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.
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
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Publication process dates
Accepted01 Mar 2024
Deposited04 Jun 2024
Copyright holder© 2024, The Authors
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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File access level: Anyone

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