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Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices

Citations

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Cited by:

  1. Tiwari, Aviral Kumar & Kumar, Satish & Pathak, Rajesh & Roubaud, David, 2019. "Testing the oil price efficiency using various measures of long-range dependence," Energy Economics, Elsevier, vol. 84(C).
  2. Khaled Mokni & Ghassen El Montasser & Ahdi Noomen Ajmi & Elie Bouri, 2025. "On the Efficiency and Its Drivers in the Cryptocurrency Market: The Case of Bitcoin and Ethereum," Springer Books, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo (ed.), Blockchain, Crypto Assets, and Financial Innovation, pages 162-191, Springer.
  3. Ashok Chanabasangouda Patil & Shailesh Rastogi, 2019. "Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature," JRFM, MDPI, vol. 12(2), pages 1-18, June.
  4. Okoroafor, Ugochi Chibuzor & Leirvik, Thomas, 2022. "Time varying market efficiency in the Brent and WTI crude market," Finance Research Letters, Elsevier, vol. 45(C).
  5. Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023. "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 118-127, January.
  6. Jamilu Said Babangida, 2023. "Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 72, pages 23-37.
  7. Du, Xiaoxu & Tang, Zhenpeng & Chen, Kaijie, 2023. "A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning," Energy, Elsevier, vol. 285(C).
  8. Smith-Meyer, Erik & Haugom, Erik & Ewald, Christian Oliver, 2025. "Market efficiency across intra-daily sampling frequencies for Brent crude oil futures," International Review of Financial Analysis, Elsevier, vol. 105(C).
  9. Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2020. "Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices," Resources Policy, Elsevier, vol. 69(C).
  10. Madhur Bhatia, 2024. "Impact of the Local and the Global Crises on Stock Market Efficiency," Millennial Asia, , vol. 15(4), pages 572-596, December.
  11. Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew, 2025. "Corrigendum to “Spillover effects between fossil energy and green markets: Evidence from informational inefficiency” [Energy EconomicsVolume 131, March 2024, 107317]," Energy Economics, Elsevier, vol. 143(C).
  12. Diana Saldanha & T. Mallikarjunappa & Kofi Mintah Oware, 2025. "Determinants of Adaptive Behaviour in Stock Market: A Review," Vision, , vol. 29(1), pages 112-124, February.
  13. Hřebačka, Viktor, 2025. "Analyzing market efficiency: The role of business cycles, risk aversion, and Occam’s razor in the Adaptive Market Hypothesis," Finance Research Letters, Elsevier, vol. 75(C).
  14. Alaba, Oluwayemisi O. & Ojo, Oluwadare O. & Yaya, OlaOluwa S & Abu, Nurudeen & Ajobo, Saheed A., 2021. "Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods," MPRA Paper 109825, University Library of Munich, Germany.
  15. Pınar Evrim Mandacı & F. Dilvin Taskın & Zeliha Can Ergun, 2019. "Adaptive Market Hypothesis," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 84-101.
  16. Schlosky, Minh Tam Tammy & Karadas, Serkan & Stivers, Adam, 2024. "Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  17. Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Phouphet Kyophilavong, 2021. "Nonlinearities and Chaos: A New Analysis of CEE Stock Markets," Mathematics, MDPI, vol. 9(7), pages 1-13, March.
  18. Fabian MOODLEY, 2024. "Bond Indices Maturities and Changing Macroeconomic Conditions: Evidence from South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 8(1), pages 57-73.
  19. Majid Mirzaee Ghazani & Mohammad Ali Jafari, 2021. "Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-26, December.
  20. Muhammad Naeem Shahid, 2022. "COVID-19 and adaptive behavior of returns: evidence from commodity markets," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 9(1), pages 1-15, December.
  21. Bhatia, Madhur, 2023. "On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil," Resources Policy, Elsevier, vol. 82(C).
  22. Akbar, Muhammad & Ullah, Ihsan & Ali, Shahid & Rehman, Naser, 2024. "Adaptive market hypothesis: A comparison of Islamic and conventional stock indices," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 460-477.
  23. Shao Ying-Hui & Liu Ying-Lin & Yang Yan-Hong, 2022. "The short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis," Papers 2204.05199, arXiv.org.
  24. Okorie, David Iheke & Lin, Boqiang, 2021. "Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  25. Espinosa-Paredes, G. & Rodriguez, E. & Alvarez-Ramirez, J., 2022. "A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
  26. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Mefteh-Wali, Salma & Owusu, Patrick, 2023. "Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques," Resources Policy, Elsevier, vol. 82(C).
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