Is there any connection between paranormal and alien world?

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I had recently watched a video of a Romanian countryside mountain notoriously known for unexplained paranormal actions. It has also got a dead vegetation zone and people mysteriously disappear from the place. I felt very curious while I noticed the video also unveiled the UFO vision had been witnessed at the same location by few of the local people. Do you know or believe that there is a connection between alien / UFO and paranormal world?