chang ; Wu, Cheng-Feng.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:11:p:3029-:d:180549.

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16. Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors. (2017). Huh, Sung-Yoon ; Lee, Chul-Yong.
    In: Sustainability.
    RePEc:gam:jsusta:v:9:y:2017:i:2:p:190-:d:88968.

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17. Crude oil price analysis and forecasting based on variational mode decomposition and independent component analysis. (2017). Bao, Yanling ; Ye, Jimin ; Wei, Jian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:484:y:2017:i:c:p:412-427.

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18. 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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19. Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach. (2016). Naser, Hanan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:75-87.

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20. Revealing asymmetries in the loss function of WTI oil futures market. (2014). Mamatzakis, Emmanuel.
    In: Empirical Economics.
    RePEc:spr:empeco:v:47:y:2014:i:2:p:411-426.

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21. Forecasting the Crude Oil Price with Extreme Values. (2014). Mo, Zhou ; Mei, YU ; Haibin, Xie ; Yi, HU.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:2:y:2014:i:3:p:193-205:n:1.

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22. 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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23. Nonlinear Expectations in Speculative Markets. (2012). Reitz, Stefan ; Rulke, Jan ; Stadtmann, Georg.
    In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
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24. Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
    In: Discussion Papers.
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25. Measures of Fiscal Risk in Hydrocarbon-Exporting Countries. (2012). Medina, Leandro ; Caceres, Carlos.
    In: IMF Working Papers.
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26. Nonlinear expectations in speculative markets - Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
    In: Discussion Papers on Economics.
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27. Crude oil price analysis and forecasting using wavelet decomposed ensemble model. (2012). Yu, Lean ; Lai, Kin Keung ; He, Kaijian.
    In: Energy.
    RePEc:eee:energy:v:46:y:2012:i:1:p:564-574.

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28. Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:9:p:1349-1363.

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29. Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters. (2011). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1706.

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30. Forecasting the differences between various commercial oil prices in the Persian Gulf region by neural network. (2011). Banihashemi, Morteza ; Kordkheili, Masoud Sheikhi ; Movagharnejad, Kamyar ; Mehdizadeh, Bahman .
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31. Testing for adjustment costs and regime shifts in BRENT crude futures market. (2011). Mamatzakis, Emmanuel ; Remoundos, P..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:1000-1008.

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32. Threshold Cointegration in BRENT crude futures market. (2010). Mamatzakis, Emmanuel ; Remoundos, P.
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33. Forecasting Model for Crude Oil Price Using Artificial Neural Networks and Commodity Futures Prices. (2009). Kulkarni, Siddhivinayak ; Haidar, Imad .
    In: Papers.
    RePEc:arx:papers:0906.4838.

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34. Understanding Crude Oil Prices. (2008). Hamilton, James.
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35. Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm. (2008). Yu, Lean ; Wang, Shouyang ; Lai, Kin Keung.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2623-2635.

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36. Oil prices: The role of refinery utilization, futures markets and non-linearities. (2008). Kaufmann, Robert ; Dees, Stephane ; Gasteuil, Audrey .
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2609-2622.

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37. A new approach for crude oil price analysis based on Empirical Mode Decomposition. (2008). Zhang, Xun ; Wang, Shou-Yang ; Lai, K. K..
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:905-918.

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