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This question does not appear to be about programming within the scope defined in the help center .
The subscripts and everything else make the font look very strange when it compiles.
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You just need to escape characters that have special meaning: # $ % & ~ _ ^ \ { }
http://stack_overflow.com/~foo%20bar#link
http://stack\_overflow.com/\~foo\%20bar\#link
Here is all the information you need in order to format clickable hyperlinks in LaTeX:
Essentially, you use the hyperref package and use the \url or \href tag depending on what you're trying to achieve.
A minimalist implementation of the \url macro that uses only Tex primitives:
This url absolutely won't break over lines, though; the hypperef package is better for that.

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I am trying to add the below link into my references. But when I add it as shown below, LaTeX generates the following errors:
Please let me know how to fix this error.
The URL string contains _ (underscore) characters, which are interpreted by LaTeX as initiating subscript material. And, as you aren't in math mode, an error message is generated about a missing $ sign.
To typeset the URL string correctly, I suggest you load the url package with the options spaces and hyphens and write the entry as
If the hyperref package is loaded as well, this approach should yield a clickable link to the gif file.
A complete MWE (minimum working example):
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LaTeX symbols have either names (denoted by backslash) or special characters. They are organized into seven classes based on their role in a mathematical expression. This is not a comprehensive list. Refer to the external references at the end of this article for more information.

Letters are rendered in italic font; numbers are upright / roman. \ imath and \ jmath make "dotless" i and j, which are useful in conjunction with hats and accents .

Lower case Greek letters are rendered in italic font; upper case Greek letters are rendered in upright/Roman.

  \ Gamma
  \ Delta
  \ Lambda
  \ Phi
  \ Pi
  \ Psi
  \ Sigma
  \ Theta

  \ alpha
  \ beta
  \ gamma
  \ delta
  \ epsilon
  \ zeta
  \ eta
  \ theta

  \ iota
  \ kappa
  \ lambda
  \ mu
  \ nu
  \ xi
  \ pi
  \ rho

  \ sigma
  \ tau
  \ upsilon
  \ phi
  \ chi
  \ psi
  \ omega

  \ digamma
  \ varepsilon
  \ varkappa
  \ varphi
  \ varpi
  \ varrho
  \ varsigma
  \ vartheta

  \ aleph
  \ beth
  \ daleth
  \ gimel

  \ complement
  \ ell
  \ eth
  \ hbar

  \ hslash
  \ mho
  \ partial
  \ wp
The following characters don't have any spacing associated with them. That is, they are simple symbols, in class 0.

  \ #
  \ angle
  \ backprime
  \ bigstar
  \ blacklozenge
  \ blacksquare
  \ blacktriangle
  \ blacktriangledown
  \ bot

  \ clubsuit
  \ diagdown
  \ diagup
  \ diamondsuit
  \ emptyset
  \ exists
  \ flat
  \ forall
  \ heartsuit

  \ infty
  \ lozenge
  \ measuredangle
  \ nabla
  \ natural
  \ neg or \ lnot
  \ nexists
  \ prime
  \ S

  \ sharp
  \ spadesuit
  \ sphericalangle
  \ square
  \ surd
  \ top
  \ triangle
  \ triangledown
  \ varnothing
There is also a command \& which is not supported by Wikia's LaTeX parser.

Symbols that go above, below, or in the corners of other symbols.

Note 1: dotless i and j (symbols \imath and \jmath ) can be used to leave room for whatever hat you want them to wear.

Note 2: \sideset takes two required parameters, left side and right side, and must be followed by a sum class math operator that normally takes subscripts and superscripts below and above the symbol.

  \ overleftarrow{xxx}
  \ overrightarrow{xxx}
  \ overleftrightarrow{xxx}
  \ xleftarrow[under]{over}
  \ xrightarrow[under]{over}
The following commands are not supported by the Wikia's LaTeX parser:

Bold face: \ boldsymbol and \mathbf make bold face symbols, and \ pmb makes very bold face symbols. However, \mathbf cannot be applied to Greek symbols, for instance. The AMS "short guide" (see references) contains a cryptic comment, "generally speaking, it is ill-advised to apply \boldsymbol to more than one symbol at a time." Best not to discover why!

\boldsymbol{\pi} \mathbf{A}_{\boldsymbol{0} }

The \pmb command is not supported by the Wikia's LaTeX parser.

Simple symbols (class 0) are rendered without any space between them. Operators (class 1) are rendered with spaces. Spacing symbols change the amount of spacing, either by adding more space or taking spaces away. Space is measured in math units , or mu. 18mu equals 1em.

NOTE: commands \thinspace , \medspace , \thickspace , \negthinspace , \negmedspace , \negthickspace , \mspace , and \: are not impemented here at wikia.org!

Spaces of exactly the size of some rendered text can be obtained using the \ phantom , command, and its cousins, \ hphantom and \ vphantom . They are not implemented here at wikia.org!

These prefix operators accumulate the things they're prefixed to. "Extensible" means they have variable size to accommodate their operands, and their limits can appear below and above the operator.

  \ int
  \ oint
  \ bigcap
  \ bigcup

  \ bigodot
  \ bigoplus
  \ bigotimes
  \ bigsqcup
The \smallint command is not supported by the Wikia's LaTeX parser.

If your favorite operator, say, "foo", isn't listed, then you won't be able to use \foo(x) in your LaTeX equation. But don't fret. You can get the same result with \ operatorname {foo}(x). If your made-up operator needs displayed limits, as in \lim or \max , then use \operatorname*{foo} , as in the example in the following table.

  \ arccos
  \ arcsin
  \ arctan
  \ arg
  \ cos
  \ cosh
  \ cot
  \ coth
  \ csc
  \ deg

  \ det
  \ dim
  \ exp
  \ gcd
  \ hom
  \ inf
  \ injlim
  \ ker
  \ lg
  \ lim

  \ liminf
  \ limsup

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