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An Analysis of Bitcoin’s Price Dynamics
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Cited by:
- Peng, Sanshao & Shams, Syed & Prentice, Catherine & Sarker, Tapan, 2024. "Consumer confidence and cryptocurrency excess returns: A three-factor model," Global Finance Journal, Elsevier, vol. 62(C).
- Cathy Yi-Hsuan Chen & Christian M. Hafner, 2019.
"Sentiment-Induced Bubbles in the Cryptocurrency Market,"
JRFM, MDPI, vol. 12(2), pages 1-12, April.
- Chen, Cathy Yi-Hsuan & Hafner, Christian, 2019. "Sentiment-Induced Bubbles in the Cryptocurrency Market," LIDAM Reprints ISBA 2019053, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Yuxin Zhang & Rajiv Garg & Linda L. Golden & Patrick L. Brockett & Ajit Sharma, 2024. "Segmenting Bitcoin Transactions for Price Movement Prediction," JRFM, MDPI, vol. 17(3), pages 1-17, March.
- Dean Fantazzini & Nikita Kolodin, 2020.
"Does the Hashrate Affect the Bitcoin Price?,"
JRFM, MDPI, vol. 13(11), pages 1-29, October.
- Fantazzini, Dean & Kolodin, Nikita, 2020. "Does the hashrate affect the bitcoin price?," MPRA Paper 103812, University Library of Munich, Germany.
- Christian M. Hafner & Sabrine Majeri, 2022.
"Analysis of cryptocurrency connectedness based on network to transaction volume ratios,"
Digital Finance, Springer, vol. 4(2), pages 187-216, September.
- Hafner, Christian M. & Majeri , Sabrine, 2022. "Analysis of cryptocurrency connectedness based on network to transaction volume ratios," LIDAM Reprints ISBA 2022033, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- José Manuel Carbó Martinez & Sergio Gorjón Rivas, 2024.
"Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61,
Bank for International Settlements.
- Carbó, José Manuel & Gorjón, Sergio, 2024. "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 123-140.
- John E. Marthinsen & Steven R. Gordon, 2022. "The Price and Cost of Bitcoin," Papers 2204.13102, arXiv.org.
- Zeng, Ting & Yang, Mengying & Shen, Yifan, 2020. "Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks," Economic Modelling, Elsevier, vol. 90(C), pages 209-220.
- Marthinsen, John E. & Gordon, Steven R., 2022. "The price and cost of bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 280-288.
- Aixing Li & Ke Gong & Jiashun Li & Li Zhang & Xueting Luo, 2025. "Is Monopolization Inevitable in Proof-of-Work Blockchains? Insights from Miner Scale Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 66(3), pages 1825-1850, September.
- Uzonwanne, Godfrey, 2021. "Volatility and return spillovers between stock markets and cryptocurrencies," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 30-36.
- Kokulo K. Lawuobahsumo & Bernardina Algieri & Leonardo Iania & Arturo Leccadito, 2022. "Exploring Dependence Relationships between Bitcoin and Commodity Returns: An Assessment Using the Gerber Cross-Correlation," Commodities, MDPI, vol. 1(1), pages 1-16, August.
- Burcu Kapar & Jose Olmo, 2021. "Analysis of Bitcoin prices using market and sentiment variables," The World Economy, Wiley Blackwell, vol. 44(1), pages 45-63, January.
- Hang Bui Thi Thu & Huy Dinh Tran Ngoc & An Phan Thuy & Ngoc Nguyen Thi Bich & Duyen Huynh Thi My, 2020. "Current situation of Bitcoin management and use: perspectives from the world and recommendations for vietnam," Management, Sciendo, vol. 24(2), pages 209-235, December.
- Pardis Roozkhosh & Alireza Pooya, 2024. "Dynamic Analysis of Bitcoin Price Under Market News and Sentiments and Government Support Policies," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 1163-1198, August.
- Christophe Schinckus & Canh Phuc Nguyen & Felicia Hui Ling Chong, 2023. "Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3055-3070, July.
- Süssmuth, Bernd, 2019. "Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203566, Verein für Socialpolitik / German Economic Association.
- Kubal, Jan & Kristoufek, Ladislav, 2022. "Exploring the relationship between Bitcoin price and network’s hashrate within endogenous system," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Ahmed M. Khedr & Ifra Arif & Pravija Raj P V & Magdi El‐Bannany & Saadat M. Alhashmi & Meenu Sreedharan, 2021. "Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(1), pages 3-34, January.
- López-Cabarcos, M. Ángeles & Pérez-Pico, Ada M. & Piñeiro-Chousa, Juan & Šević, Aleksandar, 2021. "Bitcoin volatility, stock market and investor sentiment. Are they connected?," Finance Research Letters, Elsevier, vol. 38(C).
- Senarathne Chamil W. & Šoja Tijana, 2019. "Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. Garch Effects," Financial Sciences. Nauki o Finansach, Sciendo, vol. 24(3), pages 35-45, September.
- Bernd Süssmuth, 2022. "The mutual predictability of Bitcoin and web search dynamics," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 435-454, April.
- Kliber, Agata & Marszałek, Paweł & Musiałkowska, Ida & Świerczyńska, Katarzyna, 2019. "Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 246-257.
- Dilip B. Madan & Sofie Reyners & Wim Schoutens, 2019. "Advanced model calibration on bitcoin options," Digital Finance, Springer, vol. 1(1), pages 117-137, November.
- Kensuke Ito, 2024. "Cryptoeconomics and Tokenomics as Economics: A Survey with Opinions," Papers 2407.15715, arXiv.org.
- Dimitris Kastoris & Dimitris Papadopoulos & Konstantinos Giotopoulos, 2025. "Neural Network-Informed Lotka–Volterra Dynamics for Cryptocurrency Market Analysis," Future Internet, MDPI, vol. 17(8), pages 1-22, July.