3Sarno, L. & G. Valente (2000), “The cost of carry model and regime shifts in stock index futures markets: an empirical investigation”, The Journal of Futures Markets 20:603 -624.
4Serletis, A. & I. Andreadis (2004), "Random fractal structures in north American energy markets", Energy Economics 26 ( 3 ) : 389 - 399.
5Yang, C.W. & M. J. Hwang ( 2002 ), "An analysis of factors affecting price volatility of the US oil market", Energy Economics 24(2) : 107 - 119.
6Adrangi, B. & A. Chatrath et al. (2001), "Chaos in oil prices? Evidence from futures markets", Energy Economics 23:405 - 425.
7Alizadeh, A.H. et aL (2008), "A Markov regime switching approach for hedging energy commodities", Journal of Banking & Finance xxx : xxx - xxx.
8Ayoub, Y. & S.W. Tony (2004), "The empirical role of the exchange rate on the crude - oil price formation", Energy Economics 26(5) :783 -799.
9Brunetti, C. & C. Gilbert(2000), "Bivariate FIGARCH Hand fractional cointegration", Journal of Empirical Finance 7 : 509 - 530.
10Chen, S.S. & H. C. Chen (2007), "Oil prices and real exchange rates", Energy Economics 29 ( 3 ) : 390 - 404.
