相关论文: Improved Bitcoin Price Prediction based on COVID-1…

This paper analyses the high-frequency intraday Bitcoin dataset from 2019 to 2022. During this time frame, the Bitcoin market index exhibited two distinct periods, 2019-20 and 2021-22, characterized by an abrupt change in volatility. The…

Our analysis focuses on the stock cryptocurrency market, by studying a group of nineteen cryptocurrencies where their capitalisation is about 99% of the total market. Specifically, it is examined this group of cryptocurrencies for the…

In recent literature it is claimed that BitCoin price behaves more likely to a volatile stock asset than a currency and that changes in its price are influenced by sentiment about the BitCoin system itself; in Kristoufek [10] the author…

The purpose of this paper is to review the concept of cryptocurrencies in our economy. First, Bitcoin and alternative cryptocurrencies' histories are analyzed. We then study the implementation of Bitcoin in the airline and real estate…

Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradually accommodated until March 09, 2020, when, 49 days after the…

What happens to mining when the Bitcoin price changes, when there are mining supply shocks, the price of energy changes, or hardware technology evolves? We give precise answers based on the technical forces and incentives in the system. We…

The recent COVID-19 pandemic has caused unprecedented impact across the globe. We have also witnessed millions of people with increased mental health issues, such as depression, stress, worry, fear, disgust, sadness, and anxiety, which have…

This paper investigates whether security markets price the effect of social distancing on firms' operations. We document that firms that are more resilient to social distancing significantly outperformed those with lower resilience during…

The rapid spread of COVID-19 has already affected human lives throughout the globe. Governments of different countries have taken various measures, but how they affected people lives is not clear. In this study, a rule-based and a…

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Bitcoin is currently subject to a significant pay-for-speed trade-off. This is caused by lengthy and highly variable transaction confirmation times, especially during times of congestion. Users can reduce their transaction confirmation…

The COVID-19 pandemic has caused substantial damage to global health. Even though three years have passed, the world continues to struggle with the virus. Concerns are growing about the impact of COVID-19 on the mental health of infected…

We study the dependency and causality structure of the cryptocurrency market investigating collective movements of both prices and social sentiment related to almost two thousand cryptocurrencies traded during the first six months of 2018.…

Pandemic control measures like lock-down, restrictions on restaurants and gatherings, social-distancing have shown to be effective in curtailing the spread of COVID-19. However, their sustained enforcement has negative economic effects. To…

Cryptocurrencies are distributed systems that allow exchanges of native tokens among participants, or the exchange of such tokens for fiat currencies in markets external to these public ledgers. The availability of their complete historical…

Background: The COVID-19 pandemic has affected our society and human well-being in various ways. In this study, we investigate how the pandemic has influenced people's emotions and psychological states compared to a pre-pandemic period…

Cryptocurrencies have gained tremendous popularity over the past few years. The purpose of this study is to try to understand the factors that are driving cryptocurrency-related trading activities. Focusing on the well-established…

Bitcoin, with its ever-growing popularity, has demonstrated extreme price volatility since its origin. This volatility, together with its decentralised nature, make Bitcoin highly subjective to speculative trading as compared to more…

This paper aims at shedding light upon how transforming or detrending a series can substantially impact predictions of mixed causal-noncausal (MAR) models, namely dynamic processes that depend not only on their lags but also on their leads.…

COVID-19 has been a public health emergency of international concern since early 2020. Reliable forecasting is critical to diminish the impact of this disease. To date, a large number of different forecasting models have been proposed,…