Preheat the oven to 400 degrees F.
Place the flour on a worktable. Make a well in the center of the flour and add the sugar, extra-virgin olive oil and wine. Combine together and knead until the mixture becomes an even dough. If necessary, add a little more flour to absorb all the liquids. Sprinkle a tablespoon of anise seeds on the dough and knead well. Sprinkle the rest of the anise seeds, and continue to knead so that the seeds are evenly distributed. Cut off a small amount of dough and roll into a 1/2-inch thick log. Cut the log into a 5-inch long piece. Then form a 'doughnut-like' shape by pinching opposite ends together. Repeat the above process with the remaining dough.
Line a baking tray with cooking parchment paper and arrange the ciambelle, approximately 2-inches apart. Bake for approximately 10 minutes or until golden brown.