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OSCOLA (the Oxford University Standard for the Citation of Legal Authorities) provides guidance on how to cite European Union legal sources, please see in particular section 2.6 of the OSCOLA guide (PDF, 448KB).
Please note that the OSCOLA guide was produced before the creation of the European Case Law Identifier. In order to learn how to deal with the European Case Law Identifier when citing cases, please see the guidance contained in the OSCOLA FAQs section.