Virtual currency represents a specific technological innovation on financial markets. Bitcoin and other …, and Bitcoin. In addition, virtual currencies are moderately Correlated, with the exception of Tether based on correlation …

cryptocurrencies currently in use in the market. Some cryptocurrencies, such as Bitcoin, are choosing mining as a reward, to secure …

NASDAQ daily return has the most similar density and co-dependence with Bitcoin daily return, generally, but after the COVID … from Bitcoin daily return. All asset distances have declined by 75% or more after the COVID-19 outbreak. We also find that … the highest similarity before the COVID-19 outbreak is between Bitcoin and Coal, Steel and Mining industries, and after …

This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility …

This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … period of the introduction of the Bitcoin futures market. We use the principal component-guided sparse regression (PC … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …

volatility. It is found that the majority of academic papers provides evidence for inefficiency of Bitcoin and other digital …

This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns … Bitcoin returns at or above one day, though, we find predictability for sample frequencies up to 6 h. Predictability of … Bitcoin returns is also found to be time-varying. We also study the behaviour of the realized volatility of Bitcoin. We …

This paper investigates the relationship between the bitcoin price and the hashrate by disentangling the effects of the … energy efficiency of the bitcoin mining equipment, bitcoin halving, and of structural breaks on the price dynamics. For this … purpose, we propose a methodology based on exponential smoothing to model the dynamics of the Bitcoin network energy …