I'm pretty sure they can be refined in the same place as ores.
Not ores, not gems: crystals. I have 12 luck crystal ores.
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Nope. I could totally be embarassing myself right now, but I've tried ore refiner folk in three different towns and none of them have an option for refining crystals...
Edit: I figured it out. Crystals can be refined in El Nath by the refining expert, or, apparently, somewhere in Ludi.
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I think the ore refiner in Ludibrium is the one that can refine the crystals.
Which cities have you tried?
Vogen in El Nath refines crystals: http://global.hidden-street.net/npc/npc_elnath.php
Scroll down and see the list.
Crystals are refined at Ludi and Nath.
Ores are refined at Perion and Kerning.