Signatures of Maturity in Cryptocurrency Market

Since the introduction of Bitcoin in 2009, the cryptocurrency market has experienced exponential expansion. Evolving from sets of transactions primarily conducted on Internet fora into a significant market valued at over 1.2 trillion USD as of August 2023, today cryptocurrency trading occurs 24/7 on...

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Gepubliceerd in: MDPI - Multidisciplinary Digital Publishing Institute 2023
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collection Directory of Open Access Books
description Since the introduction of Bitcoin in 2009, the cryptocurrency market has experienced exponential expansion. Evolving from sets of transactions primarily conducted on Internet fora into a significant market valued at over 1.2 trillion USD as of August 2023, today cryptocurrency trading occurs 24/7 on more than 600 platforms. Despite its persistent volatility, recurrent speculation bubbles and subsequent market crashes, the trading characteristics of cryptocurrency exchanges are similar to those observed in mature financial markets. Recently, the correlation between the most frequently traded cryptocurrencies, specifically Bitcoin and Etherereum, has increased significantly versus the stock indices and other financial assets, suggesting an emerging connectedness with the global financial markets. This Special Issue collected research studies that make steps towards developing a better understanding of cryptocurrency market, with a particular aim of confirming or denying the growing signs of market maturity. Most submissions focus on price fluctuations in the cryptocurrency exchanges and produce evidence of the cryptocurrency market’s evolution into a valid and interrelated component of the global financial markets. Interestingly, the events related to COVID-19 contributed to the intensification of this process. Some articles address the structure of the cryptocurrency market, including DeFi, the methods of obtaining consensus used, and the environmental impact of these transactions.
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spelling doab-20.500.12854ir-1139902024-03-28T03:32:23Z Signatures of Maturity in Cryptocurrency Market Drożdż, Stanisław Kwapień, Jarosław Wątorek, Marcin public-key cryptosystem error correcting code bounded distance decoding blockchain technology cryptocurrency Kolmogorov entropy DAO metaverse Bitcoin carbon footprint Bitcoin mining energy consumption FIGARCH MFDFA long memory Hurst exponent permanent policy cryptocurrencies noise and trend effects tick-by-tick data network structure community detection COVID-19 AI business development information processing volatility precision financial development bitcoin ADCC-GARCH diversifier hedge safe haven anomaly score Mahalanobis distance minimum covariance determinant shrinkage estimators blockchain edge computing electric vehicles Ethereum P2P charging DeFi oracle automated market makers decentralized exchange lending protocol forex market complexity entropy multifractal analysis complex systems financial crisis econophysics financial markets cross-correlations multiscale time series fluctuations correlations multifractality market maturity market impact collective dynamics time series analysis portfolio optimization thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general thema EDItEUR::P Mathematics and Science Since the introduction of Bitcoin in 2009, the cryptocurrency market has experienced exponential expansion. Evolving from sets of transactions primarily conducted on Internet fora into a significant market valued at over 1.2 trillion USD as of August 2023, today cryptocurrency trading occurs 24/7 on more than 600 platforms. Despite its persistent volatility, recurrent speculation bubbles and subsequent market crashes, the trading characteristics of cryptocurrency exchanges are similar to those observed in mature financial markets. Recently, the correlation between the most frequently traded cryptocurrencies, specifically Bitcoin and Etherereum, has increased significantly versus the stock indices and other financial assets, suggesting an emerging connectedness with the global financial markets. This Special Issue collected research studies that make steps towards developing a better understanding of cryptocurrency market, with a particular aim of confirming or denying the growing signs of market maturity. Most submissions focus on price fluctuations in the cryptocurrency exchanges and produce evidence of the cryptocurrency market’s evolution into a valid and interrelated component of the global financial markets. Interestingly, the events related to COVID-19 contributed to the intensification of this process. Some articles address the structure of the cryptocurrency market, including DeFi, the methods of obtaining consensus used, and the environmental impact of these transactions. 