Results 101 to 110 of about 70,587 (266)
Noncausal AR‐ARCH Model and Its Applications to Financial Time Series
International Journal of Finance &Economics, EarlyView.ABSTRACT We extend the noncausal autoregressive models by introducing noncausality into the variance component, allowing the volatility to depend on future prices as well. We refer to this model as the noncausal AR‐ARCH model, and it enables us to account for shocks arising from market agents who possess more information and engage in forward‐looking ...
Yaosong Zhan +3 more
wiley +1 more source
SSRN Electronic Journal, 2014 This article deals with the mining incentives in the Bitcoin protocol. The mining process is used to confirm and secure transactions. This process is organized as a speed game between individuals or firms – the miners – with different computational powers to solve a mathematical problem, bring a proof of work, spread their solution and reach consensus ...
openaire +7 more sources
Proceedings of the 13th ACM Conference on Electronic Commerce, 2011 In this letter we present a brief report of our recent research on information distribution mechanisms in networks [Babaioff et al. 2011]. We study scenarios in which all nodes that become aware of the information compete for the same prize, and thus have an incentive not to propagate information.
Moshe Babaioff +3 more
openaire +4 more sources
Analysis of the Bitcoin blockchain: socio-economic factors behind the adoption
EPJ Data Science, 2018 As the first decentralized digital currency introduced in 2009 together with the blockchain, Bitcoin offers new opportunities both for developed and developing countries.
Francesco Parino +2 more
doaj +1 more source
Revisiting Traceability of Vegetable Fresh‐Products in the EU: Why Blockchain Does (Not) Work?
Internet Technology Letters, EarlyView.ABSTRACT Food safety is paramount for a healthy society. Traceability provides the means for a rapid response to any type of food‐related problem at any stage of the supply chain. This study delves into the application of blockchain technology in tracking vegetable products within the European Union's regulatory framework.
I. Tasic +4 more
wiley +1 more source
SSRN Electronic Journal, 2019 This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns starting from tick-by-tick price changes traded at the Bitstamp and Coinbase exchanges. We find evidence of a smooth intra-daily seasonality pattern, and an abnormal trade- and volatility intensity at Thursdays and Fridays. We find no
Leopoldo Catania, Mads Sandholdt
openaire +5 more sources
Machine Learning with Applications, 2022 Bitcoin has grown in popularity and has now attracted the attention of individual and institutional investors. Accurate Bitcoin price direction forecasts are important for determining the trend in Bitcoin prices and asset allocation. This paper addresses
Syed Abul Basher, Perry Sadorsky
doaj
The influence of bitcoin ecosystem on digital economy
Економіка, Eкологія, Cоціум, 2018 Introduction. Bitcoin is a digital, decentralized, partially anonymous currency, not supported by any government or legal entity and not provided with gold or other goods.
Mariana Makarova
doaj +1 more source
Review of Financial Economics, EarlyView.Abstract As economies and financial markets integrate, geopolitical tensions and global crises have fueled uncertainty and unpredictability in the financial markets, leading to increased risk and information transfer between and across asset classes. This study examines the dynamic interconnectedness and volatility spillover between commodity and G7 ...
Dhouha Mellouli +3 more
wiley +1 more source
Sustainable Development, EarlyView.ABSTRACT We investigate why and how businesses and entrepreneurs adopt and implement blockchain technology to improve the economic, environmental and social sustainability of seafood supply chains. We conduct interviews with entrepreneurs and small‐ to medium‐sized enterprises (SMEs) – specifically fishers, aquaculturists and restaurants – using new ...
Benjamin S. Thompson, Sascha Rust
wiley +1 more source