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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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  1. Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng.
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  2. Asymmetric efficiency in petroleum markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kang, Sang Hoon.
    In: Resources Policy.
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  3. On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur.
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  4. Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued.
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  5. Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued.
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  6. 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.
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  7. Morphological characteristics of self-assembled aggregate textures using multifractal analysis: Interpretation of Multifractal ?(q) Using Simulations. (2022). Munakata, Fumio ; Sato, Yoshihiro.
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  8. Asymmetric multifractality in China’s energy market based on improved asymmetric multifractal cross-correlation analysis. (2022). Zhang, Hongwei ; Yao, Shanshan ; Yu, Zhuling ; Shi, Fengyuan ; Guo, Yaoqi.
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  9. Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets. (2022). Naveed, Hafiz Muhammad ; Yao, Hongxing ; Memon, Bilal Ahmed.
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  10. A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G.
    In: Chaos, Solitons & Fractals.
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  11. Modeling Dynamic Multifractal Efficiency of US Electricity Market. (2021). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem.
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  12. Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong.
    In: Physica A: Statistical Mechanics and its Applications.
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  13. Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung.
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  14. Cross-correlations between price and volume in Chinas crude oil futures market: A study based on multifractal approaches. (2021). Zhang, Hongwei ; Cheng, Hui ; Guo, Yaoqi.
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  15. Forecasting Short-Term Oil Price with a Generalised Pattern Matching Model Based on Empirical Genetic Algorithm. (2020). He, Ling-Yun ; Meng, YA ; Zeng, Guan-Rong ; Zhao, Lu-Tao.
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  16. Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. (2020). Vo, Xuan Vinh ; Sensoy, Ahmet ; Kang, Sanghoon ; Mensi, Walid.
    In: Resources Policy.
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  17. Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash. (2019). Xu, Yingying ; Wang, Yiming ; Han, Chenyu.
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  18. Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies. (2019). Ning, YE ; Wang, Yiming ; Han, Chenyu.
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  19. Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards. (2019). Fang, Weining ; Hou, Yongbo ; Kostenko, R ; Lv, Changchun ; Mahmood, R ; Kanetidis, Michael ; Zheng, Liancun ; Hu, Beibei ; Huang, Jianbai ; Zubair, Tamour ; Xie, Chuan-Zhi ; Chen, Guang ; Nguyen, Truong Khang ; Cai, Weihong ; Ahmad, Behzad Ali ; Song, Lin ; Unar, Salahuddin ; Triantis, D ; Qiu, Hanzhao ; Ju, Tingting ; Antoniou, Ioannis ; DUAN, Dongli ; Tang, Daisheng ; Wu, Junjie ; Liu, Chunyan ; Shen, Xinyi ; Usman, Muhammad ; Tlili, I ; Rani, Priya ; Feng, Wenxing ; Wang, Xingyuan ; Vallianatos, F ; Zhao, Yue ; Dai, Lingfei ; Varsakelis, Nikos ; Si, Shubin ; Khorrami, Mohammad ; Zhang, Shuang ; Hamid, Muhammad ; Basu, Banasri ; b
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  24. A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro .
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  25. Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect. (2017). Loffredo, Maria I ; Chiarucci, Riccardo ; Ruzzenenti, Franco.
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    RePEc:eee:eneeco:v:53:y:2016:i:c:p:151-158.

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  13. Butterfly Effect vs Chaos in Energy Futures Markets. (2016). Mastroeni, Loretta ; Vellucci, Pierluigi .
    In: Papers.
    RePEc:arx:papers:1610.05697.

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

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  15. A Study on the Optimal Portfolio Strategies Under Inflation. (2015). Mei, YU ; Dan, Ralescu ; Yike, Zhou ; Zijian, Liu ; Qian, Gao.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:3:y:2015:i:2:p:111-132:n:2.

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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.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2014:i:3:p:108-135.

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  17. The role of fluctuating modes of autocorrelation in crude oil prices. (2014). An, Haizhong ; Ding, Yinghui ; Huang, Xuan ; Gao, Xiangyun ; Fang, Wei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:393:y:2014:i:c:p:382-390.