2023-09-11T12:18:43Z 2023-09-11T12:18:43Z 2023 book ONIX_20230911_9783036585741_123 9783036585741 9783036585758 https://directory.doabooks.org/handle/20.500.12854/113990 eng application/octet-stream Attribution 4.0 International https://mdpi.com/books/pdfview/book/7834 https://mdpi.com/books/pdfview/book/7834 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-8575-8 10.3390/books978-3-0365-8575-8 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036585741 9783036585758 262 open access
spellingShingle public-key cryptosystem
error correcting code
bounded distance decoding
blockchain technology
cryptocurrency
Kolmogorov entropy
DAO
metaverse
Bitcoin carbon footprint
Bitcoin mining
energy consumption
FIGARCH
MFDFA
long memory
Hurst exponent
permanent policy
cryptocurrencies
noise and trend effects
tick-by-tick data
network structure
community detection
COVID-19
AI
business development
information processing
volatility
precision
financial development
bitcoin
ADCC-GARCH
diversifier
hedge
safe haven
anomaly score
Mahalanobis distance
minimum covariance determinant
shrinkage estimators
blockchain
edge computing
electric vehicles
Ethereum
P2P charging
DeFi
oracle
automated market makers
decentralized exchange
lending protocol
forex market
complexity
entropy
multifractal analysis
complex systems
financial crisis
econophysics
financial markets
cross-correlations
multiscale
time series
fluctuations
correlations
multifractality
market maturity
market impact
collective dynamics
time series analysis
portfolio optimization
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
thema EDItEUR::P Mathematics and Science
Signatures of Maturity in Cryptocurrency Market
title Signatures of Maturity in Cryptocurrency Market
title_full Signatures of Maturity in Cryptocurrency Market
title_fullStr Signatures of Maturity in Cryptocurrency Market
title_full_unstemmed Signatures of Maturity in Cryptocurrency Market
title_short Signatures of Maturity in Cryptocurrency Market
title_sort signatures of maturity in cryptocurrency market
topic public-key cryptosystem
error correcting code
bounded distance decoding
blockchain technology
cryptocurrency
Kolmogorov entropy
DAO
metaverse
Bitcoin carbon footprint
Bitcoin mining
energy consumption
FIGARCH
MFDFA
long memory
Hurst exponent
permanent policy
cryptocurrencies
noise and trend effects
tick-by-tick data
network structure
community detection
COVID-19
AI
business development
information processing
volatility
precision
financial development
bitcoin
ADCC-GARCH
diversifier
hedge
safe haven
anomaly score
Mahalanobis distance
minimum covariance determinant
shrinkage estimators
blockchain
edge computing
electric vehicles
Ethereum
P2P charging
DeFi
oracle
automated market makers
decentralized exchange
lending protocol
forex market
complexity
entropy
multifractal analysis
complex systems
financial crisis
econophysics
financial markets
cross-correlations
multiscale
time series
fluctuations
correlations
multifractality
market maturity
market impact
collective dynamics
time series analysis
portfolio optimization
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
thema EDItEUR::P Mathematics and Science
topic_facet public-key cryptosystem
error correcting code
bounded distance decoding
blockchain technology
cryptocurrency
Kolmogorov entropy
DAO
metaverse
Bitcoin carbon footprint
Bitcoin mining
energy consumption
FIGARCH
MFDFA
long memory
Hurst exponent
permanent policy
cryptocurrencies
noise and trend effects
tick-by-tick data
network structure
community detection
COVID-19
AI
business development
information processing
volatility
precision
financial development
bitcoin
ADCC-GARCH
diversifier
hedge
safe haven
anomaly score
Mahalanobis distance
minimum covariance determinant
shrinkage estimators
blockchain
edge computing
electric vehicles
Ethereum
P2P charging
DeFi
oracle
automated market makers
decentralized exchange
lending protocol
forex market
complexity
entropy
multifractal analysis
complex systems
financial crisis
econophysics
financial markets
cross-correlations
multiscale
time series
fluctuations
correlations
multifractality
market maturity
market impact
collective dynamics
time series analysis
portfolio optimization
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
thema EDItEUR::P Mathematics and Science
url ONIX_20230911_9783036585741_123