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Relay links are expected to play a critical role in the design of wireless networks. This paper investigates the energy efficiency of relay communications in the low-power regime under two different scenarios: when the relay has unlimited power supply and when it has limited power supply. A system with a source node, a destination node, and a single relay operating in the time division duplex (TDD) mode was considered. Analysis and simulations are used to compare the energy required for transmitting one information bit in three different relay schemes: amplify and forward (AnF), decode and forward (DnF), and block Markov coding (BMC). Relative merits of these relay schemes in comparison with direct transmissions (direct Tx) are discussed. The optimal allocation of power and transmission time between source and relay is also studied.