Bitcoin mining activity and volatility dynamics in the power market

DOI10.1016/J.ECONLET.2021.110111zbMath1479.91246OpenAlexW3207932396MaRDI QIDQ823984

Rangan Gupta, Sayar Karmakar, Riza Demirer

Publication date: 14 December 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.110111

zbMATH Keywords

GARCHtime-varyingbitcoinelectricity returns

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Actuarial science and mathematical finance (91G99)

Cites Work

• Approximately normal tests for equal predictive accuracy in nested models
• QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES

This page was built for publication: Bitcoin mining activity and volatility dynamics in the power market