The Bitcoin Price and Bitcoin Price Uncertainty: Evidence of Bitcoin Price Volatility

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dc.authoridhttps://orcid.org/0000-0002-4127-357Xen_US
dc.authoridhttps://orcid.org/0000-0002-3271-2841en_US
dc.authoridhttps://orcid.org/0000-0001-9572-8923en_US
dc.contributor.authorKöse, Nezir
dc.contributor.authorYıldırım, Hakan
dc.contributor.authorÜnal, Emre
dc.contributor.authorLin, Boqiang
dc.date.accessioned2024-03-13T00:59:12Z
dc.date.available2024-03-13T00:59:12Z
dc.date.issued2024en_US
dc.departmentİktisadi İdari ve Sosyal Bilimler Fakültesien_US
dc.description.abstractThis study examines the Bitcoin price by taking into account global factors, including the Chicago Board Options Exchange's Market Volatility Index (VIX), the US dollar index, the gold price, the oil price, and Bitcoin price volatility. The analysis is conducted using the structural vector autoregression (SVAR) model. The variance decomposition findings revealed that the influence of the VIX on the Bitcoin price was initially restricted, but progressively intensified over time. Among the indicators, Bitcoin price volatility had the highest explanatory share in both daily and weekly data analysis. The impulse response functions demonstrated a statistically significant inverse relationship between the VIX and the Bitcoin price. Furthermore, the analysis revealed that the Bitcoin price was mostly impacted by its own volatility. This implies that investing in Bitcoin requires a certain level of risk?taking.en_US
dc.identifier.doi10.1002/fut.22487en_US
dc.identifier.endpage695en_US
dc.identifier.issn0270-7314
dc.identifier.issn1096-9934
dc.identifier.issue4en_US
dc.identifier.scopus2-s2.0-85184169103en_US
dc.identifier.scopusqualityQ1en_US
dc.identifier.startpage673en_US
dc.identifier.urihttps://hdl.handle.net/11363/7192
dc.identifier.urihttps://doi.org/
dc.identifier.volume44en_US
dc.identifier.wosWOS:001154228000001en_US
dc.identifier.wosqualityQ2en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.institutionauthorYıldırım, Hakan
dc.language.isoenen_US
dc.publisherWILEY111 RIVER ST, HOBOKEN 07030-5774, NJen_US
dc.relation.ispartofJOURNAL OF FUTURES MARKETSen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectBitcoinen_US
dc.subjectGold priceen_US
dc.subjectOil priceen_US
dc.subjectSVAR modelen_US
dc.subjectVIXen_US
dc.titleThe Bitcoin Price and Bitcoin Price Uncertainty: Evidence of Bitcoin Price Volatilityen_US
dc.typeArticleen_US

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