By computing a volatility index (CVX) from cryptocurrency option prices, we analyze the market's expectation of future … volatility. Our method addresses the challenging liquidity environment of this young asset class and allows us to extract stable … volatility benchmarks for traditional asset classes, such as VIX (equity) or GVX (gold), confirms that cryptocurrency volatility …

In this study, we investigate the dynamic volatility connectedness of FinTech, innovative technology communication, and … after the COVID-19 period to understand the volatility fluctuations by employing the dynamic connectedness measures based on … TVP-VAR methodology. We find that volatility connectedness is strong among the FinTech, and cryptocurrency indices and it …

extent of the volatility contagion from the Bitcoin market to traditional markets, focusing on gold and six major stock … Bitcoin and those markets. Our results indicate long-term volatility contagion between Bitcoin and gold and short … suggest a risk of uncontrollable threats from Bitcoin volatility and highlight the need for measures to prevent infection …

We look at the link between the volatility in the Bitcoin market and the volatility in other related traditional … markets, i.e. the gold, currency and stock market. We also try to answer if the volatility in the Bitcoin market can be … volatility and changes in the volatility in the USD currency market. A stronger positive link is found between Bitcoin volatility …

, making the study of their volatility crucial for portfolio managers and traders. We investigate the volatility connectedness … dynamics of a representative set of eight major crypto assets. Methodologically, we decompose the measured volatility into …. Furthermore, existing asymmetry from good and bad volatility indicates that information about market downturns spills over …

Utilizing a measure of the Bitcoin network's daily electricity load, we document a signifcant volatility effect of … Bitcoin mining activity in three prominent electricity markets in the U.S. The volatility effect is found to be increasing …