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  18. Features and evolution of international crude oil trade relationships: A trading-based network analysis. (2014). An, Haizhong ; Chen, Yurong ; Gao, Xiangyun ; Zhong, Weiqiong ; Li, Huajiao.
    In: Energy.
    RePEc:eee:energy:v:74:y:2014:i:c:p:254-259.

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  19. Predicting oil price movements: A dynamic Artificial Neural Network approach. (2014). Jamasb, Tooraj ; Godarzi, Ali Abbasi ; Amiri, Rohollah Madadi ; Talaei, Alireza .
    In: Energy Policy.
    RePEc:eee:enepol:v:68:y:2014:i:c:p:371-382.

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  20. Crude oil–corn–ethanol – nexus: A contextual approach. (2013). McKenzie, Andrew M. ; Natanelov, Valeri ; van Huylenbroeck, Guido.
    In: Energy Policy.
    RePEc:eee:enepol:v:63:y:2013:i:c:p:504-513.

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  21. Testing for nonlinearity and chaos in economic time series with noise titration. (2013). Caraiani, Petre.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:2:p:192-194.

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  22. Volatility Spillovers and Nonlinear Dynamics between Jet Fuel Prices and Air Carrier Revenue Passenger Miles in the US. (2013). Adrangi, Bahram ; Gritta, Richard D. ; Raffiee, Kambiz .
    In: Review of Economics & Finance.
    RePEc:bap:journl:130301.

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  23. Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, YU.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:22:p:5546-5556.

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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 .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782.

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  25. Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:2167-2181.

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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.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297.

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  27. Chaotic Time Series Analysis in Economics: Balance and Perspectives. (2011). Faggini, Marisa.
    In: Working papers.
    RePEc:tur:wpaper:25.

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  28. Is there co-movement of agricultural commodities futures prices and crude oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:9:p:4971-4984.

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

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  30. Exchange Rates and Inflation Rates: Exploring Nonlinear Relationships. (2011). Adrangi, Bahram ; Allender, Mary E. ; Raffiee, Kambiz .
    In: Review of Economics & Finance.
    RePEc:bap:journl:110201.

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  31. Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:114626.

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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.
    In: Computational Economics.
    RePEc:kap:compec:v:36:y:2010:i:3:p:263-282.

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  33. Wavelet domain correlation between the futures prices of natural gas and oil. (2010). Li, H. C. ; Tonn, Victor Lux ; McCarthy, Joseph .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:4:p:408-414.

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  34. 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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  35. 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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  36. 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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  37. Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis. (2010). Wang, Yudong ; Chen, Hongtao ; Gu, Rongbao .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2805-2815.

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  38. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Huang, Dengshi ; Wei, YU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1477-1484.

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  39. A novel algorithm for prediction of crude oil price variation based on soft computing. (2009). Ghaffari, Ali ; Zare, Samaneh .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:531-536.

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  40. 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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:77-84.

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  41. Forecasting volatility of crude oil markets. (2009). Yoon, Seong-Min ; Kang, Sang-Mok.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:119-125.

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  42. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach. (2008). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose .
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:5:p:2645-2656.

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  43. Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets. (2008). Skiadopoulos, George ; Chantziara, Thalia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:962-985.

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  44. A generalized pattern matching approach for multi-step prediction of crude oil price. (2008). Wei, Yi-Ming ; Liang, Qiang ; Fan, Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:30:y:2008:i:3:p:889-904.

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  45. 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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:29:y:2007:i:1:p:28-36.

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  46. Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132.

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  47. Empirical asset return distributions: is chaos the culprit?. (2004). Muckley, Cal.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:2:p:81-86.

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  48. Oil Price Volatility and Stock Price Fluctuations in an Emerging Market: Evidence from South Korea. (2003). Rumi, MASIH ; Sanjay, PETERS .
    In: EcoMod2003.
    RePEc:ekd:003307:330700096.

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  49. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt1n04g31b.

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  50. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt1n04g31b.

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