Bitcoin, Ethereum, Tether, BinanceCoin, Litecoin, EnjinCoin, Horizen, Namecoin, Peercoin, and Feathercoin. We evaluate the …

cryptocurrencies with an emphasis on the most popular cryptocurrency called Bitcoin. We elaborate on the main differences between the …

substantial but not unprecedented overvaluation in the price of bitcoin, suggesting many months of volatile sideways bitcoin …We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of …

We use boosted decision trees to generate daily out-of-sample forecasts of excess returns for Bitcoin and Ethereum, the …

We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We … the dynamics of Bitcoin price during the analyzed time period. We explain this classification of long and short bubbles by … provide a plausible scenario for the subsequent Bitcoin price evolution. We present these predictions for the three long …

the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting … forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this …, while the ECM implies symmetric price transmission from crude oil to gasoline. We quantify the forecast accuracy gains due …