“…Further, the volatility connectedness for bitcoin-gold and bitcoin-foreign exchange pairs is most significant in the short term, while it is significant in the intermediate term for bitcoin-oil and bitcoin-equity pairs during the pandemic. …”
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“…The Bitcoin mining process is energy intensive, which can hamper the much-desired ecological balance. …”
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“…This study investigates the connectedness between Bitcoin and fiat currencies in two groups of countries: the developed G7 and the emerging BRICS. …”
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“…In turn, the impact of Bitcoin price on terrorist attacks is negligible. …”
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“…The cryptocurrency market, in particular, bitcoin, currently rivals other top well-known assets such as precious metals and exchanged traded funds in market value, and its growing. …”
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“…In this paper, we analyze Bitcoin, which is a novel digital currency system, where the complete list of transactions is publicly available. …”
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“…Bitcoin is the earliest cryptocurrency and among the most successful ones to date. …”
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“…Using high frequency data for Bitcoin, we estimate the entropy of intraday distribution of logreturns through the symbolic time series analysis (STSA), producing low-resolution data from high-resolution data. …”
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“…Contrary to the original intentions, Bitcoin has not developed into a widespread means of payments, not the least due to its considerable price volatility. …”
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“…Utilizing the WHO COVID-19 pandemic statement, we test Bitcoin and Ethereum as safe-havens for stocks. We find that the two largest cryptocurrencies are suitable as short-term safe-havens. …”
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“…This research proposes a differential evolution-based regression framework for forecasting one day ahead price of Bitcoin. The maximal overlap discrete wavelet transformation first decomposes the original series into granular linear and nonlinear components. …”
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“…Our findings show that the average classification accuracy for five out of the six MLAs is consistently above the 50% threshold, indicating that MLAs outperform benchmark models such as ARIMA and random walk in forecasting Bitcoin futures prices. This highlights the importance and relevance of MLAs to produce accurate forecasts for bitcoin futures prices during the COVID-19 turmoil.…”
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“…The recently developed Bitcoin futures and options contracts in cryptocurrency derivatives exchanges mark the beginning of a new era in Bitcoin price risk hedging. …”
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“…This paper contributes to the literature on the coronavirus (COVID-19) pandemic impacts on the Bitcoin futures (BTCF) market and to the ongoing consideration of the dynamic relationship between volatility (or returns) and trading behavior variables, such as volume and open interest as a proxy for belief dispersion. …”
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“…This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and stock market during the COVID-19 pandemic via time-varying parameter vector autoregression. …”
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“…The Bayesian nonlinear expectations for prediction are constructed from closed-form Bayesian credible intervals evaluated using conjugate priors and residuals of the estimated approximating model. Using real Bitcoin data including some periods of Covid 19, applications of the proposed method to forecasting and risk evaluation of Bitcoin are discussed via three major parametric nonlinear time series models, namely the self-exciting threshold autoregressive model, the generalized autoregressive conditional heteroscedasticity model and the stochastic volatility model. …”
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“…The Bitcoin has emerged as a fascinating phenomenon in the Financial markets. …”
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