What Goes Up……: modelling the Bitcoin rollercoaster ride

Conference paper

Li, Y. 2024. What Goes Up……: modelling the Bitcoin rollercoaster ride. ELEKTRO 2024: 15th International Conference. Zakopane, Poland 20 - 22 May 2024 IEEE. https://doi.org/10.1109/ELEKTRO60337.2024.10557119
AuthorsLi, Y.
TypeConference paper
Abstract

Cryptocurrencies have attracted increasing attention worldwide. Cryptocurrency assets are likely to remain a viable choice for the public in long term. In this paper, the modelling of cryptocurrency price is explored in Bitcoin bubbles prior to and during the COVID-19 pandemic. As shown here, it is necessary and possible to understand the dynamics in plausible proxy variables. A similar methodology could be deployed in other situations where market bubbles occur.

KeywordsCryptocurrency; Bitcoin; Dynamic; Modelling; Proxy Variable; Time Series
Year2024
ConferenceELEKTRO 2024: 15th International Conference
PublisherIEEE
Accepted author manuscript
License
File Access Level
Anyone
Publication dates
Online19 Jun 2024
Publication process dates
Accepted01 Mar 2024
Deposited04 Jun 2024
Journal citationpp. 1-4
ISSN2691-0616
Book titleProceedings for 2024 ELEKTRO
ISBN9798350372359
9798350372366
Digital Object Identifier (DOI)https://doi.org/10.1109/ELEKTRO60337.2024.10557119
Web address (URL) of conference proceedingshttps://ieeexplore.ieee.org/xpl/conhome/10556796/proceeding
Copyright holder© 2024, IEEE
Copyright informationPersonal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
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